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Magic10

Last updated Mar 2, 2024

Asset Allocation


VOO 50%AAPL 7%UNH 7%MSFT 5%GOOG 5%AMZN 5%LLY 5%BRK-B 5%NVDA 4%TSLA 4%META 3%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

50%

AAPL
Apple Inc.
Technology

7%

UNH
UnitedHealth Group Incorporated
Healthcare

7%

MSFT
Microsoft Corporation
Technology

5%

GOOG
Alphabet Inc.
Communication Services

5%

AMZN
Amazon.com, Inc.
Consumer Cyclical

5%

LLY
Eli Lilly and Company
Healthcare

5%

BRK-B
Berkshire Hathaway Inc.
Financial Services

5%

NVDA
NVIDIA Corporation
Technology

4%

TSLA
Tesla, Inc.
Consumer Cyclical

4%

META
Meta Platforms, Inc.
Communication Services

3%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Magic10, 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


100.00%200.00%300.00%400.00%500.00%600.00%OctoberNovemberDecember2024FebruaryMarch
619.38%
171.98%
Magic10
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Magic109.73%7.62%16.70%48.88%25.84%N/A
AAPL
Apple Inc.
-6.57%-2.45%-4.93%23.79%33.69%26.85%
MSFT
Microsoft Corporation
10.70%4.70%26.91%66.82%31.17%29.07%
GOOG
Alphabet Inc.
-2.02%-2.62%0.94%49.58%19.35%N/A
AMZN
Amazon.com, Inc.
17.30%14.83%29.03%93.44%16.36%25.68%
NVDA
NVIDIA Corporation
66.15%33.73%69.64%253.07%84.24%68.95%
TSLA
Tesla, Inc.
-18.45%8.20%-17.29%6.15%59.52%28.18%
META
Meta Platforms, Inc.
42.06%28.89%69.66%188.11%25.40%22.05%
UNH
UnitedHealth Group Incorporated
-7.02%-4.34%3.54%4.01%16.48%22.03%
LLY
Eli Lilly and Company
34.41%21.36%40.89%150.33%45.69%32.10%
VOO
Vanguard S&P 500 ETF
7.93%6.22%14.58%31.06%14.77%12.70%
BRK-B
Berkshire Hathaway Inc.
14.15%6.09%12.32%32.29%14.93%13.15%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.97%6.76%
2023-0.27%-4.20%-1.34%9.22%2.97%

Sharpe Ratio

The current Magic10 Sharpe ratio is 3.54. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.54

The Sharpe ratio of Magic10 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.54
2.44
Magic10
Benchmark (^GSPC)
Portfolio components

Dividend yield

Magic10 granted a 0.88% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Magic100.88%0.94%1.09%0.83%1.05%1.28%1.45%1.31%1.52%1.58%1.47%1.56%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
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%
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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
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%
META
Meta Platforms, Inc.
0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UNH
UnitedHealth Group Incorporated
1.49%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
LLY
Eli Lilly and Company
0.60%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
BRK-B
Berkshire Hathaway 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 Magic10 has an expense ratio of 0.01% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Magic10
3.54
AAPL
Apple Inc.
1.27
MSFT
Microsoft Corporation
3.10
GOOG
Alphabet Inc.
1.88
AMZN
Amazon.com, Inc.
3.07
NVDA
NVIDIA Corporation
5.65
TSLA
Tesla, Inc.
-0.00
META
Meta Platforms, Inc.
5.10
UNH
UnitedHealth Group Incorporated
0.22
LLY
Eli Lilly and Company
5.18
VOO
Vanguard S&P 500 ETF
2.61
BRK-B
Berkshire Hathaway Inc.
2.50

Asset Correlations Table

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

LLYUNHTSLABRK-BNVDAMETAAMZNAAPLGOOGMSFTVOO
LLY1.000.390.140.330.220.260.250.260.290.340.41
UNH0.391.000.180.450.260.260.270.330.340.360.50
TSLA0.140.181.000.240.420.370.410.410.380.390.45
BRK-B0.330.450.241.000.350.350.350.420.440.450.72
NVDA0.220.260.420.351.000.510.550.540.540.590.62
META0.260.260.370.350.511.000.610.530.660.570.61
AMZN0.250.270.410.350.550.611.000.570.680.640.64
AAPL0.260.330.410.420.540.530.571.000.590.630.69
GOOG0.290.340.380.440.540.660.680.591.000.690.71
MSFT0.340.360.390.450.590.570.640.630.691.000.75
VOO0.410.500.450.720.620.610.640.690.710.751.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Magic10
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Magic10. 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 Magic10 was 32.48%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.48%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-25.3%Jan 4, 2022195Oct 12, 2022166Jun 12, 2023361
-20.41%Oct 2, 201858Dec 24, 2018131Jul 3, 2019189
-14.04%Dec 2, 201549Feb 11, 201637Apr 6, 201686
-12.04%Jul 21, 201526Aug 25, 201542Oct 23, 201568

Volatility Chart

The current Magic10 volatility is 4.37%, 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.


2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
4.37%
3.47%
Magic10
Benchmark (^GSPC)
Portfolio components
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