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MMATANNA Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

MMATANNA Portfolio

Currency in USD · Last updated May 27, 2025

The MATANA portfolio is a variation of the popular investment acronym FAANG (Facebook, Apple, Amazon, Netflix, and Google), Adding Microsoft, Nvidia, Tesla.

The MATANA portfolio represents a group of technology companies believed to have strong growth potential and are well-positioned to benefit from trends such as cloud computing, artificial intelligence, and e-commerce.

Asset Allocation

MSFT 12.5%AAPL 12.5%GOOG 12.5%NVDA 12.5%AMZN 12.5%NFLX 12.5%META 12.5%TSLA 12.5%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
12.50%
AMZN
Amazon.com, Inc.		Consumer Cyclical
12.50%
GOOG
Alphabet Inc		Communication Services
12.50%
META
Meta Platforms, Inc.		Communication Services
12.50%
MSFT
Microsoft Corporation		Technology
12.50%
NFLX
Netflix, Inc.		Communication Services
12.50%
NVDA
NVIDIA Corporation		Technology
12.50%
TSLA
Tesla, Inc.		Consumer Cyclical
12.50%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of May 27, 2025, the MMATANNA Portfolio returned -1.21% Year-To-Date and 36.80% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%5.02%-3.08%9.39%14.45%10.68%
MMATANNA Portfolio-1.21%9.84%5.87%30.90%34.12%36.80%
Portfolio components:
MSFT
Microsoft Corporation		7.21%15.10%7.91%5.46%20.69%27.26%
AAPL
Apple Inc		-21.83%-6.57%-15.94%3.27%20.30%21.00%
GOOG
Alphabet Inc		-10.85%3.50%0.32%-3.37%19.30%20.40%
NVDA
NVIDIA Corporation		-2.23%18.27%-3.46%23.35%70.95%74.49%
AMZN
Amazon.com, Inc.		-8.39%6.35%-0.23%11.20%10.53%25.18%
NFLX
Netflix, Inc.		32.99%7.61%36.95%83.28%22.52%29.70%
META
Meta Platforms, Inc.		7.19%14.58%11.15%31.60%21.81%23.02%
TSLA
Tesla, Inc.		-15.97%19.09%0.22%89.32%44.18%35.31%
*Annualized

Monthly Returns

The table below presents the monthly returns of MMATANNA Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.27%-6.97%-9.55%3.34%10.02%-1.21%
20243.80%11.22%2.11%-2.97%9.23%8.69%-1.27%0.91%5.95%0.65%9.90%5.22%66.82%
202321.01%4.61%12.47%0.34%15.88%9.60%4.48%-0.73%-6.39%-1.28%12.16%3.65%102.19%
2022-11.20%-6.90%7.04%-21.43%-3.32%-10.73%17.66%-5.70%-9.44%-1.40%6.19%-11.08%-43.86%
20211.51%-1.20%1.36%8.82%-2.11%9.23%1.92%7.52%-4.15%14.12%4.54%-2.48%44.55%
202011.31%-1.06%-7.64%20.99%6.63%10.78%12.65%23.71%-8.75%-3.08%11.02%6.51%111.85%
201910.62%2.58%4.54%3.99%-11.54%9.71%2.51%-3.40%1.19%10.12%5.80%7.91%50.81%
201816.67%0.59%-6.38%3.60%7.80%4.17%-1.28%8.47%-2.31%-8.74%-4.42%-8.54%6.68%
20178.65%2.05%5.15%4.36%9.48%-2.07%6.07%3.06%-0.15%8.62%-0.52%0.07%53.97%
2016-8.46%-2.02%10.52%-2.99%8.52%-3.90%9.65%1.50%3.72%3.69%0.03%5.89%27.16%
20152.88%7.25%-4.56%10.89%3.60%0.31%9.50%-2.02%-0.55%10.45%6.53%-0.34%51.83%
2014-3.28%7.13%4.40%-0.84%8.60%-2.36%-1.57%3.02%-4.59%10.04%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

MMATANNA Portfolio 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 76, MMATANNA Portfolio is among the top 24% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of MMATANNA Portfolio is 7676
Overall Rank
The Sharpe Ratio Rank of MMATANNA Portfolio is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of MMATANNA Portfolio is 7878
Sortino Ratio Rank
The Omega Ratio Rank of MMATANNA Portfolio is 7777
Omega Ratio Rank
The Calmar Ratio Rank of MMATANNA Portfolio is 8080
Calmar Ratio Rank
The Martin Ratio Rank of MMATANNA Portfolio is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation		0.240.511.070.240.54
AAPL
Apple Inc		0.150.321.040.060.19
GOOG
Alphabet Inc		-0.09-0.021.00-0.17-0.37
NVDA
NVIDIA Corporation		0.451.221.151.022.50
AMZN
Amazon.com, Inc.		0.320.641.080.320.82
NFLX
Netflix, Inc.		2.703.311.444.2914.04
META
Meta Platforms, Inc.		0.961.541.201.043.16
TSLA
Tesla, Inc.		1.331.921.231.403.33

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.

MMATANNA Portfolio Sharpe ratios as of May 27, 2025 (values are recalculated daily):

  • 1-Year: 1.06
  • 5-Year: 1.09
  • 10-Year: 1.27
  • All Time: 1.27

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 0.49 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

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

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

MMATANNA Portfolio provided a 0.26% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.26%0.23%0.16%0.23%0.15%0.21%0.31%0.49%0.45%0.59%0.68%0.73%
Portfolio components:
MSFT
Microsoft Corporation		0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
AAPL
Apple Inc		0.52%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
GOOG
Alphabet Inc		0.47%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation		0.03%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
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%
NFLX
Netflix, 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%
META
Meta Platforms, Inc.		0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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 MMATANNA Portfolio. 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 MMATANNA Portfolio was 48.74%, occurring on Dec 28, 2022. Recovery took 134 trading sessions.

The current MMATANNA Portfolio drawdown is 6.63%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.74%Nov 22, 2021277Dec 28, 2022134Jul 13, 2023411
-33.2%Feb 20, 202018Mar 16, 202045May 19, 202063
-28.76%Oct 2, 201858Dec 24, 2018210Oct 24, 2019268
-26.93%Dec 18, 202475Apr 8, 2025———
-21.61%Dec 7, 201543Feb 8, 201676May 26, 2016119
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCTSLANFLXNVDAAAPLMETAAMZNGOOGMSFTPortfolio
^GSPC1.000.470.510.630.680.610.640.700.750.78
TSLA0.471.000.390.410.410.370.420.390.390.67
NFLX0.510.391.000.460.430.510.540.480.490.70
NVDA0.630.410.461.000.500.510.540.520.590.75
AAPL0.680.410.430.501.000.500.550.570.610.70
META0.610.370.510.510.501.000.610.650.580.73
AMZN0.640.420.540.540.550.611.000.670.650.78
GOOG0.700.390.480.520.570.650.671.000.680.75
MSFT0.750.390.490.590.610.580.650.681.000.76
Portfolio0.780.670.700.750.700.730.780.750.761.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014
Go to the full Correlations tool for more customization options