Magic10
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Dec 7, 2024, the Magic10 returned 48.98% Year-To-Date and 35.24% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 27.68% | 1.58% | 13.90% | 32.27% | 14.27% | 11.62% |
Magic10 | 48.98% | 4.06% | 23.34% | 50.19% | 40.98% | 35.47% |
Portfolio components: | ||||||
Apple Inc | 26.75% | 7.00% | 23.62% | 24.69% | 30.21% | 25.67% |
Microsoft Corporation | 18.84% | 5.19% | 5.05% | 19.42% | 25.20% | 27.11% |
Alphabet Inc. | 25.54% | -1.87% | 0.55% | 29.48% | 21.41% | 21.03% |
Amazon.com, Inc. | 49.42% | 9.05% | 23.19% | 54.00% | 21.21% | 30.99% |
NVIDIA Corporation | 187.69% | -3.51% | 17.85% | 199.90% | 93.24% | 76.71% |
Tesla, Inc. | 56.64% | 21.17% | 119.30% | 59.62% | 75.92% | 39.63% |
Meta Platforms, Inc. | 76.76% | 5.84% | 26.78% | 88.02% | 25.58% | 23.25% |
UnitedHealth Group Incorporated | 5.63% | -10.75% | 12.88% | 1.15% | 16.13% | 20.43% |
Eli Lilly and Company | 42.75% | -0.42% | -2.44% | 39.14% | 49.00% | 30.25% |
Visa Inc. | 20.37% | 1.21% | 12.04% | 22.54% | 12.10% | 17.67% |
Monthly Returns
The table below presents the monthly returns of Magic10, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.32% | 7.83% | 1.57% | -1.72% | 7.59% | 8.19% | 1.07% | 0.89% | 3.84% | -1.08% | 7.93% | 48.98% | |
2023 | 14.56% | 3.21% | 10.91% | 1.99% | 11.10% | 8.09% | 3.52% | 0.00% | -4.86% | -0.74% | 10.59% | 1.90% | 76.95% |
2022 | -7.17% | -3.89% | 7.84% | -13.32% | -2.94% | -7.14% | 14.68% | -6.41% | -9.85% | 1.57% | 3.76% | -10.59% | -31.46% |
2021 | 1.89% | -1.49% | 1.54% | 8.93% | -1.47% | 8.63% | 3.39% | 5.49% | -5.77% | 13.75% | 4.52% | 1.45% | 47.31% |
2020 | 9.28% | -4.06% | -7.00% | 19.59% | 6.63% | 9.90% | 10.27% | 21.35% | -7.88% | -4.04% | 11.90% | 7.00% | 93.55% |
2019 | 6.23% | 2.18% | 5.60% | 2.29% | -9.46% | 8.61% | 4.27% | -2.09% | 1.64% | 10.18% | 5.98% | 8.38% | 51.40% |
2018 | 10.40% | -0.40% | -6.44% | 3.45% | 6.65% | 2.26% | 2.84% | 9.42% | -1.52% | -5.82% | -2.74% | -9.01% | 7.19% |
2017 | 6.23% | 3.59% | 4.22% | 3.77% | 7.80% | -0.79% | 3.37% | 4.65% | -0.95% | 8.10% | 1.58% | -0.52% | 48.98% |
2016 | -6.66% | -2.04% | 10.01% | -2.72% | 6.72% | -1.90% | 9.44% | 0.28% | 4.06% | 0.08% | 1.74% | 5.45% | 25.62% |
2015 | 0.04% | 7.22% | -2.54% | 6.04% | 3.11% | -1.08% | 5.51% | -3.23% | 0.65% | 9.58% | 3.74% | -0.02% | 32.05% |
2014 | -2.01% | 4.53% | 3.39% | -0.37% | 7.53% | -1.60% | 2.88% | 5.35% | -3.82% | 16.38% |
Expense Ratio
Magic10 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
Risk-Adjusted Performance Rank
The current rank of Magic10 is 68, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
Apple Inc | 1.14 | 1.74 | 1.22 | 1.54 | 3.61 |
Microsoft Corporation | 1.05 | 1.42 | 1.19 | 1.32 | 3.06 |
Alphabet Inc. | 1.06 | 1.51 | 1.20 | 1.25 | 3.07 |
Amazon.com, Inc. | 1.98 | 2.64 | 1.34 | 2.42 | 9.14 |
