MATANA Portfolio
The MATANA portfolio is a variation of the popular investment acronym FAANG (Facebook, Apple, Amazon, Netflix, and Google), but with Facebook (now Meta) and Netflix removed and replaced by Microsoft, Nvidia, and 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
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 16.67% |
AAPL Apple Inc. | Technology | 16.67% |
TSLA Tesla, Inc. | Consumer Cyclical | 16.67% |
GOOG Alphabet Inc. | Communication Services | 16.67% |
NVDA NVIDIA Corporation | Technology | 16.67% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 16.67% |
Performance
The chart shows the growth of an initial investment of $10,000 in MATANA Portfolio, 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 Quarterly
Returns
As of Sep 21, 2023, the MATANA Portfolio returned 78.31% Year-To-Date and 37.10% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.59% |
| MATANA Portfolio | 1.35% | 30.73% | 78.31% | 46.48% | 36.74% | 37.10% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | -0.52% | 16.02% | 34.67% | 35.54% | 24.35% | 26.95% |
AAPL Apple Inc. | -0.98% | 10.72% | 35.64% | 14.84% | 27.58% | 27.99% |
TSLA Tesla, Inc. | 12.61% | 36.61% | 113.18% | -12.70% | 67.74% | 36.46% |
GOOG Alphabet Inc. | 3.78% | 26.66% | 51.68% | 34.58% | 18.28% | 18.10% |
NVDA NVIDIA Corporation | -7.50% | 55.37% | 189.13% | 218.72% | 45.44% | 62.64% |
AMZN Amazon.com, Inc. | 0.77% | 37.06% | 61.06% | 14.13% | 7.18% | 24.54% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| TSLA | NVDA | AAPL | AMZN | GOOG | MSFT | |
|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.43 | 0.41 | 0.42 | 0.38 | 0.39 |
| NVDA | 0.43 | 1.00 | 0.54 | 0.54 | 0.54 | 0.59 |
| AAPL | 0.41 | 0.54 | 1.00 | 0.57 | 0.59 | 0.63 |
| AMZN | 0.42 | 0.54 | 0.57 | 1.00 | 0.68 | 0.63 |
| GOOG | 0.38 | 0.54 | 0.59 | 0.68 | 1.00 | 0.69 |
| MSFT | 0.39 | 0.59 | 0.63 | 0.63 | 0.69 | 1.00 |
Dividend yield
MATANA Portfolio granted a 0.24% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MATANA Portfolio | 0.24% | 0.31% | 0.21% | 0.28% | 0.43% | 0.68% | 0.64% | 0.85% | 0.99% | 1.08% | 1.25% | 0.94% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.85% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
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% |
GOOG Alphabet 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% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
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% |
Expense Ratio
The MATANA Portfolio has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.05 | ||||
AAPL Apple Inc. | 0.51 | ||||
TSLA Tesla, Inc. | -0.25 | ||||
GOOG Alphabet Inc. | 0.87 | ||||
NVDA NVIDIA Corporation | 3.98 | ||||
AMZN Amazon.com, Inc. | 0.22 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the MATANA Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the MATANA Portfolio is 46.26%, recorded on Jan 5, 2023. It took 113 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -46.26% | Nov 22, 2021 | 282 | Jan 5, 2023 | 113 | Jun 20, 2023 | 395 |
| -35.31% | Feb 20, 2020 | 20 | Mar 18, 2020 | 51 | Jun 1, 2020 | 71 |
| -27.94% | Oct 2, 2018 | 58 | Dec 24, 2018 | 210 | Oct 24, 2019 | 268 |
| -21.66% | Dec 30, 2015 | 29 | Feb 10, 2016 | 38 | Apr 6, 2016 | 67 |
| -16.78% | Sep 2, 2020 | 4 | Sep 8, 2020 | 57 | Nov 27, 2020 | 61 |
Volatility Chart
The current MATANA Portfolio volatility is 6.98%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.