MAG SEVEN
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 12.50% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 12.50% |
GOOG Alphabet Inc. | Communication Services | 12.50% |
GOOGL Alphabet Inc. | Communication Services | 12.50% |
META Meta Platforms, Inc. | Communication Services | 12.50% |
MSFT Microsoft Corporation | Technology | 12.50% |
NVDA NVIDIA Corporation | Technology | 12.50% |
TSLA Tesla, Inc. | Consumer Cyclical | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MAG SEVEN, 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 Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Jul 25, 2024, the MAG SEVEN returned 30.83% Year-To-Date and 34.41% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| MAG SEVEN | 30.83% | -0.29% | 24.19% | 43.46% | 41.39% | 34.41% |
| Portfolio components: | ||||||
AMZN Amazon.com, Inc. | 19.01% | -2.55% | 15.27% | 40.04% | 13.28% | 27.35% |
AAPL Apple Inc | 13.81% | 5.00% | 12.66% | 13.47% | 34.37% | 26.10% |
GOOGL Alphabet Inc. | 23.72% | -3.68% | 16.23% | 41.42% | 22.73% | 19.22% |
META Meta Platforms, Inc. | 30.58% | -7.54% | 18.31% | 56.97% | 18.33% | 19.96% |
MSFT Microsoft Corporation | 14.47% | -4.19% | 6.93% | 23.16% | 26.14% | 27.53% |
NVDA NVIDIA Corporation | 130.74% | -3.27% | 86.21% | 150.19% | 92.64% | 75.22% |
TSLA Tesla, Inc. | -13.08% | 18.30% | 3.93% | -18.58% | 70.31% | 30.72% |
GOOG Alphabet Inc. | 23.87% | -3.55% | 16.11% | 42.17% | 22.88% | 19.55% |
Monthly Returns
The table below presents the monthly returns of MAG SEVEN, 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 | 1.85% | 10.31% | 3.06% | -0.82% | 7.95% | 8.72% | 30.83% | ||||||
| 2023 | 20.02% | 4.76% | 13.34% | 1.33% | 15.24% | 7.81% | 5.88% | -0.24% | -5.27% | -3.05% | 11.09% | 3.99% | 101.06% |
| 2022 | -8.39% | -5.97% | 7.63% | -17.53% | -3.49% | -9.84% | 14.93% | -6.56% | -11.90% | -4.53% | 6.52% | -12.44% | -43.95% |
| 2021 | 2.25% | 0.02% | 2.06% | 10.76% | -1.82% | 8.98% | 3.47% | 7.22% | -5.96% | 13.82% | 4.95% | -1.55% | 51.74% |
| 2020 | 11.35% | -2.66% | -9.48% | 21.50% | 7.38% | 9.62% | 12.34% | 23.89% | -9.24% | -1.21% | 11.63% | 5.17% | 105.57% |
| 2019 | 8.15% | 1.82% | 5.32% | 3.74% | -11.60% | 8.55% | 5.56% | -2.66% | 2.32% | 9.60% | 5.09% | 7.96% | 50.91% |
| 2018 | 13.08% | -1.44% | -7.63% | 2.64% | 7.21% | 3.01% | 1.53% | 7.33% | -2.71% | -7.53% | -3.57% | -8.47% | 0.98% |
| 2017 | 7.38% | 2.31% | 4.71% | 5.12% | 9.41% | -1.79% | 3.59% | 3.82% | -0.45% | 8.34% | 0.08% | 0.00% | 50.83% |
| 2016 | -6.27% | -2.91% | 10.11% | -2.40% | 7.58% | -3.32% | 11.24% | 0.70% | 3.78% | 0.41% | 0.52% | 5.47% | 25.89% |
| 2015 | -0.64% | 6.87% | -2.90% | 6.57% | 1.78% | -0.64% | 9.47% | -2.32% | 0.73% | 11.79% | 5.26% | 0.85% | 42.04% |
| 2014 | -2.93% | 4.46% | 3.97% | -0.44% | 7.07% | -1.56% | -0.39% | 3.87% | -4.76% | 9.01% |
Expense Ratio
MAG SEVEN 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 risk-adjusted rank of MAG SEVEN is 81, placing it in the top 19% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
AMZN Amazon.com, Inc. | 1.45 | 2.20 | 1.26 | 1.12 | 8.16 |
AAPL Apple Inc | 0.62 | 1.03 | 1.12 | 0.84 | 1.67 |
GOOGL Alphabet Inc. | 1.51 | 2.03 | 1.29 | 2.29 | 9.14 |
META Meta Platforms, Inc. | 1.58 | 2.40 | 1.31 | 2.26 | 9.09 |
MSFT Microsoft Corporation | 1.25 | 1.72 | 1.22 | 1.94 | 5.78 |
NVDA NVIDIA Corporation | 3.35 | 3.74 | 1.47 | 7.89 | 21.82 |
TSLA Tesla, Inc. | -0.37 | -0.22 | 0.97 | -0.30 | -0.78 |
GOOG Alphabet Inc. | 1.56 | 2.07 | 1.30 | 2.33 | 9.47 |
Dividends
Dividend yield
MAG SEVEN granted a 0.20% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MAG SEVEN | 0.20% | 0.16% | 0.23% | 0.15% | 0.21% | 0.31% | 0.49% | 0.45% | 0.59% | 0.68% | 0.73% | 0.83% |
| Portfolio components: | ||||||||||||
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% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
GOOGL Alphabet Inc. | 0.12% | 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. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.68% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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. | 0.11% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the MAG SEVEN. 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 MAG SEVEN was 48.01%, occurring on Dec 28, 2022. Recovery took 134 trading sessions.
The current MAG SEVEN drawdown is 11.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.01% | Nov 22, 2021 | 277 | Dec 28, 2022 | 134 | Jul 13, 2023 | 411 |
| -34.26% | Feb 20, 2020 | 20 | Mar 18, 2020 | 51 | Jun 1, 2020 | 71 |
| -26.71% | Aug 30, 2018 | 80 | Dec 24, 2018 | 203 | Oct 15, 2019 | 283 |
| -18.6% | Dec 30, 2015 | 28 | Feb 9, 2016 | 39 | Apr 6, 2016 | 67 |
| -16.31% | Sep 3, 2020 | 14 | Sep 23, 2020 | 48 | Dec 1, 2020 | 62 |
Volatility
Volatility Chart
The current MAG SEVEN volatility is 9.97%, 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
| TSLA | NVDA | AAPL | META | AMZN | MSFT | GOOG | GOOGL | |
|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.41 | 0.41 | 0.36 | 0.40 | 0.38 | 0.37 | 0.37 |
| NVDA | 0.41 | 1.00 | 0.52 | 0.51 | 0.53 | 0.58 | 0.52 | 0.52 |
| AAPL | 0.41 | 0.52 | 1.00 | 0.51 | 0.56 | 0.62 | 0.58 | 0.58 |
| META | 0.36 | 0.51 | 0.51 | 1.00 | 0.61 | 0.58 | 0.66 | 0.66 |
| AMZN | 0.40 | 0.53 | 0.56 | 0.61 | 1.00 | 0.64 | 0.67 | 0.68 |
| MSFT | 0.38 | 0.58 | 0.62 | 0.58 | 0.64 | 1.00 | 0.69 | 0.69 |
| GOOG | 0.37 | 0.52 | 0.58 | 0.66 | 0.67 | 0.69 | 1.00 | 0.99 |
| GOOGL | 0.37 | 0.52 | 0.58 | 0.66 | 0.68 | 0.69 | 0.99 | 1.00 |