NVIDIA Corporation | 3.95 | 3.94 | 1.51 | 7.61 | 24.14 |
Tesla, Inc. | 0.98 | 1.77 | 1.21 | 0.92 | 2.64 |
Meta Platforms, Inc. | 2.52 | 3.42 | 1.48 | 4.97 | 15.38 |
UnitedHealth Group Incorporated | 0.06 | 0.25 | 1.04 | 0.07 | 0.19 |
Eli Lilly and Company | 1.37 | 1.98 | 1.27 | 1.72 | 5.51 |
Visa Inc. | 1.36 | 1.85 | 1.26 | 1.81 | 4.59 |
Dividends
Dividend yield
Magic10 provided a 0.41% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.41% | 0.43% | 0.52% | 0.41% | 0.53% | 0.68% | 0.93% | 0.88% | 1.11% | 1.16% | 1.19% | 1.37% |
Portfolio components: | ||||||||||||
Apple Inc | 0.41% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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% |
Alphabet Inc. | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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% |
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 Platforms, Inc. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UnitedHealth Group Incorporated | 1.11% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
Eli Lilly and Company | 0.63% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Visa Inc. | 0.69% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
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.
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 35.68%, occurring on Jan 5, 2023. Recovery took 99 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.68% | Jan 4, 2022 | 253 | Jan 5, 2023 | 99 | May 30, 2023 | 352 |
-32.64% | Feb 20, 2020 | 23 | Mar 23, 2020 | 48 | Jun 1, 2020 | 71 |
-24.68% | Oct 2, 2018 | 58 | Dec 24, 2018 | 145 | Jul 24, 2019 | 203 |
-17.82% | Dec 7, 2015 | 43 | Feb 8, 2016 | 40 | Apr 6, 2016 | 83 |
-14.75% | Sep 3, 2020 | 14 | Sep 23, 2020 | 50 | Dec 3, 2020 | 64 |
Volatility
Volatility Chart
The current Magic10 volatility is 3.80%, 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.
Diversification
Asset Correlations Table
LLY | UNH | TSLA | NVDA | V | META | AAPL | AMZN | GOOG | MSFT | |
---|---|---|---|---|---|---|---|---|---|---|
LLY | 1.00 | 0.35 | 0.13 | 0.23 | 0.29 | 0.27 | 0.26 | 0.25 | 0.29 | 0.33 |
UNH | 0.35 | 1.00 | 0.16 | 0.23 | 0.38 | 0.23 | 0.31 | 0.24 | 0.32 | 0.33 |
TSLA | 0.13 | 0.16 | 1.00 | 0.41 | 0.30 | 0.36 | 0.40 | 0.41 | 0.37 | 0.38 |
NVDA | 0.23 | 0.23 | 0.41 | 1.00 | 0.43 | 0.50 | 0.51 | 0.53 | 0.51 | 0.58 |
V | 0.29 | 0.38 | 0.30 | 0.43 | 1.00 | 0.48 | 0.48 | 0.48 | 0.54 | 0.58 |
META | 0.27 | 0.23 | 0.36 | 0.50 | 0.48 | 1.00 | 0.51 | 0.61 | 0.65 | 0.58 |
AAPL | 0.26 | 0.31 | 0.40 | 0.51 | 0.48 | 0.51 | 1.00 | 0.55 | 0.57 | 0.62 |
AMZN | 0.25 | 0.24 | 0.41 | 0.53 | 0.48 | 0.61 | 0.55 | 1.00 | 0.67 | 0.64 |
GOOG | 0.29 | 0.32 | 0.37 | 0.51 | 0.54 | 0.65 | 0.57 | 0.67 | 1.00 | 0.68 |
MSFT | 0.33 | 0.33 | 0.38 | 0.58 | 0.58 | 0.58 | 0.62 | 0.64 | 0.68 | 1.00 |