magic - 14 august
nasdaq TMUS META REGN AVGO
rusell EAT TRGP WMT STC AWI ACIW SFM REGN FSS MOD SPXC TT LII MSI
Conservative (4-Stock Portfolio):
Walmart Inc. (WMT) - 25% Regeneron Pharmaceuticals, Inc. (REGN) - 25% Motorola Solutions, Inc. (MSI) - 25% Federal Signal Corporation (FSS) - 25%
Balanced (5-Stock Portfolio):
Walmart Inc. (WMT) - 20% Regeneron Pharmaceuticals, Inc. (REGN) - 20% Motorola Solutions, Inc. (MSI) - 20% Federal Signal Corporation (FSS) - 20% Sprouts Farmers Market, Inc. (SFM) - 20%
Aggressive Balanced (7-Stock Portfolio):
Walmart Inc. (WMT) - 15% Regeneron Pharmaceuticals, Inc. (REGN) - 15% Motorola Solutions, Inc. (MSI) - 15% Federal Signal Corporation (FSS) - 15% Sprouts Farmers Market, Inc. (SFM) - 15% Trane Technologies plc (TT) - 12.5% Targa Resources Corp. (TRGP) - 12.5%
A mix of the top holdings from the SPDR Portfolio S&P 400 Mid Cap ETF (SPMD), SPDR Portfolio S&P 600 Small Cap ETF (SPSM), SPDR Portfolio Developed World ex-US ETF (SPDW), SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM), and SPDR S&P 400 Mid Cap Value ETF (MDYV) The Ensign Group, Inc. (ENSG): 30% SAP SE (SAP.DE): 35% Broadcom Inc. (AVGO): 35%Final Portfolio Allocation:
Walmart Inc. (WMT): 15% Regeneron Pharmaceuticals, Inc. (REGN): 15% Motorola Solutions, Inc. (MSI): 15% Federal Signal Corporation (FSS): 10% The Ensign Group, Inc. (ENSG): 15% SAP SE (SAP.DE): 15% Broadcom Inc. (AVGO): 15%
Final Adjusted Portfolio Allocation:
Motorola Solutions, Inc. (MSI): 20% The Ensign Group, Inc. (ENSG): 20% SAP SE (SAP.DE): 20% Broadcom Inc. (AVGO): 15% Regeneron Pharmaceuticals, Inc. (REGN): 15% Federal Signal Corporation (FSS): 10% Optional: Walmart Inc. (WMT): 5% (only if you want to maintain defensive exposure with (REGN): 10%)
Summary of the 3-Stock Portfolio:
Walmart Inc. (WMT): 33% - Stability and Defensive Play Broadcom Inc. (AVGO): 33% - Growth in Technology Regeneron Pharmaceuticals, Inc. (REGN): 34% - Growth in Healthcare (Biotechnology)
Final 4-Stock Portfolio: Summary of Final Allocation:
Motorola Solutions, Inc. (MSI): 30% SAP SE (SAP.DE): 25% Regeneron Pharmaceuticals, Inc. (REGN): 25% The Ensign Group, Inc. (ENSG): 20%
Final Suggested Allocations:
ENSG (Healthcare): 15% MSI (Technology): 25% REGN (Healthcare): 15% SAP.DE (Technology): 10% SFM (Consumer Defensive): 15% TRGP (Energy): 10% TT (Industrials): 15%
Summary of Selections:
Motorola Solutions, Inc. (MSI): 30% - Technology (Growth and Stability) The Ensign Group, Inc. (ENSG): 25% - Healthcare (Stability and Defensive Play) Sprouts Farmers Market, Inc. (SFM): 25% - Consumer Defensive (Growth in Defensive Sector) Targa Resources Corp. (TRGP): 20% - Energy (Growth and Diversification)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ENSG The Ensign Group, Inc. | Healthcare | 25% |
MSI Motorola Solutions, Inc. | Technology | 30% |
SFM Sprouts Farmers Market, Inc. | Consumer Defensive | 25% |
TRGP Targa Resources Corp. | Energy | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in magic - 14 august, 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 Aug 1, 2013, corresponding to the inception date of SFM
Returns By Period
As of Sep 19, 2024, the magic - 14 august returned 64.34% Year-To-Date and 24.75% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| magic - 14 august | 64.34% | 5.29% | 37.80% | 85.81% | 40.19% | 24.92% |
| Portfolio components: | ||||||
MSI Motorola Solutions, Inc. | 40.52% | 2.62% | 25.64% | 54.43% | 23.06% | 23.76% |
ENSG The Ensign Group, Inc. | 34.70% | 5.07% | 22.15% | 60.62% | 26.82% | 25.73% |
SFM Sprouts Farmers Market, Inc. | 117.96% | 6.83% | 68.26% | 157.01% | 40.52% | 13.28% |
TRGP Targa Resources Corp. | 78.35% | 7.48% | 38.76% | 82.43% | 33.53% | 6.24% |
