Magic formula screener
Testing the Magic formula
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BCC Boise Cascade Company | Basic Materials | 20% |
BLDR Builders FirstSource, Inc. | Industrials | 20% |
MATX Matson, Inc. | Industrials | 20% |
MLI Mueller Industries, Inc. | Industrials | 20% |
SKY Skyline Champion Corporation | Consumer Cyclical | 20% |
Performance
Performance Chart
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.
The earliest data available for this chart is Feb 6, 2013, corresponding to the inception date of BCC
Returns By Period
As of Apr 21, 2025, the Magic formula screener returned -16.52% Year-To-Date and 27.15% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Magic formula screener | -15.12% | -11.02% | -28.52% | -14.31% | 43.69% | 22.10% |
| Portfolio components: | ||||||
MATX Matson, Inc. | -26.90% | -23.92% | -27.52% | -6.51% | 32.08% | 10.90% |
SKY Skyline Champion Corporation | -7.12% | -13.12% | -18.12% | 8.90% | 39.63% | 37.29% |
BCC Boise Cascade Company | -21.21% | -6.02% | -33.83% | -26.64% | 37.38% | 13.98% |
MLI Mueller Industries, Inc. | -10.31% | -8.16% | -1.21% | 37.39% | 46.77% | 17.23% |
BLDR Builders FirstSource, Inc. | -18.18% | -7.53% | -40.02% | -33.94% | 54.31% | 24.77% |
Monthly Returns
The table below presents the monthly returns of Magic formula screener, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 8.92% | -5.07% | -8.30% | -10.48% | -15.12% | ||||||||
| 2024 | 0.65% | 11.87% | 5.51% | -10.65% | -5.16% | -8.44% | 18.73% | 5.73% | 6.58% | -5.79% | 9.29% | -17.26% | 5.07% |
| 2023 | 15.71% | 8.48% | 3.96% | 3.29% | 1.21% | 16.42% | 7.00% | 0.67% | -10.28% | -9.08% | 14.96% | 21.71% | 95.25% |
| 2022 | -13.31% | 6.56% | -11.71% | -7.76% | 4.57% | -14.68% | 28.24% | -12.33% | -5.13% | 8.99% | -2.25% | -2.21% | -25.42% |
| 2021 | 1.20% | 19.94% | 4.53% | 2.37% | 2.68% | -0.86% | 3.44% | 13.96% | -3.55% | 8.60% | 17.62% | 9.90% | 111.03% |
| 2020 | -6.84% | -8.50% | -34.50% | 25.79% | 14.60% | 0.30% | 16.47% | 9.73% | -2.48% | -0.15% | 18.65% | 4.58% | 24.66% |
| 2019 | 17.23% | 9.79% | -3.73% | 6.10% | 0.13% | 17.08% | 3.05% | 0.37% | 6.64% | 1.27% | 11.79% | -1.41% | 89.74% |
| 2018 | 20.39% | -9.28% | 1.48% | 5.39% | 17.46% | 4.60% | -13.77% | 3.00% | -3.88% | -15.67% | -0.79% | -23.65% | -21.75% |
| 2017 | -10.99% | 9.85% | -5.90% | -5.50% | -12.47% | 10.17% | 4.45% | 11.27% | 9.39% | 0.66% | 6.46% | 3.98% | 18.79% |
| 2016 | -10.20% | -4.28% | 36.00% | -0.54% | 3.17% | -3.88% | 9.39% | 9.81% | -0.83% | -12.37% | 11.05% | 6.16% | 41.88% |
| 2015 | -3.17% | 2.19% | 5.30% | 12.88% | -1.65% | 1.83% | 2.67% | -3.00% | -10.84% | 8.42% | 8.91% | -15.72% | 4.09% |
| 2014 | 6.81% | -1.38% | 1.48% | -10.50% | -1.72% | 2.00% | -3.78% | 0.64% | -3.90% | 10.28% | 5.96% | 4.10% | 8.58% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Magic formula screener is 6, meaning it’s performing worse than 94% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
MATX Matson, Inc. | -0.23 | -0.10 | 0.99 | -0.20 | -0.64 |
SKY Skyline Champion Corporation | 0.20 | 0.60 | 1.07 | 0.31 | 0.72 |
BCC Boise Cascade Company | -0.77 | -1.03 | 0.89 | -0.72 | -1.71 |
MLI Mueller Industries, Inc. | 1.01 | 1.77 | 1.21 | 1.37 | 3.45 |
BLDR Builders FirstSource, Inc. | -0.77 | -0.95 | 0.88 | -0.77 | -1.58 |
Dividends
Dividend yield
Magic formula screener provided a 1.76% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.76% | 1.38% | 1.83% | 2.07% | 1.93% | 1.38% | 1.42% | 2.79% | 2.48% | 0.61% | 0.55% | 0.56% |
| Portfolio components: | ||||||||||||
MATX Matson, Inc. | 1.36% | 0.98% | 1.15% | 1.95% | 1.18% | 1.58% | 2.11% | 2.56% | 2.61% | 2.09% | 1.64% | 1.91% |
SKY Skyline Champion Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 4.25% | 0.00% | 0.00% | 0.00% | 0.00% |
BCC Boise Cascade Company | 6.24% | 4.90% | 6.73% | 5.84% | 7.61% | 4.18% | 3.75% | 5.45% | 0.18% | 0.00% | 0.00% | 0.00% |
MLI Mueller Industries, Inc. | 1.20% | 1.01% | 1.27% | 2.54% | 0.88% | 1.14% | 1.26% | 1.71% | 9.60% | 0.94% | 1.11% | 0.88% |
BLDR Builders FirstSource, 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% |
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 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 55.55%, occurring on Apr 3, 2020. Recovery took 91 trading sessions.
The current Magic formula screener drawdown is 30.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.55% | Jan 16, 2020 | 55 | Apr 3, 2020 | 91 | Aug 13, 2020 | 146 |
| -50.86% | Jun 13, 2018 | 135 | Dec 24, 2018 | 216 | Nov 1, 2019 | 351 |
| -35.95% | Jan 5, 2022 | 113 | Jun 16, 2022 | 211 | Apr 20, 2023 | 324 |
| -33.78% | Nov 9, 2015 | 70 | Feb 19, 2016 | 43 | Apr 21, 2016 | 113 |
| -32.03% | Nov 26, 2024 | 96 | Apr 16, 2025 | — | — | — |
Volatility
Volatility Chart
The current Magic formula screener volatility is 15.48%, 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
| SKY | MATX | BLDR | BCC | MLI | |
|---|---|---|---|---|---|
| SKY | 1.00 | 0.28 | 0.39 | 0.35 | 0.34 |
| MATX | 0.28 | 1.00 | 0.41 | 0.43 | 0.52 |
| BLDR | 0.39 | 0.41 | 1.00 | 0.58 | 0.49 |
| BCC | 0.35 | 0.43 | 0.58 | 1.00 | 0.54 |
| MLI | 0.34 | 0.52 | 0.49 | 0.54 | 1.00 |