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 | Target 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 every 3 months.
The earliest data available for this chart is Dec 7, 2010, corresponding to the inception date of TRGP
Returns By Period
As of Apr 21, 2025, the magic 18 august returned -6.94% Year-To-Date and 21.96% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| magic 18 august | -6.63% | -3.96% | -6.90% | 25.61% | 28.70% | 17.08% |
| Portfolio components: | ||||||
TTEK Tetra Tech, Inc. | -24.01% | 4.06% | -37.91% | -17.28% | 17.69% | 22.78% |
TT Trane Technologies plc | -9.55% | -4.03% | -16.84% | 16.72% | 34.96% | 22.21% |
TRGP Targa Resources Corp. | -1.84% | -11.57% | 8.14% | 57.75% | 90.30% | 10.46% |
NFLX Netflix, Inc. | 9.17% | 1.33% | 27.38% | 75.31% | 17.61% | 28.51% |
MSI Motorola Solutions, Inc. | -8.69% | -0.42% | -10.98% | 25.16% | 25.56% | 23.43% |
LII Lennox International Inc. | -8.72% | -2.35% | -7.60% | 22.38% | 27.94% | 19.35% |
IT Gartner, Inc. | -17.09% | -6.68% | -24.37% | -8.79% | 31.79% | 16.96% |
AWI Armstrong World Industries, Inc. | -4.97% | -4.98% | -4.57% | 18.64% | 13.10% | 9.65% |
APH Amphenol Corporation | -6.08% | -2.31% | -3.10% | 19.17% | 28.97% | 17.65% |
ACIW ACI Worldwide, Inc. | -1.87% | -3.98% | 0.55% | 59.44% | 16.26% | 8.72% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.76% | -2.41% | -4.76% | -3.18% | -6.63% | ||||||||
| 2024 | 1.64% | 9.27% | 5.24% | -1.71% | 6.41% | 4.23% | 3.64% | 6.47% | 2.25% | 1.91% | 10.91% | -7.75% | 49.90% |
| 2023 | 6.70% | -2.64% | 2.06% | -1.35% | -1.03% | 11.69% | 3.94% | 0.83% | -3.49% | -1.69% | 15.91% | 5.38% | 40.43% |
| 2022 | -12.85% | -3.39% | 2.17% | -12.67% | -2.38% | -7.19% | 15.21% | -1.20% | -6.24% | 11.13% | 8.58% | -4.26% | -16.09% |
| 2021 | -0.72% | 5.60% | 3.63% | 3.23% | 4.41% | 2.58% | 2.34% | 4.64% | -3.13% | 8.06% | -0.85% | 4.18% | 39.11% |
| 2020 | -0.91% | -6.31% | -19.96% | 11.51% | 4.77% | 3.49% | 8.22% | 5.66% | -3.08% | 1.92% | 12.95% | 3.23% | 18.31% |
| 2019 | 11.48% | 5.95% | 3.16% | 5.56% | -4.81% | 7.70% | -4.84% | -3.86% | 1.87% | 2.33% | 4.59% | 0.62% | 32.34% |
| 2018 | 9.39% | -3.51% | -0.98% | 0.91% | 6.47% | 3.64% | 2.29% | 6.47% | 1.00% | -8.51% | 1.35% | -10.16% | 6.64% |
| 2017 | 3.18% | 1.42% | 4.35% | 1.47% | 0.35% | 0.55% | 3.06% | -2.68% | 4.60% | 2.02% | 1.98% | 1.24% | 23.53% |
| 2016 | -9.00% | 5.59% | 9.55% | 1.24% | 5.24% | -3.01% | 2.63% | 3.35% | 1.70% | -1.71% | 8.66% | 1.58% | 27.29% |
| 2015 | -5.04% | 7.53% | 0.76% | 2.88% | -0.60% | -0.95% | 1.94% | -9.47% | -8.07% | 10.61% | -3.50% | -9.31% | -14.41% |
| 2014 | -0.61% | 3.30% | -1.13% | 1.88% | 3.16% | 9.24% | -5.93% | 6.93% | -3.07% | 0.34% | -2.34% | -1.58% | 9.59% |
Expense Ratio
magic 18 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 84, magic 18 august is among the top 16% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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. | -0.62 | -0.70 | 0.90 | -0.44 | -0.95 |
TT Trane Technologies plc | 0.50 | 0.84 | 1.11 | 0.57 | 1.56 |
TRGP Targa Resources Corp. | 1.67 | 1.98 | 1.30 | 2.18 | 7.56 |