Monthly Returns
The table below presents the monthly returns of magic - 14 august, 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 | 1.69% | 12.79% | 5.74% | -1.44% | 8.68% | 5.70% | 10.50% | 7.72% | 64.34% | ||||
| 2023 | -0.25% | -1.85% | 7.97% | 1.54% | -5.28% | 7.14% | 3.08% | 2.65% | -1.63% | 0.84% | 9.84% | 2.34% | 28.53% |
| 2022 | -6.26% | 5.19% | 11.43% | -8.40% | -1.63% | -8.81% | 11.86% | 3.16% | -7.30% | 11.03% | 9.92% | -3.28% | 14.00% |
| 2021 | 5.35% | 3.32% | 12.92% | -1.11% | 5.64% | 4.51% | -0.77% | 3.03% | -2.70% | 4.31% | 3.27% | 8.19% | 55.59% |
| 2020 | -3.59% | -4.27% | -20.10% | 24.09% | 18.72% | 4.08% | 1.41% | 6.47% | -5.64% | 1.72% | 20.94% | 2.50% | 45.26% |
| 2019 | 8.47% | 7.69% | -0.61% | 0.74% | -0.45% | 4.66% | -0.98% | -1.98% | 1.20% | -2.01% | 0.15% | 1.80% | 19.58% |
| 2018 | 7.83% | 2.52% | -2.80% | 6.21% | 4.40% | 2.57% | 1.80% | 10.99% | 1.26% | -4.12% | 1.55% | -10.82% | 21.41% |
| 2017 | -2.36% | -3.08% | 10.67% | -3.38% | -1.67% | 4.60% | 4.54% | -7.99% | 1.43% | 0.15% | 9.86% | 0.04% | 11.77% |
| 2016 | -7.30% | 10.36% | 6.22% | 6.80% | -6.06% | -1.66% | 0.56% | 2.57% | 2.23% | -3.36% | 8.35% | 1.66% | 20.34% |
| 2015 | -5.31% | 6.97% | -0.75% | -5.95% | -2.39% | -0.97% | -0.73% | -8.57% | -2.74% | 2.25% | 0.94% | -4.15% | -20.19% |
| 2014 | -4.11% | 3.51% | 0.17% | -1.84% | 2.47% | 14.34% | -3.15% | 1.90% | -0.12% | 2.43% | 1.22% | 4.93% | 22.61% |
| 2013 | -2.12% | 9.89% | 4.85% | -0.30% | 2.73% | 15.50% |
Expense Ratio
magic - 14 august has an expense ratio of 0.00%, indicating no management fees are charged. 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 risk-adjusted rank of magic - 14 august is 100, placing it in the top 0% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
MSI Motorola Solutions, Inc. | 3.07 | 4.32 | 1.59 | 6.23 | 22.78 |
ENSG The Ensign Group, Inc. | 2.93 | 3.99 | 1.48 | 5.60 | 19.50 |
SFM Sprouts Farmers Market, Inc. | 4.88 | 6.28 | 1.83 | 8.63 | 49.92 |
TRGP Targa Resources Corp. | 3.61 | 4.51 | 1.57 | 5.87 | 24.52 |
Dividends
Dividend yield
magic - 14 august granted a 0.64% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| magic - 14 august | 0.64% | 0.82% | 0.82% | 0.54% | 1.45% | 2.31% | 2.68% | 2.32% | 2.08% | 3.36% | 1.21% | 1.11% |
| Portfolio components: | ||||||||||||
MSI Motorola Solutions, Inc. | 0.90% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% | 1.69% |
ENSG The Ensign Group, Inc. | 0.16% | 0.21% | 0.24% | 0.25% | 0.28% | 0.37% | 0.42% | 0.70% | 0.66% | 0.90% | 0.51% | 0.54% |
SFM Sprouts Farmers Market, 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% |
TRGP Targa Resources Corp. | 1.64% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.52% | 2.33% |
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 - 14 august. 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 - 14 august was 37.61%, occurring on Mar 23, 2020. Recovery took 39 trading sessions.
The current magic - 14 august drawdown is 1.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.61% | Feb 24, 2020 | 21 | Mar 23, 2020 | 39 | May 18, 2020 | 60 |
| -37.56% | Mar 3, 2015 | 240 | Feb 11, 2016 | 358 | Jul 14, 2017 | 598 |
| -21.78% | Nov 9, 2018 | 30 | Dec 24, 2018 | 36 | Feb 15, 2019 | 66 |
| -20.9% | Jun 9, 2020 | 24 | Jul 13, 2020 | 88 | Nov 13, 2020 | 112 |
| -19.79% | Apr 4, 2022 | 53 | Jun 17, 2022 | 101 | Nov 10, 2022 | 154 |
Volatility
Volatility Chart
The current magic - 14 august volatility is 4.06%, 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
| SFM | TRGP | ENSG | MSI | |
|---|---|---|---|---|
| SFM | 1.00 | 0.16 | 0.17 | 0.21 |
| TRGP | 0.16 | 1.00 | 0.25 | 0.26 |
| ENSG | 0.17 | 0.25 | 1.00 | 0.32 |
| MSI | 0.21 | 0.26 | 0.32 | 1.00 |