magic 17 aug
ICE GWW PH BLK IT BRO VLTO TT KLAC MSI NFLX REGN LII AJG TMUS TRGP
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSI Motorola Solutions, Inc. | Technology | 35% |
TMUS T-Mobile US, Inc. | Communication Services | 40% |
TT Trane Technologies plc | Industrials | 25% |
Performance
Performance Chart
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 Quarterly
The earliest data available for this chart is Apr 19, 2007, corresponding to the inception date of TMUS
Returns By Period
As of Nov 14, 2024, the magic 17 aug returned 59.96% Year-To-Date and 26.25% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| magic 17 aug | 59.96% | 6.99% | 38.54% | 68.93% | 29.98% | 26.25% |
| Portfolio components: | ||||||
TT Trane Technologies plc | 71.53% | 2.48% | 25.53% | 83.27% | 35.16% | 26.18% |
MSI Motorola Solutions, Inc. | 59.87% | 5.01% | 36.73% | 60.78% | 26.93% | 24.66% |
TMUS T-Mobile US, Inc. | 51.91% | 11.57% | 49.12% | 66.40% | 25.80% | 24.04% |
Monthly Returns
The table below presents the monthly returns of magic 17 aug, 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 | 1.77% | 4.95% | 4.43% | 0.10% | 6.19% | 2.52% | 2.96% | 9.59% | 4.11% | 2.03% | 59.96% | ||
| 2023 | 4.21% | -0.39% | 3.86% | 0.64% | -6.02% | 6.23% | -0.06% | 0.05% | -0.47% | 0.34% | 12.13% | 3.56% | 25.62% |
| 2022 | -11.41% | 1.46% | 5.00% | -7.85% | 4.10% | -2.28% | 10.67% | 2.20% | -6.80% | 11.77% | 6.01% | -6.06% | 3.80% |
| 2021 | -3.43% | 1.57% | 6.70% | 3.47% | 7.77% | 2.81% | 3.58% | 0.62% | -7.46% | -0.39% | -0.46% | 7.48% | 23.33% |
| 2020 | 3.89% | 2.28% | -13.60% | 6.18% | 4.24% | 3.10% | 7.57% | 8.50% | 0.67% | 0.96% | 13.86% | 0.37% | 42.05% |
| 2019 | 6.73% | 10.49% | -1.55% | 6.76% | 0.50% | 6.34% | 2.25% | 1.68% | -1.13% | 1.90% | -1.04% | -0.71% | 36.32% |
| 2018 | 6.07% | -1.74% | -0.66% | 0.69% | -2.86% | 6.76% | 4.11% | 6.66% | 3.53% | -4.53% | 4.34% | -9.91% | 11.54% |
| 2017 | 3.81% | -0.53% | 5.37% | 3.83% | -0.61% | -1.94% | 1.30% | 0.30% | -1.91% | 0.98% | 2.02% | 0.76% | 13.90% |
| 2016 | -1.54% | 2.22% | 5.60% | 2.20% | 1.33% | -1.76% | 5.64% | 4.51% | 0.32% | 0.67% | 9.96% | 4.17% | 38.08% |
| 2015 | 3.57% | 7.19% | -1.73% | -1.57% | 6.83% | -1.17% | 1.45% | -0.48% | 0.95% | 3.05% | -1.70% | 0.60% | 17.75% |
| 2014 | -6.73% | 2.25% | 0.77% | -3.81% | 8.54% | 0.14% | -3.81% | -5.31% | -0.74% | 3.87% | 0.84% | -1.79% | -6.55% |
| 2013 | 3.87% | 2.08% | 6.72% | -0.73% | 6.18% | 6.33% | -0.40% | -1.39% | 9.35% | 5.64% | 0.78% | 14.18% | 65.57% |
Expense Ratio
magic 17 aug 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 magic 17 aug is 99, placing it in the top 1% 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 | |
|---|---|---|---|---|---|
TT Trane Technologies plc | 3.80 | 4.58 | 1.61 | 9.39 | 33.42 |
MSI Motorola Solutions, Inc. | 3.64 | 5.12 | 1.71 | 10.50 | 29.68 |
TMUS T-Mobile US, Inc. | 4.33 | 5.91 | 1.84 | 12.98 | 31.64 |
Dividends
Dividend yield
magic 17 aug provided a 0.90% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.90% | 0.87% | 0.84% | 0.67% | 0.91% | 0.91% | 1.19% | 1.22% | 1.17% | 1.26% | 1.07% | 5.68% |
| Portfolio components: | ||||||||||||
TT Trane Technologies plc | 0.79% | 1.23% | 1.59% | 1.17% | 1.46% | 1.59% | 2.15% | 1.91% | 1.81% | 2.10% | 1.58% | 1.09% |
MSI Motorola Solutions, Inc. | 0.79% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% | 1.69% |
TMUS T-Mobile US, Inc. | 1.08% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 12.04% |
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.
Worst Drawdowns
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 1215 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -75.76% | Jul 18, 2007 | 342 | Nov 20, 2008 | 1215 | Sep 20, 2013 | 1557 |
| -30.19% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -19.03% | Aug 31, 2021 | 201 | Jun 16, 2022 | 37 | Aug 10, 2022 | 238 |
| -16.97% | Jun 10, 2014 | 90 | Oct 15, 2014 | 80 | Feb 10, 2015 | 170 |
| -15.1% | Dec 4, 2018 | 14 | Dec 24, 2018 | 31 | Feb 8, 2019 | 45 |
Volatility
Volatility Chart
The current magic 17 aug volatility is 6.04%, 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
| TMUS | MSI | TT | |
|---|---|---|---|
| TMUS | 1.00 | 0.34 | 0.35 |
| MSI | 0.34 | 1.00 | 0.47 |
| TT | 0.35 | 0.47 | 1.00 |