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MAGS

Last updated Mar 2, 2024

Asset Allocation


MAGSX 100%Multi-AssetMulti-Asset
PositionCategory/SectorWeight
MAGSX
Madison Aggressive Allocation Fund
Diversified Portfolio

100%

S&P 500

Performance

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


100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
136.11%
305.34%
MAGS
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 10, 2006, corresponding to the inception date of MAGSX

Returns

As of Mar 2, 2024, the MAGS returned 3.86% Year-To-Date and 5.76% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
MAGS3.86%2.73%7.91%12.88%5.52%5.74%
MAGSX
Madison Aggressive Allocation Fund
3.86%2.73%7.91%12.88%5.52%5.74%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.28%2.75%
2023-1.66%-3.20%-2.33%6.06%3.79%

Sharpe Ratio

The current MAGS Sharpe ratio is 1.74. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.74

The Sharpe ratio of MAGS 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.74
2.44
MAGS
Benchmark (^GSPC)
Portfolio components

Dividend yield

MAGS granted a 1.82% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MAGS1.82%1.89%1.26%9.97%8.66%5.42%10.79%5.89%3.82%9.57%9.71%0.34%
MAGSX
Madison Aggressive Allocation Fund
1.82%1.89%1.26%9.97%8.66%5.42%10.79%5.89%3.82%9.57%9.71%0.34%

Expense Ratio

The MAGS has a high expense ratio of 0.71%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.71%

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
^GSPC
S&P 500
2.44
MAGS
1.74
MAGSX
Madison Aggressive Allocation Fund
1.74

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.53%
0
MAGS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MAGS. 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 MAGS was 56.42%, occurring on Mar 9, 2009. Recovery took 1163 trading sessions.

The current MAGS drawdown is 1.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.42%Oct 10, 2007354Mar 9, 20091163Oct 21, 20131517
-23.2%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-21.13%Jan 5, 2022186Sep 30, 2022
-14.81%Jan 29, 2018229Dec 24, 2018122Jun 20, 2019351
-12.85%May 22, 2015183Feb 11, 2016124Aug 9, 2016307

Volatility Chart

The current MAGS volatility is 2.36%, 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%OctoberNovemberDecember2024FebruaryMarch
2.36%
3.47%
MAGS
Benchmark (^GSPC)
Portfolio components
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