Magic formula screener

The chart shows the growth of an initial investment of $10,000 in Magic formula screener, 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 formula screener returned 8.83% Year-To-Date and 28.26% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 6, 2013, Magic formula screener's average daily return is +0.11%, while the average monthly return is +2.30%. At this rate, an investment would double in approximately 2.5 years.

Historically, 62% of months were positive and 38% were negative. The best month was Mar 2016 with a return of +45.5%, while the worst month was Mar 2020 at -28.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Magic formula screener closed higher 53% of trading days. The best single day was Apr 13, 2015 with a return of +14.0%, while the worst single day was Mar 12, 2020 at -15.1%.

Magic formula screener has an annualized alpha of 11.26%, beta of 1.27, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since February 06, 2013.

• This portfolio captured 179.29% of S&P 500 Index gains and 124.28% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.46 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Magic formula screener 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 formula screener ranks 12 for risk / return — in the bottom 12% 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 formula screener Sharpe ratio is 0.75 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 formula screener compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Magic formula screener provided a 0.56% 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 formula screener. 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 formula screener was 47.31%, occurring on Apr 3, 2020. Recovery took 87 trading sessions.

The current Magic formula screener drawdown is 15.66%.

The chart below shows the rolling one-month volatility.