NFLX Netflix, Inc. | 1.71 | 2.34 | 1.32 | 2.82 | 9.42 |
MSI Motorola Solutions, Inc. | 1.16 | 1.66 | 1.25 | 1.17 | 3.40 |
LII Lennox International Inc. | 0.66 | 1.07 | 1.14 | 0.87 | 2.82 |
IT Gartner, Inc. | -0.48 | -0.51 | 0.93 | -0.39 | -1.28 |
AWI Armstrong World Industries, Inc. | 0.67 | 1.13 | 1.14 | 0.77 | 2.36 |
APH Amphenol Corporation | 0.46 | 0.81 | 1.12 | 0.68 | 1.78 |
ACIW ACI Worldwide, Inc. | 1.84 | 2.71 | 1.33 | 2.31 | 8.76 |
Dividends
Dividend yield
magic 18 august provided a 0.77% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.77% | 0.69% | 0.90% | 1.05% | 0.63% | 1.33% | 1.98% | 2.24% | 1.75% | 1.60% | 2.59% | 0.97% |
| Portfolio components: | ||||||||||||
TTEK Tetra Tech, Inc. | 0.77% | 0.57% | 0.61% | 0.61% | 0.45% | 0.57% | 0.66% | 0.89% | 0.81% | 0.81% | 1.19% | 0.79% |
TT Trane Technologies plc | 1.04% | 0.91% | 1.23% | 1.59% | 1.17% | 1.46% | 1.59% | 2.15% | 1.91% | 1.81% | 2.10% | 1.58% |
TRGP Targa Resources Corp. | 1.72% | 1.54% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.52% |
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. | 0.98% | 0.87% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% |
LII Lennox International Inc. | 0.62% | 0.75% | 0.97% | 1.71% | 1.09% | 1.12% | 1.21% | 1.11% | 0.94% | 1.08% | 1.10% | 1.20% |
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. | 0.88% | 0.81% | 1.06% | 1.38% | 0.74% | 1.09% | 0.77% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% |
APH Amphenol Corporation | 0.93% | 0.79% | 0.86% | 1.06% | 0.73% | 0.80% | 0.89% | 1.09% | 0.80% | 0.86% | 1.01% | 0.84% |
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 36.14%, occurring on Jun 16, 2022. Recovery took 285 trading sessions.
The current magic 18 august drawdown is 15.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.14% | Nov 18, 2021 | 145 | Jun 16, 2022 | 285 | Aug 7, 2023 | 430 |
| -35.32% | Feb 21, 2020 | 22 | Mar 23, 2020 | 114 | Sep 2, 2020 | 136 |
| -34.33% | Jun 20, 2014 | 415 | Feb 11, 2016 | 208 | Dec 7, 2016 | 623 |
| -29.91% | Apr 4, 2011 | 127 | Oct 3, 2011 | 95 | Feb 17, 2012 | 222 |
| -23% | Sep 14, 2018 | 70 | Dec 24, 2018 | 59 | Mar 21, 2019 | 129 |
Volatility
Volatility Chart
The current magic 18 august volatility is 13.69%, 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 | 0.18 | 0.29 | 0.27 | 0.26 | 0.31 | 0.31 | 0.28 | 0.28 | 0.36 |
| TRGP | 0.18 | 1.00 | 0.28 | 0.30 | 0.35 | 0.31 | 0.29 | 0.28 | 0.34 | 0.37 |
| MSI | 0.29 | 0.28 | 1.00 | 0.42 | 0.40 | 0.43 | 0.46 | 0.40 | 0.47 | 0.51 |
| TTEK | 0.27 | 0.30 | 0.42 | 1.00 | 0.44 | 0.49 | 0.44 | 0.44 | 0.48 | 0.50 |
| AWI | 0.26 | 0.35 | 0.40 | 0.44 | 1.00 | 0.44 | 0.43 | 0.56 | 0.52 | 0.51 |
| ACIW | 0.31 | 0.31 | 0.43 | 0.49 | 0.44 | 1.00 | 0.50 | 0.43 | 0.46 | 0.53 |
| IT | 0.31 | 0.29 | 0.46 | 0.44 | 0.43 | 0.50 | 1.00 | 0.45 | 0.49 | 0.54 |
| LII | 0.28 | 0.28 | 0.40 | 0.44 | 0.56 | 0.43 | 0.45 | 1.00 | 0.62 | 0.53 |
| TT | 0.28 | 0.34 | 0.47 | 0.48 | 0.52 | 0.46 | 0.49 | 0.62 | 1.00 | 0.62 |
| APH | 0.36 | 0.37 | 0.51 | 0.50 | 0.51 | 0.53 | 0.54 | 0.53 | 0.62 | 1.00 |