MATANA Portfolio + Meta

Asset Allocation

Position	Category/Sector	Target Weight
MSFT Microsoft Corporation	Technology	14.29%
AAPL Apple Inc	Technology	14.29%
TSLA Tesla, Inc.	Consumer Cyclical	14.29%
GOOG Alphabet Inc	Communication Services	14.29%
NVDA NVIDIA Corporation	Technology	14.29%
AMZN Amazon.com, Inc	Consumer Cyclical	14.29%
META Meta Platforms, Inc.	Communication Services	14.29%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MATANA Portfolio + Meta, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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Returns By Period

As of Jun 6, 2026, the MATANA Portfolio + Meta returned 1.14% Year-To-Date and 36.62% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	-0.21%	7.86%	7.85%	23.05%	19.90%	11.79%	13.33%
Portfolio MATANA Portfolio + Meta	-3.69%	-4.30%	1.14%	1.07%	29.88%	34.71%	26.01%	36.62%
Portfolio components:
AAPL Apple Inc	-1.25%	4.88%	13.26%	10.45%	51.31%	20.25%	20.16%	29.85%
AMZN Amazon.com, Inc	-3.06%	-9.77%	6.59%	7.19%	15.20%	24.79%	8.94%	21.13%
GOOG Alphabet Inc	-0.95%	-7.88%	16.64%	13.71%	109.82%	42.32%	24.64%	26.25%
META Meta Platforms, Inc.	-5.51%	-2.73%	-10.09%	-11.79%	-14.74%	30.15%	12.59%	17.64%
MSFT Microsoft Corporation	-2.66%	0.59%	-13.46%	-13.38%	-10.71%	8.53%	11.60%	24.64%
NVDA NVIDIA Corporation	-6.20%	-4.58%	10.11%	12.58%	44.92%	74.54%	63.58%	68.14%
TSLA Tesla, Inc.	-6.56%	-8.72%	-13.06%	-14.07%	32.48%	20.89%	14.38%	38.11%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 4, 2014, MATANA Portfolio + Meta's average daily return is +0.13%, while the average monthly return is +2.76%. At this rate, an investment would double in approximately 2.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Aug 2020 with a return of +25.8%, while the worst month was Apr 2022 at -17.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, MATANA Portfolio + Meta closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +14.6%, while the worst single day was Mar 16, 2020 at -13.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.39%	-7.27%	-5.64%	14.50%	6.63%	-5.70%							1.14%
2025	2.36%	-8.10%	-10.32%	0.75%	13.66%	6.07%	5.47%	2.34%	8.95%	4.67%	-1.46%	0.45%	24.85%
2024	2.08%	11.93%	2.32%	-2.07%	8.27%	9.18%	-0.47%	-0.52%	6.67%	-0.20%	8.78%	6.00%	64.48%
2023	21.16%	6.55%	13.12%	1.03%	15.35%	9.34%	5.17%	-0.66%	-5.50%	-2.75%	11.68%	3.80%	107.14%
2022	-8.65%	-6.82%	8.36%	-17.47%	-3.94%	-10.67%	16.09%	-6.51%	-11.93%	-5.01%	6.47%	-12.41%	-44.69%
2021	1.96%	-1.55%	2.03%	10.29%	-2.11%	9.78%	2.48%	7.19%	-5.71%	14.26%	6.21%	-2.00%	49.52%

Benchmark Metrics

MATANA Portfolio + Meta has an annualized alpha of 18.28%, beta of 1.33, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since April 04, 2014.

