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magic - 14 august
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

magic - 14 august

Currency in USD · Last updated Jun 13, 2026

#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

MSI 30.00%ENSG 25.00%SFM 25.00%TRGP 20.00%EquityEquity
PositionCategory/SectorTarget Weight
MSI
Motorola Solutions, Inc.		Technology
30%
ENSG
The Ensign Group, Inc.		Healthcare
25%
SFM
Sprouts Farmers Market, Inc.		Consumer Defensive
25%
TRGP
Targa Resources Corp.		Energy
20%

S&P 500 Index

Portfolio Optimizer

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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 Every 3 months.

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Returns By Period

As of Jun 13, 2026, the magic - 14 august returned 10.84% Year-To-Date and 27.75% of annualized return in the last 10 years.

Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%-0.93%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
magic - 14 august
0.10%-2.61%10.84%12.48%-0.44%32.22%25.05%27.75%
Portfolio components:
ENSG
The Ensign Group, Inc.		1.52%-16.67%-14.23%-14.89%-1.09%17.27%12.36%23.42%
MSI
Motorola Solutions, Inc.		0.46%3.24%7.83%13.71%1.85%15.02%15.56%21.65%
SFM
Sprouts Farmers Market, Inc.		-2.03%-0.73%8.36%8.54%-45.33%35.31%24.38%14.32%
TRGP
Targa Resources Corp.		1.20%1.91%49.23%50.30%59.50%60.15%45.14%26.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 1, 2013, magic - 14 august's average daily return is +0.09%, while the average monthly return is +1.93%. At this rate, an investment would double in approximately 3.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +24.1%, while the worst month was Mar 2020 at -20.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.

On a daily basis, magic - 14 august closed higher 54% of trading days. The best single day was Apr 6, 2020 with a return of +9.0%, while the worst single day was Mar 9, 2020 at -16.0%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.30%17.00%-2.47%0.89%-4.96%1.00%10.84%
202510.02%-4.78%0.56%0.31%0.80%1.96%-2.14%4.48%-5.69%-10.56%2.22%-0.52%-4.75%
20241.69%12.79%5.74%-1.44%8.68%5.70%10.50%7.72%0.99%8.70%11.86%-11.93%76.75%
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%
20215.35%3.32%12.92%-1.11%5.64%4.51%-0.77%3.03%-2.70%4.31%3.27%8.19%55.59%

Benchmark Metrics

magic - 14 august has an annualized alpha of 12.43%, beta of 0.89, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since August 01, 2013.

  • This portfolio captured 104.23% of S&P 500 Index gains but only 48.52% of its losses - a favorable profile for investors.
  • R2 of 0.46 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
Alpha
12.43%
Beta
0.89
R²
0.46
Upside Capture
104.23%
Downside Capture
48.52%
See how alpha, beta & R² have trended over time →

Expense Ratio

magic - 14 august 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.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

magic - 14 august ranks 5 for risk / return — in the bottom 5% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

magic - 14 august Risk / Return Rank: 55
Overall Rank
magic - 14 august Sharpe Ratio Rank: 55
Sharpe Ratio Rank
magic - 14 august Sortino Ratio Rank: 55
Sortino Ratio Rank
magic - 14 august Omega Ratio Rank: 55
Omega Ratio Rank
magic - 14 august Calmar Ratio Rank: 55
Calmar Ratio Rank
magic - 14 august Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for magic - 14 august and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

0.00

1.86

-1.86

Sortino ratioReturn per unit of downside risk

0.12

2.53

-2.41

Omega ratioGain probability vs. loss probability

1.02

1.34

-0.32

Calmar ratioReturn relative to maximum drawdown

0.00

2.53

-2.53

Martin ratioReturn relative to average drawdown

0.00

11.37

-11.37

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ENSG
The Ensign Group, Inc.
38
-0.040.161.02-0.03-0.12
MSI
Motorola Solutions, Inc.
40
0.040.211.030.040.07
SFM
Sprouts Farmers Market, Inc.
11
-0.98-1.350.81-0.73-0.99
TRGP
Targa Resources Corp.
90
2.392.981.374.0013.02

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current magic - 14 august Sharpe ratio is 0.00 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of magic - 14 august compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

magic - 14 august provided a 0.61% dividend yield over the last twelve months.

PositionTTM20252024202320222021202020192018201720162015
Portfolio0.61%0.79%0.62%0.82%0.82%0.54%1.45%2.32%2.69%2.34%2.10%3.30%
Portfolio components:
ENSG
The Ensign Group, Inc.		0.17%0.14%0.18%0.21%0.24%0.25%0.28%0.40%0.47%0.78%0.73%0.67%
MSI
Motorola Solutions, Inc.		0.85%1.17%0.87%1.16%1.26%1.07%1.55%1.46%1.85%2.14%2.05%2.09%
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.		1.56%2.03%1.54%2.13%1.90%0.77%4.59%8.92%10.11%7.52%6.49%12.53%

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.

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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 8.64%.

Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-37.61%Mar 2020
28d1mo 26d
2mo 24dFeb 2020 - May 2020
2016 bear market2016
-37.60%Feb 2016
11mo 15d1y 5mo
2y 4moMar 2015 - Jul 2017
Rate-hike selloffLate 2018
-21.78%Dec 2018
1mo 15d1mo 23d
3mo 8dNov 2018 - Feb 2019
2020 bear market2020
-20.90%Jul 2020
1mo 4d4mo 3d
5mo 7dJun 2020 - Nov 2020
Bear market2022
-19.79%Jun 2022
2mo 14d4mo 26d
7mo 10dApr 2022 - Nov 2022

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 3.92, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.79

1.61

1.56

1.54

1.55

The portfolio has a diversification ratio of 1.55, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

magic - 14 august correlation to the S&P 500 Index

magic - 14 august has a 0.07 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.
Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.41

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2013

0.58

Benchmark Correlations

Correlation vs. S&P 500 Index. MSI has the highest benchmark correlation at 0.56, while SFM has the lowest at 0.24.

SFM
0.24
TRGP
0.42
ENSG
0.43
MSI
0.56

Portfolio Correlations

Correlation vs. magic - 14 august. ENSG has the highest portfolio correlation at 0.63, while SFM has the lowest at 0.59.

SFM
0.59
MSI
0.61
TRGP
0.62
ENSG
0.63

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
SFMTRGPENSGMSI
SFM1.000.170.160.20
TRGP0.171.000.230.26
ENSG0.160.231.000.31
MSI0.200.260.311.00
The correlation results are calculated based on daily price changes starting from Aug 1, 2013
Diversification Analysis

Find what magic - 14 august is missing

See which holdings overlap, where magic - 14 august is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification