PortfoliosLab logo
Magnificent Seven
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AMZN 14.29%AAPL 14.29%META 14.29%MSFT 14.29%NVDA 14.29%TSLA 14.29%GOOGL 14.29%EquityEquity

Performance

Performance Chart

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 every 3 months.


0.00%2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%NovemberDecember2025FebruaryMarchApril
8,433.65%
323.46%
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 By Period

As of Apr 24, 2025, the Magnificent Seven returned -19.43% Year-To-Date and 34.46% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-6.75%-5.05%-5.60%8.15%14.14%10.05%
Magnificent Seven-24.09%-10.94%-17.55%34.58%48.12%40.53%
AMZN
Amazon.com, Inc.
-14.97%-9.32%0.09%5.63%9.16%23.94%
AAPL
Apple Inc
-16.70%-6.87%-9.43%23.86%24.95%21.60%
META
Meta Platforms, Inc.
-8.86%-14.87%-5.94%8.43%23.11%20.71%
MSFT
Microsoft Corporation
-7.93%-1.99%-8.45%-4.60%18.37%25.11%
NVDA
NVIDIA Corporation
-20.74%-11.82%-24.19%33.61%71.60%69.99%
TSLA
Tesla, Inc.
-35.74%-9.94%-0.37%60.06%40.10%32.69%
GOOGL
Alphabet Inc.
-15.76%-6.61%-1.89%0.57%20.25%18.96%
*Annualized

Monthly Returns

The table below presents the monthly returns of Magnificent Seven, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-5.93%-6.59%-12.40%-1.38%-24.09%
20243.13%19.79%5.87%-2.61%17.87%11.86%-1.19%-0.16%5.87%5.06%10.90%2.76%110.00%
202331.96%14.94%9.74%-8.27%26.43%16.89%6.02%0.97%-7.54%-10.31%15.61%4.54%142.10%
2022-12.22%-5.04%16.98%-22.20%-7.86%-12.79%25.80%-9.17%-8.65%-7.45%-2.04%-24.78%-56.61%
20217.11%-8.17%-0.63%8.48%-5.28%12.13%0.49%8.92%-1.07%30.65%9.22%-7.04%61.74%
202015.61%2.20%-9.31%24.82%10.03%14.65%18.55%40.74%-8.76%-6.97%24.38%12.96%235.72%
20195.50%2.89%4.71%1.51%-15.77%13.01%3.57%-2.74%2.31%12.59%5.54%9.99%47.94%
201817.89%-1.40%-8.93%2.51%7.22%2.15%-0.73%9.48%-2.70%-11.04%-7.36%-10.76%-7.57%
20178.59%-0.60%6.79%4.66%14.51%0.65%2.49%5.08%0.18%8.37%-1.98%-1.10%57.59%
2016-10.54%-1.77%12.60%0.79%4.47%-3.26%11.70%-0.98%3.32%-0.11%3.47%8.11%28.73%
2015-3.87%4.72%-4.24%10.71%4.91%2.27%4.91%-3.96%0.64%2.09%7.12%1.87%29.36%
20147.73%18.33%-9.50%-0.77%2.56%8.27%-2.94%12.60%-5.01%-0.38%3.16%-6.33%27.03%

Expense Ratio

Magnificent Seven has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Magnificent Seven is 60, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Magnificent Seven is 6060
Overall Rank
The Sharpe Ratio Rank of Magnificent Seven is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of Magnificent Seven is 6666
Sortino Ratio Rank
The Omega Ratio Rank of Magnificent Seven is 6363
Omega Ratio Rank
The Calmar Ratio Rank of Magnificent Seven is 6363
Calmar Ratio Rank
The Martin Ratio Rank of Magnificent Seven is 4747
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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.75, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.75
^GSPC: 0.49
The chart of Sortino ratio for Portfolio, currently valued at 1.30, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.30
^GSPC: 0.81
The chart of Omega ratio for Portfolio, currently valued at 1.16, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.16
^GSPC: 1.12
The chart of Calmar ratio for Portfolio, currently valued at 1.04, compared to the broader market0.002.004.006.00
Portfolio: 1.04
^GSPC: 0.50
The chart of Martin ratio for Portfolio, currently valued at 2.80, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 2.80
^GSPC: 2.07

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AMZN
Amazon.com, Inc.
0.160.461.060.170.50
AAPL
Apple Inc
0.801.311.190.792.99
META
Meta Platforms, Inc.
0.300.661.090.321.09
MSFT
Microsoft Corporation
-0.110.021.00-0.11-0.26
NVDA
NVIDIA Corporation
0.561.141.140.922.42
TSLA
Tesla, Inc.
1.121.951.231.283.67
GOOGL
Alphabet Inc.
0.080.341.040.080.19

The current Magnificent Seven Sharpe ratio is 0.64. 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 0.37 to 0.90, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Magnificent Seven 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.75
0.49
Magnificent Seven
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Magnificent Seven provided a 0.32% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.32%0.26%0.18%0.27%0.18%0.24%0.36%0.56%0.52%0.68%0.78%0.84%
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
0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
META
Meta Platforms, Inc.
0.38%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.82%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
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.
0.50%0.32%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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-29.55%
-10.73%
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 62.70%, occurring on Dec 27, 2022. Recovery took 266 trading sessions.

The current Magnificent Seven drawdown is 24.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.7%Nov 5, 2021287Dec 27, 2022266Jan 19, 2024553
-40.17%Feb 20, 202020Mar 18, 202044May 20, 202064
-37.07%Jan 7, 202563Apr 8, 2025
-34.91%Oct 2, 201858Dec 24, 2018247Dec 17, 2019305
-26.86%Feb 9, 202119Mar 8, 2021104Aug 4, 2021123

Volatility

Volatility Chart

The current Magnificent Seven volatility is 25.29%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
25.29%
14.23%
Magnificent Seven
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
1.002.003.004.005.006.007.00
Effective Assets: 7.00

The portfolio contains 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

^GSPCTSLAMETAAAPLNVDAAMZNMSFTGOOGLPortfolio
^GSPC1.000.450.560.640.610.640.720.690.67
TSLA0.451.000.340.380.390.400.370.370.80
META0.560.341.000.450.470.570.500.600.57
AAPL0.640.380.451.000.470.500.560.530.56
NVDA0.610.390.470.471.000.520.560.510.75
AMZN0.640.400.570.500.521.000.610.650.64
MSFT0.720.370.500.560.560.611.000.650.61
GOOGL0.690.370.600.530.510.650.651.000.59
Portfolio0.670.800.570.560.750.640.610.591.00
The correlation results are calculated based on daily price changes starting from May 21, 2012