magic 17 aug

The chart shows the growth of an initial investment of $10,000 in magic 17 aug, 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.

As of Jun 13, 2026, the magic 17 aug returned 5.05% Year-To-Date and 21.60% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 19, 2007, magic 17 aug's average daily return is +0.10%, while the average monthly return is +2.20%. At this rate, an investment would double in approximately 2.7 years.

Historically, 65% of months were positive and 35% were negative. The best month was May 2013 with a return of +212.3%, while the worst month was Jan 2010 at -20.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, magic 17 aug closed higher 54% of trading days. The best single day was May 1, 2013 with a return of +150.7%, while the worst single day was Aug 2, 2011 at -17.0%.

magic 17 aug has an annualized alpha of 16.39%, beta of 0.97, and R2 of 0.19 versus S&P 500 Index. Calculated based on daily prices since April 19, 2007.

• This portfolio captured 132.21% of S&P 500 Index gains but only 82.79% of its losses - a favorable profile for investors.
• R2 of 0.19 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

magic 17 aug 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.

magic 17 aug ranks 4 for risk / return — in the bottom 4% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current magic 17 aug Sharpe ratio is -0.23 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of magic 17 aug compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

magic 17 aug provided a 1.35% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the magic 17 aug. 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 magic 17 aug was 75.76%, occurring on Nov 20, 2008. Recovery took 1116 trading sessions.

The current magic 17 aug drawdown is 12.36%.

The chart below shows the rolling one-month volatility.