PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

MAG SEVEN

Last updated Feb 23, 2024

Asset Allocation


AMZN 12.5%AAPL 12.5%GOOGL 12.5%META 12.5%MSFT 12.5%NVDA 12.5%TSLA 12.5%GOOG 12.5%EquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.
Consumer Cyclical

12.50%

AAPL
Apple Inc.
Technology

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%

GOOG
Alphabet Inc.
Communication Services

12.50%

S&P 500

Performance

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


-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2024February
24.80%
15.46%
MAG SEVEN
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
6.65%4.57%16.24%27.46%12.76%10.68%
MAG SEVEN12.11%6.43%24.80%78.37%40.42%N/A
AMZN
Amazon.com, Inc.
14.90%11.29%31.01%82.20%16.46%25.84%
AAPL
Apple Inc.
-4.12%-5.09%3.49%24.07%34.73%27.27%
GOOGL
Alphabet Inc.
3.15%-3.10%10.94%58.53%20.92%16.89%
META
Meta Platforms, Inc.
37.49%24.56%70.45%182.87%24.67%21.30%
MSFT
Microsoft Corporation
9.67%2.45%27.95%62.90%31.32%29.19%
NVDA
NVIDIA Corporation
58.59%27.99%70.70%232.04%82.03%67.85%
TSLA
Tesla, Inc.
-20.55%-5.01%-17.26%-2.31%58.76%29.88%
GOOG
Alphabet Inc.
3.12%-3.35%11.19%59.57%21.26%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.90%
20235.88%-0.24%-5.27%-3.05%11.09%3.99%

Sharpe Ratio

The current MAG SEVEN 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 MAG SEVEN 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2024February
3.54
2.21
MAG SEVEN
Benchmark (^GSPC)
Portfolio components

Dividend yield

MAG SEVEN granted a 0.17% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MAG SEVEN0.17%0.16%0.23%0.15%0.21%0.31%0.49%0.45%0.59%0.68%0.73%0.83%
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.
0.52%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.
0.00%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%
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%
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%
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%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

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
2.21
MAG SEVEN
3.54
AMZN
Amazon.com, Inc.
2.77
AAPL
Apple Inc.
1.29
GOOGL
Alphabet Inc.
2.08
META
Meta Platforms, Inc.
4.89
MSFT
Microsoft Corporation
2.82
NVDA
NVIDIA Corporation
5.79
TSLA
Tesla, Inc.
0.00
GOOG
Alphabet Inc.
2.11

Asset Correlations Table

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

TSLANVDAAAPLMETAAMZNMSFTGOOGGOOGL
TSLA1.000.420.410.370.410.390.380.38
NVDA0.421.000.540.510.550.590.540.54
AAPL0.410.541.000.530.570.630.590.59
META0.370.510.531.000.610.570.660.67
AMZN0.410.550.570.611.000.640.680.68
MSFT0.390.590.630.570.641.000.690.69
GOOG0.380.540.590.660.680.691.000.99
GOOGL0.380.540.590.670.680.690.991.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
MAG SEVEN
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.01%Nov 22, 2021277Dec 28, 2022134Jul 13, 2023411
-34.26%Feb 20, 202020Mar 18, 202051Jun 1, 202071
-26.71%Aug 30, 201880Dec 24, 2018203Oct 15, 2019283
-18.6%Dec 30, 201528Feb 9, 201639Apr 6, 201667
-16.31%Sep 3, 202014Sep 23, 202048Dec 1, 202062

Volatility Chart

The current MAG SEVEN volatility is 8.22%, 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%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2024February
8.22%
3.90%
MAG SEVEN
Benchmark (^GSPC)
Portfolio components
0 comments