This portfolio captured 201.09% of S&P 500 Index gains and 100.76% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 18.28% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 18.28%

Beta: 1.33

R²: 0.70

Upside Capture: 201.09%

Downside Capture: 100.76%

Expense Ratio

MATANA Portfolio + Meta has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

MATANA Portfolio + Meta ranks 20 for risk / return — below 20% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for MATANA Portfolio + Meta and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.64	2.01	-0.37
Sortino ratioReturn per unit of downside risk	2.22	2.71	-0.49
Omega ratioGain probability vs. loss probability	1.28	1.36	-0.08
Calmar ratioReturn relative to maximum drawdown	1.79	2.69	-0.89
Martin ratioReturn relative to average drawdown	6.31	12.34	-6.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	90	2.42	3.39	1.43	3.92	9.86
AMZN Amazon.com, Inc	59	0.61	1.04	1.13	0.85	2.03
GOOG Alphabet Inc	96	4.06	5.45	1.65	5.63	20.33
META Meta Platforms, Inc.	26	-0.37	-0.31	0.96	-0.40	-0.84
MSFT Microsoft Corporation	26	-0.41	-0.40	0.95	-0.30	-0.64
NVDA NVIDIA Corporation	77	1.35	1.92	1.23	2.32	5.67
TSLA Tesla, Inc.	66	0.84	1.39	1.16	1.25	2.93

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

MATANA Portfolio + Meta Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 1.64
5-Year: 0.87
10-Year: 1.26
All Time: 1.25

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.64 to 2.53, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of MATANA Portfolio + Meta compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

MATANA Portfolio + Meta provided a 0.27% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.27%	0.24%	0.26%	0.18%	0.27%	0.18%	0.24%	0.36%	0.56%	0.52%	0.68%	0.78%
Portfolio components:
AAPL Apple Inc	0.34%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOG Alphabet Inc	0.23%	0.26%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
META Meta Platforms, Inc.	0.35%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.85%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
TSLA Tesla, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the MATANA Portfolio + Meta. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the MATANA Portfolio + Meta was 48.85%, occurring on Dec 28, 2022. Recovery took 128 trading sessions.

The current MATANA Portfolio + Meta drawdown is 6.03%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-48.85%Dec 2022	1y 1mo	6mo 9d	1y 7moNov 2021 - Jul 2023
COVID crash2020	-34.97%Mar 2020	27d	2mo 3d	3moFeb 2020 - May 2020
2025 selloff2025	-29.83%Apr 2025	3mo 21d	3mo 14d	7mo 5dDec 2024 - Jul 2025
Rate-hike selloffLate 2018	-27.46%Dec 2018	3mo 21d	9mo 25d	1y 1moSep 2018 - Oct 2019
2016 correction2016	-19.59%Feb 2016	1mo 11d	1mo 27d	3mo 8dDec 2015 - Apr 2016

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.58	1.39	1.32	1.31	1.33

The portfolio has a diversification ratio of 1.33, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

MATANA Portfolio + Meta correlation to the S&P 500 Index

MATANA Portfolio + Meta has a 0.82 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.80
Correlation (All Time) Calculated using the full available price history since Apr 4, 2014	0.79

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.72, while TSLA has the lowest at 0.47.

TSLA

0.47

Portfolio Correlations

Correlation vs. MATANA Portfolio + Meta. AMZN has the highest portfolio correlation at 0.77, while TSLA has the lowest at 0.69.

TSLA

0.69

AAPL

0.69

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	TSLA	NVDA	AAPL	META	AMZN	GOOG	MSFT
TSLA	1.00	0.41	0.40	0.37	0.41	0.39	0.38
NVDA	0.41	1.00	0.48	0.50	0.53	0.50	0.57
AAPL	0.40	0.48	1.00	0.48	0.53	0.55	0.57
META	0.37	0.50	0.48	1.00	0.61	0.63	0.57
AMZN	0.41	0.53	0.53	0.61	1.00	0.66	0.62
GOOG	0.39	0.50	0.55	0.63	0.66	1.00	0.64
MSFT	0.38	0.57	0.57	0.57	0.62	0.64	1.00

The correlation results are calculated based on daily price changes starting from Apr 4, 2014

Diversification Analysis

Find what MATANA Portfolio + Meta is missing

See which holdings overlap, where MATANA Portfolio + Meta is concentrated, and which low-correlation assets could fill the gaps.

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