MAGS
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MAGSX Madison Aggressive Allocation Fund | Diversified Portfolio | 100% |
Performance
Performance Chart
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
The earliest data available for this chart is Jul 10, 2006, corresponding to the inception date of MAGSX
Returns By Period
As of Jul 25, 2024, the MAGS returned 6.35% Year-To-Date and 5.58% 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 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| MAGS | 6.35% | -0.34% | 5.57% | 9.36% | 4.75% | 5.58% |
| Portfolio components: | ||||||
MAGSX Madison Aggressive Allocation Fund | 6.35% | -0.34% | 5.57% | 9.36% | 4.75% | 5.58% |
Monthly Returns
The table below presents the monthly returns of MAGS, 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 | 0.28% | 2.75% | 2.68% | -3.04% | 2.78% | 0.87% | 6.35% | ||||||
| 2023 | 4.67% | -2.91% | 2.50% | 0.78% | -1.93% | 3.55% | 2.95% | -1.66% | -3.20% | -2.33% | 6.06% | 3.79% | 12.32% |
| 2022 | -3.73% | -1.41% | 1.43% | -6.34% | 0.56% | -7.01% | 5.33% | -3.82% | -7.44% | 5.36% | 5.09% | -3.34% | -15.38% |
| 2021 | 0.00% | 0.93% | 1.17% | 2.81% | 2.01% | -0.39% | 0.32% | 0.63% | -3.61% | 3.66% | -1.65% | 3.47% | 9.50% |
| 2020 | -0.94% | -4.64% | -8.47% | 6.69% | 3.32% | 1.70% | 4.04% | 2.87% | -1.81% | -1.34% | 5.76% | 3.16% | 9.65% |
| 2019 | 5.29% | 2.38% | 1.96% | 2.63% | -4.27% | 4.72% | 0.34% | -0.34% | 1.28% | 1.01% | 1.50% | 1.52% | 19.21% |
| 2018 | 4.14% | -4.13% | -0.81% | 0.16% | 0.74% | -0.24% | 2.03% | 0.88% | 0.16% | -5.21% | 1.42% | -5.44% | -6.59% |
| 2017 | 1.81% | 2.40% | 0.61% | 1.47% | 1.61% | 0.50% | 1.75% | 0.41% | 1.79% | 1.68% | 1.49% | 1.20% | 18.04% |
| 2016 | -3.29% | -0.29% | 5.26% | 0.56% | 0.74% | 0.64% | 2.63% | 0.18% | 0.09% | -1.85% | 1.71% | 1.52% | 7.91% |
| 2015 | -1.18% | 4.11% | -0.49% | 0.41% | 0.82% | -2.04% | 1.17% | -5.19% | -2.43% | 5.61% | 0.25% | -2.10% | -1.52% |
| 2014 | -3.21% | 4.08% | 0.57% | 0.24% | 1.87% | 1.59% | -1.57% | 2.87% | -2.63% | 1.83% | 1.80% | -0.53% | 6.85% |
| 2013 | 4.31% | 0.38% | 2.78% | 1.77% | 0.46% | -1.82% | 3.71% | -2.24% | 3.66% | 3.44% | 2.05% | 1.85% | 22.05% |
Expense Ratio
MAGS features an expense ratio of 0.71%, falling within the medium range. 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 rank of MAGS is 27, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
MAGSX Madison Aggressive Allocation Fund | 1.23 | 1.80 | 1.21 | 0.66 | 3.93 |
Dividends
Dividend yield
MAGS granted a 1.78% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MAGS | 1.78% | 1.89% | 1.26% | 9.97% | 8.66% | 5.42% | 10.79% | 5.89% | 3.82% | 9.57% | 9.71% | 0.34% |
| Portfolio components: | ||||||||||||
MAGSX Madison Aggressive Allocation Fund | 1.78% | 1.89% | 1.26% | 9.97% | 8.66% | 5.42% | 10.79% | 5.89% | 3.82% | 9.57% | 9.71% | 0.34% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 2.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.42% | Oct 10, 2007 | 354 | Mar 9, 2009 | 1163 | Oct 21, 2013 | 1517 |
| -23.2% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -21.13% | Jan 5, 2022 | 186 | Sep 30, 2022 | 369 | Mar 21, 2024 | 555 |
| -14.81% | Jan 29, 2018 | 229 | Dec 24, 2018 | 122 | Jun 20, 2019 | 351 |
| -12.85% | May 22, 2015 | 183 | Feb 11, 2016 | 124 | Aug 9, 2016 | 307 |
Volatility
Volatility Chart
The current MAGS volatility is 2.26%, 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.