magic 18 august
AWI IT TT TTEK MSI LII ACIW NFLX APH TRGP EPAC AVGO FSS KLAC CSWI SPXC TMUS RSG WMT ACI Worldwide, Inc. (ACIW) - 12% Amphenol Corporation (APH) - 12% Armstrong World Industries, Inc. (AWI) - 10% Gartner, Inc. (IT) - 10% Lennox International Inc. (LII) - 10% Motorola Solutions, Inc. (MSI) - 5% Netflix, Inc. (NFLX) - 5% Targa Resources Corp. (TRGP) - 15% Trane Technologies plc (TT) - 14% Tetra Tech, Inc. (TTEK) - 7%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ACIW ACI Worldwide, Inc. | Technology | 12% |
APH Amphenol Corporation | Technology | 12% |
AWI Armstrong World Industries, Inc. | Industrials | 10% |
IT Gartner, Inc. | Technology | 10% |
LII Lennox International Inc. | Industrials | 10% |
MSI Motorola Solutions, Inc. | Technology | 5% |
NFLX Netflix, Inc. | Communication Services | 5% |
TRGP Targa Resources Corp. | Energy | 15% |
TT Trane Technologies plc | Industrials | 14% |
TTEK Tetra Tech, Inc. | Industrials | 7% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in magic 18 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 Dec 7, 2010, corresponding to the inception date of TRGP
Returns By Period
As of Nov 5, 2024, the magic 18 august returned 52.86% Year-To-Date and 23.99% 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 | 19.77% | -0.67% | 10.27% | 31.07% | 13.22% | 10.92% |
| magic 18 august | 52.86% | 2.53% | 27.06% | 74.17% | 31.71% | 23.99% |
| Portfolio components: | ||||||
TTEK Tetra Tech, Inc. | 48.06% | 1.78% | 16.35% | 61.57% | 24.99% | 27.98% |
TT Trane Technologies plc | 55.82% | -2.93% | 16.32% | 74.92% | 32.02% | 24.81% |
TRGP Targa Resources Corp. | 99.18% | 7.56% | 51.53% | 96.35% | 37.23% | 8.92% |
NFLX Netflix, Inc. | 55.17% | 4.98% | 26.56% | 74.74% | 21.30% | 30.08% |
MSI Motorola Solutions, Inc. | 47.47% | 1.75% | 31.68% | 54.67% | 25.44% | 23.89% |
LII Lennox International Inc. | 35.97% | 1.79% | 29.14% | 57.57% | 20.83% | 22.41% |
IT Gartner, Inc. | 11.96% | -1.68% | 15.74% | 30.60% | 26.19% | 19.77% |
AWI Armstrong World Industries, Inc. | 46.55% | 6.19% | 23.09% | 78.58% | 10.49% | 13.33% |
APH Amphenol Corporation | 38.50% | 9.33% | 9.80% | 62.32% | 22.82% | 19.47% |
ACIW ACI Worldwide, Inc. | 63.89% | -3.35% | 41.23% | 108.18% | 9.70% | 10.51% |
Monthly Returns
The table below presents the monthly returns of magic 18 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 | 0.57% | 10.84% | 5.51% | -0.84% | 5.71% | 4.42% | 5.46% | 6.40% | 1.98% | 2.35% | 52.86% | ||
| 2023 | 8.18% | -2.60% | 1.10% | -1.27% | -3.54% | 11.93% | 4.34% | 1.41% | -3.43% | -2.21% | 16.18% | 6.91% | 40.93% |
| 2022 | -8.47% | -1.94% | 3.27% | -10.29% | -2.28% | -7.53% | 15.36% | -2.52% | -6.86% | 10.46% | 6.16% | -3.55% | -10.99% |
| 2021 | 0.14% | 7.17% | 4.12% | 4.76% | 5.60% | 3.42% | 1.66% | 3.45% | -2.78% | 7.35% | -0.56% | 6.15% | 48.09% |
| 2020 | -1.86% | -7.71% | -24.62% | 22.56% | 12.38% | 4.02% | 5.40% | 4.04% | -4.46% | 3.96% | 19.73% | 4.63% | 33.45% |
| 2019 | 11.22% | 5.29% | 3.48% | 5.95% | -4.29% | 8.00% | -3.23% | -3.93% | 4.09% | 1.71% | 4.07% | 1.26% | 37.66% |
| 2018 | 6.94% | -4.03% | -1.55% | 0.62% | 5.82% | 2.93% | 5.18% | 6.23% | 0.77% | -7.37% | 2.17% | -10.73% | 5.33% |
| 2017 | 2.60% | 1.86% | 4.26% | 1.82% | -0.41% | 1.37% | 2.87% | -2.64% | 4.79% | 1.28% | 2.81% | 1.29% | 24.00% |
| 2016 | -8.86% | 6.92% | 10.23% | 4.57% | 4.74% | -2.77% | 2.74% | 3.76% | 1.71% | -2.25% | 9.48% | 1.24% | 34.38% |
| 2015 | -2.55% | 6.73% | 1.22% | 2.06% | 1.08% | -0.77% | 1.90% | -7.44% | -6.76% | 10.64% | -3.46% | -8.69% | -7.57% |
| 2014 | -0.89% | 2.59% | -1.61% | 0.45% | 2.28% | 6.44% | -5.53% | 6.19% | -3.28% | 2.42% | 0.62% | 0.00% | 9.38% |
| 2013 | 12.65% | 1.34% | 6.91% | -2.25% | 1.82% | -2.30% | 5.43% | -0.91% | 8.55% | 2.85% | 7.31% | 5.26% | 56.35% |
