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Magic10
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 20%MSFT 15%GOOG 10%AMZN 10%NVDA 10%TSLA 10%UNH 10%META 5%LLY 5%V 5%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology
20%
AMZN
Amazon.com, Inc.
Consumer Cyclical
10%
GOOG
Alphabet Inc.
Communication Services
10%
LLY
Eli Lilly and Company
Healthcare
5%
META
Meta Platforms, Inc.
Communication Services
5%
MSFT
Microsoft Corporation
Technology
15%
NVDA
NVIDIA Corporation
Technology
10%
TSLA
Tesla, Inc.
Consumer Cyclical
10%
UNH
UnitedHealth Group Incorporated
Healthcare
10%
V
Visa Inc.
Financial Services
5%

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


-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
21.36%
10.26%
Magic10
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Dec 26, 2024, the Magic10 returned 54.81% Year-To-Date and 35.67% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
26.63%1.18%10.44%27.03%13.30%11.23%
Magic1054.81%9.74%21.36%54.42%39.82%35.67%
AAPL
Apple Inc
34.77%10.88%21.35%34.40%29.85%26.16%
MSFT
Microsoft Corporation
17.70%4.90%-2.47%18.14%23.73%26.79%
GOOG
Alphabet Inc.
40.69%16.74%6.84%38.83%24.10%22.28%
AMZN
Amazon.com, Inc.
50.75%13.70%18.30%49.31%19.70%31.01%
NVDA
NVIDIA Corporation
183.21%3.09%10.95%184.60%88.84%76.11%
TSLA
Tesla, Inc.
86.04%36.53%135.41%80.15%74.66%40.81%
META
Meta Platforms, Inc.
72.36%7.63%18.65%71.93%24.08%22.46%
UNH
UnitedHealth Group Incorporated
-2.36%-16.14%5.33%-1.15%13.02%19.15%
LLY
Eli Lilly and Company
37.39%5.39%-11.45%40.34%45.37%29.96%
V
Visa Inc.
24.10%2.38%17.66%24.67%11.93%17.87%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.32%7.83%1.57%-1.72%7.59%8.19%1.07%0.89%3.84%-1.08%7.93%54.81%
202314.56%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%
20211.89%-1.49%1.54%8.93%-1.47%8.63%3.39%5.49%-5.77%13.75%4.52%1.45%47.31%
20209.28%-4.06%-7.00%19.59%6.63%9.90%10.27%21.35%-7.88%-4.04%11.90%7.00%93.55%
20196.23%2.18%5.60%2.29%-9.46%8.61%4.27%-2.09%1.64%10.18%5.98%8.38%51.40%
201810.40%-0.40%-6.44%3.45%6.65%2.26%2.84%9.42%-1.52%-5.82%-2.74%-9.01%7.19%
20176.23%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%
20150.04%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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 88, Magic10 is among the top 12% 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 Magic10 is 8888
Overall Rank
The Sharpe Ratio Rank of Magic10 is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of Magic10 is 9090
Sortino Ratio Rank
The Omega Ratio Rank of Magic10 is 9292
Omega Ratio Rank
The Calmar Ratio Rank of Magic10 is 8585
Calmar Ratio Rank
The Martin Ratio Rank of Magic10 is 8282
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.


Sharpe ratio
The chart of Sharpe ratio for Magic10, currently valued at 2.92, compared to the broader market-6.00-4.00-2.000.002.004.002.922.16
The chart of Sortino ratio for Magic10, currently valued at 3.63, compared to the broader market-6.00-4.00-2.000.002.004.006.003.632.87
The chart of Omega ratio for Magic10, currently valued at 1.50, compared to the broader market0.501.001.501.501.40
The chart of Calmar ratio for Magic10, currently valued at 4.01, compared to the broader market0.002.004.006.008.0010.0012.004.013.19
The chart of Martin ratio for Magic10, currently valued at 15.00, compared to the broader market0.0010.0020.0030.0040.0050.0015.0013.87
Magic10
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
1.512.181.282.055.34
MSFT
Microsoft Corporation
0.921.271.171.172.68
GOOG
Alphabet Inc.
1.411.941.261.754.29
AMZN
Amazon.com, Inc.
1.762.391.312.198.24
NVDA
NVIDIA Corporation
3.583.721.476.9221.37
TSLA
Tesla, Inc.
1.312.101.251.273.63
META
Meta Platforms, Inc.
1.992.871.393.9412.08
UNH
UnitedHealth Group Incorporated
-0.040.121.02-0.05-0.15
LLY
Eli Lilly and Company
1.341.971.261.674.79
V
Visa Inc.
1.492.001.282.015.10

The current Magic10 Sharpe ratio is 2.92. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.40 to 2.28, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of Magic10 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.92
2.16
Magic10
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Magic10 provided a 0.46% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.46%0.43%0.52%0.41%0.53%0.68%0.93%0.88%1.11%1.16%1.19%1.37%
AAPL
Apple Inc
0.38%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
0.70%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.
0.30%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.
0.33%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
1.62%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
0.65%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%
V
Visa Inc.
0.67%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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-0.82%
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 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, 2022253Jan 5, 202399May 30, 2023352
-32.64%Feb 20, 202023Mar 23, 202048Jun 1, 202071
-24.68%Oct 2, 201858Dec 24, 2018145Jul 24, 2019203
-17.82%Dec 7, 201543Feb 8, 201640Apr 6, 201683
-14.75%Sep 3, 202014Sep 23, 202050Dec 3, 202064

Volatility

Volatility Chart

The current Magic10 volatility is 5.17%, 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%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.17%
3.96%
Magic10
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

LLYUNHTSLANVDAVMETAAAPLAMZNGOOGMSFT
LLY1.000.350.130.230.290.270.260.250.280.33
UNH0.351.000.160.220.370.230.310.240.320.33
TSLA0.130.161.000.400.300.360.400.410.370.38
NVDA0.230.220.401.000.430.500.510.530.510.58
V0.290.370.300.431.000.480.480.480.540.57
META0.270.230.360.500.481.000.510.610.650.58
AAPL0.260.310.400.510.480.511.000.550.570.61
AMZN0.250.240.410.530.480.610.551.000.670.64
GOOG0.280.320.370.510.540.650.570.671.000.68
MSFT0.330.330.380.580.570.580.610.640.681.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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