PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

MAG

Last updated Feb 21, 2024

Asset Allocation


VOO 36%VTI 36%VXUS 20%AIQ 8%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

36%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

36%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

20%

AIQ
Global X Artificial Intelligence & Technology ETF
Large Cap Growth Equities

8%

Performance

The chart shows the growth of an initial investment of $10,000 in MAG, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
13.61%
13.40%
MAG
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 16, 2018, corresponding to the inception date of AIQ

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
MAG3.48%3.06%13.60%21.51%12.55%N/A
VOO
Vanguard S&P 500 ETF
4.51%2.98%14.29%23.95%14.31%12.56%
VTI
Vanguard Total Stock Market ETF
4.08%3.07%14.33%22.30%13.44%11.88%
VXUS
Vanguard Total International Stock ETF
0.52%3.22%9.10%9.05%5.70%4.22%
AIQ
Global X Artificial Intelligence & Technology ETF
3.53%2.97%18.53%39.38%16.82%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.67%
20233.76%-2.45%-4.59%-2.63%9.43%4.97%

Sharpe Ratio

The current MAG Sharpe ratio is 1.67. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.67

The Sharpe ratio of MAG lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.67
1.75
MAG
Benchmark (^GSPC)
Portfolio components

Dividend yield

MAG granted a 1.66% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MAG1.66%1.70%1.87%1.52%1.54%1.97%2.15%1.80%2.00%2.04%1.98%1.83%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VTI
Vanguard Total Stock Market ETF
1.38%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VXUS
Vanguard Total International Stock ETF
3.23%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
AIQ
Global X Artificial Intelligence & Technology ETF
0.15%0.16%0.56%0.15%0.50%0.51%0.51%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The MAG has an expense ratio of 0.09% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.68%
0.00%2.15%
0.07%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VOO
Vanguard S&P 500 ETF
1.91
VTI
Vanguard Total Stock Market ETF
1.71
VXUS
Vanguard Total International Stock ETF
0.68
AIQ
Global X Artificial Intelligence & Technology ETF
2.01

Asset Correlations Table

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

VXUSAIQVOOVTI
VXUS1.000.780.810.82
AIQ0.781.000.840.85
VOO0.810.841.000.99
VTI0.820.850.991.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.88%
-1.08%
MAG
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MAG. 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 MAG was 33.88%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current MAG drawdown is 0.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.88%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-26.86%Jan 4, 2022195Oct 12, 2022298Dec 19, 2023493
-19.06%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-8.45%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-6.85%May 6, 201920Jun 3, 201913Jun 20, 201933

Volatility Chart

The current MAG volatility is 3.37%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
3.37%
3.37%
MAG
Benchmark (^GSPC)
Portfolio components
0 comments