Expense Ratio
magic 18 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 18 august is 99, placing it in the top 1% 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 | |
|---|---|---|---|---|---|
TTEK Tetra Tech, Inc. | 2.56 | 3.58 | 1.46 | 3.58 | 18.89 |
TT Trane Technologies plc | 3.50 | 4.27 | 1.57 | 8.51 | 30.57 |
TRGP Targa Resources Corp. | 4.19 | 4.77 | 1.65 | 8.36 | 30.36 |
NFLX Netflix, Inc. | 2.65 | 3.60 | 1.48 | 2.08 | 18.52 |
MSI Motorola Solutions, Inc. | 3.88 | 5.34 | 1.75 | 10.93 | 31.24 |
LII Lennox International Inc. | 2.22 | 2.77 | 1.36 | 6.90 | 18.34 |
IT Gartner, Inc. | 1.88 | 2.78 | 1.38 | 3.40 | 9.63 |
AWI Armstrong World Industries, Inc. | 3.37 | 4.82 | 1.60 | 2.72 | 17.34 |
APH Amphenol Corporation | 2.62 | 2.92 | 1.48 | 3.84 | 12.79 |
ACIW ACI Worldwide, Inc. | 4.33 | 5.34 | 1.65 | 2.67 | 36.24 |
Dividends
Dividend yield
magic 18 august provided a 0.66% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.66% | 0.94% | 1.13% | 0.76% | 1.44% | 2.13% | 2.31% | 1.81% | 1.77% | 2.75% | 1.12% | 0.78% |
| Portfolio components: | ||||||||||||
TTEK Tetra Tech, Inc. | 0.45% | 1.23% | 1.80% | 2.27% | 2.26% | 2.75% | 1.82% | 1.64% | 3.22% | 3.50% | 2.88% | 0.00% |
TT Trane Technologies plc | 0.87% | 1.23% | 1.59% | 1.17% | 1.46% | 1.59% | 2.15% | 1.91% | 1.81% | 2.10% | 1.58% | 1.09% |
TRGP Targa Resources Corp. | 1.63% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.52% | 2.33% |
NFLX Netflix, 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% |
MSI Motorola Solutions, Inc. | 0.86% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% | 1.69% |
LII Lennox International Inc. | 0.74% | 0.97% | 1.71% | 1.09% | 1.12% | 1.21% | 1.11% | 0.94% | 1.08% | 1.10% | 1.20% | 1.08% |
IT Gartner, 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% |
AWI Armstrong World Industries, Inc. | 0.59% | 1.06% | 1.38% | 0.74% | 1.09% | 0.77% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
APH Amphenol Corporation | 0.73% | 0.86% | 1.06% | 0.73% | 0.80% | 0.89% | 1.09% | 0.80% | 0.86% | 1.01% | 0.84% | 0.68% |
ACIW ACI Worldwide, 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% |
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 18 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 18 august was 40.88%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current magic 18 august drawdown is 1.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.88% | Feb 21, 2020 | 22 | Mar 23, 2020 | 52 | Jun 5, 2020 | 74 |
| -31.41% | May 19, 2015 | 186 | Feb 11, 2016 | 126 | Aug 11, 2016 | 312 |
| -30.62% | Apr 4, 2011 | 127 | Oct 3, 2011 | 94 | Feb 16, 2012 | 221 |
| -28.39% | Dec 30, 2021 | 117 | Jun 16, 2022 | 260 | Jun 30, 2023 | 377 |
| -21.8% | Sep 17, 2018 | 69 | Dec 24, 2018 | 59 | Mar 21, 2019 | 128 |
Volatility
Volatility Chart
The current magic 18 august volatility is 3.98%, 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
| NFLX | TRGP | MSI | TTEK | AWI | ACIW | IT | LII | TT | APH | |
|---|---|---|---|---|---|---|---|---|---|---|
| NFLX | 1.00 | 0.17 | 0.29 | 0.28 | 0.26 | 0.31 | 0.31 | 0.27 | 0.28 | 0.35 |
| TRGP | 0.17 | 1.00 | 0.28 | 0.31 | 0.34 | 0.31 | 0.29 | 0.27 | 0.33 | 0.36 |
| MSI | 0.29 | 0.28 | 1.00 | 0.43 | 0.40 | 0.43 | 0.46 | 0.40 | 0.47 | 0.51 |
| TTEK | 0.28 | 0.31 | 0.43 | 1.00 | 0.45 | 0.49 | 0.44 | 0.45 | 0.49 | 0.52 |
| AWI | 0.26 | 0.34 | 0.40 | 0.45 | 1.00 | 0.43 | 0.42 | 0.56 | 0.51 | 0.51 |
| ACIW | 0.31 | 0.31 | 0.43 | 0.49 | 0.43 | 1.00 | 0.50 | 0.43 | 0.46 | 0.53 |
| IT | 0.31 | 0.29 | 0.46 | 0.44 | 0.42 | 0.50 | 1.00 | 0.45 | 0.49 | 0.55 |
| LII | 0.27 | 0.27 | 0.40 | 0.45 | 0.56 | 0.43 | 0.45 | 1.00 | 0.62 | 0.53 |
| TT | 0.28 | 0.33 | 0.47 | 0.49 | 0.51 | 0.46 | 0.49 | 0.62 | 1.00 | 0.62 |
| APH | 0.35 | 0.36 | 0.51 | 0.52 | 0.51 | 0.53 | 0.55 | 0.53 | 0.62 | 1.00 |