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Magnificent Seven

Last updated Mar 2, 2024

Asset Allocation


AMZN 14.29%AAPL 14.29%META 14.29%MSFT 14.29%NVDA 14.29%TSLA 14.29%GOOGL 14.29%EquityEquity
PositionCategory/SectorWeight
AMZN
Amazon.com, Inc.
Consumer Cyclical

14.29%

AAPL
Apple Inc.
Technology

14.29%

META
Meta Platforms, Inc.
Communication Services

14.29%

MSFT
Microsoft Corporation
Technology

14.29%

NVDA
NVIDIA Corporation
Technology

14.29%

TSLA
Tesla, Inc.
Consumer Cyclical

14.29%

GOOGL
Alphabet Inc.
Communication Services

14.29%

S&P 500

Performance

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


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%OctoberNovemberDecember2024FebruaryMarch
4,722.18%
296.62%
Magnificent Seven
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns

As of Mar 2, 2024, the Magnificent Seven returned 15.19% Year-To-Date and 34.87% of annualized return in the last 10 years.


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%
Magnificent Seven15.19%5.44%23.75%81.31%42.98%34.84%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.10%25.42%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.67%26.89%
META
Meta Platforms, Inc.
42.06%5.86%69.66%171.43%24.10%21.71%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.42%29.18%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.41%69.11%
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%61.70%28.30%
GOOGL
Alphabet Inc.
-1.83%-3.68%1.09%46.44%18.64%16.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.03%11.84%
2023-0.75%-5.48%-2.78%11.67%3.82%

Sharpe Ratio

The current Magnificent Seven Sharpe ratio is 3.66. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.66

The Sharpe ratio of Magnificent 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 Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.66
2.44
Magnificent Seven
Benchmark (^GSPC)
Portfolio components

Dividend yield

Magnificent Seven granted a 0.19% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Magnificent Seven0.19%0.18%0.27%0.18%0.24%0.36%0.56%0.52%0.68%0.78%0.84%0.95%
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.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
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%

Expense Ratio

The Magnificent 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
2.44
Magnificent Seven
3.66
AMZN
Amazon.com, Inc.
3.07
AAPL
Apple Inc.
1.27
META
Meta Platforms, Inc.
5.10
MSFT
Microsoft Corporation
3.10
NVDA
NVIDIA Corporation
5.65
TSLA
Tesla, Inc.
-0.00
GOOGL
Alphabet Inc.
1.87

Asset Correlations Table

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

TSLAMETAAAPLNVDAMSFTAMZNGOOGL
TSLA1.000.340.370.400.360.400.36
META0.341.000.460.470.500.560.60
AAPL0.370.461.000.500.570.510.54
NVDA0.400.470.501.000.570.520.52
MSFT0.360.500.570.571.000.590.65
AMZN0.400.560.510.520.591.000.66
GOOGL0.360.600.540.520.650.661.00

Drawdowns Chart

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


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

Worst Drawdowns

The table below displays the maximum drawdowns of the Magnificent 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 Magnificent Seven was 48.84%, occurring on Dec 28, 2022. Recovery took 128 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.84%Nov 22, 2021277Dec 28, 2022128Jul 5, 2023405
-35.01%Feb 20, 202020Mar 18, 202044May 20, 202064
-27.49%Sep 4, 201878Dec 24, 2018203Oct 15, 2019281
-19.45%Dec 30, 201528Feb 9, 201639Apr 6, 201667
-16.09%Sep 3, 202014Sep 23, 202048Dec 1, 202062

Volatility Chart

The current Magnificent Seven volatility is 8.14%, 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%10.00%OctoberNovemberDecember2024FebruaryMarch
8.14%
3.47%
Magnificent Seven
Benchmark (^GSPC)
Portfolio components
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