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magic 14 march 2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IDCC 14.29%CALM 14.29%VGR 14.29%CROX 14.29%CCOI 14.29%TGNA 14.29%LNG 14.29%EquityEquity
PositionCategory/SectorWeight
CALM
Cal-Maine Foods, Inc.
Consumer Defensive

14.29%

CCOI
Cogent Communications Holdings, Inc.
Communication Services

14.29%

CROX
Crocs, Inc.
Consumer Cyclical

14.29%

IDCC
InterDigital, Inc.
Communication Services

14.29%

LNG
Cheniere Energy, Inc.
Energy

14.29%

TGNA
TEGNA Inc.
Communication Services

14.29%

VGR
Vector Group Ltd.
Consumer Defensive

14.29%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in magic 14 march 2024, 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


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
15.18%
19.37%
magic 14 march 2024
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 8, 2006, corresponding to the inception date of CROX

Returns By Period

As of Apr 24, 2024, the magic 14 march 2024 returned -0.21% Year-To-Date and 16.75% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
magic 14 march 2024-0.21%-3.23%15.18%5.08%22.26%16.75%
IDCC
InterDigital, Inc.
-8.12%-5.30%27.24%44.01%11.28%13.33%
CALM
Cal-Maine Foods, Inc.
4.21%-2.44%32.65%16.60%10.52%9.48%
VGR
Vector Group Ltd.
-5.67%-3.24%2.16%-11.16%19.81%7.91%
CROX
Crocs, Inc.
35.35%-10.73%41.80%-16.34%36.01%23.78%
CCOI
Cogent Communications Holdings, Inc.
-14.20%2.62%2.44%-0.03%8.37%11.30%
TGNA
TEGNA Inc.
-9.60%-2.35%-1.15%-16.65%-0.67%2.02%
LNG
Cheniere Energy, Inc.
-6.92%-0.51%-5.17%4.79%20.21%11.24%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.78%3.33%2.19%
2023-5.22%-1.36%11.05%4.53%

Expense Ratio

The magic 14 march 2024 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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.


magic 14 march 2024
Sharpe ratio
The chart of Sharpe ratio for magic 14 march 2024, currently valued at 0.37, compared to the broader market-1.000.001.002.003.004.005.000.37
Sortino ratio
The chart of Sortino ratio for magic 14 march 2024, currently valued at 0.68, compared to the broader market0.002.004.006.000.68
Omega ratio
The chart of Omega ratio for magic 14 march 2024, currently valued at 1.08, compared to the broader market0.801.001.201.401.601.801.08
Calmar ratio
The chart of Calmar ratio for magic 14 march 2024, currently valued at 0.46, compared to the broader market0.002.004.006.008.000.46
Martin ratio
The chart of Martin ratio for magic 14 march 2024, currently valued at 1.15, compared to the broader market0.0010.0020.0030.0040.0050.001.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IDCC
InterDigital, Inc.
1.462.531.331.703.87
CALM
Cal-Maine Foods, Inc.
0.560.991.120.582.09
VGR
Vector Group Ltd.
-0.31-0.230.97-0.39-0.71
CROX
Crocs, Inc.
-0.28-0.060.99-0.25-0.45
CCOI
Cogent Communications Holdings, Inc.
0.040.301.040.050.11
TGNA
TEGNA Inc.
-0.58-0.670.92-0.37-1.35
LNG
Cheniere Energy, Inc.
0.300.571.070.280.86

Sharpe Ratio

The current magic 14 march 2024 Sharpe ratio is 0.37. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.005.000.37

The Sharpe ratio of magic 14 march 2024 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.37
1.92
magic 14 march 2024
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

magic 14 march 2024 granted a 3.50% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
magic 14 march 20243.50%3.51%3.10%1.94%2.26%2.94%3.78%2.10%2.40%2.69%2.34%2.30%
IDCC
InterDigital, Inc.
1.57%1.34%2.83%1.95%2.31%2.57%2.11%1.64%0.99%1.63%1.13%1.02%
CALM
Cal-Maine Foods, Inc.
5.15%7.51%3.17%0.09%0.00%0.98%1.03%0.00%2.70%4.10%2.26%1.15%
VGR
Vector Group Ltd.
7.66%7.09%6.75%4.94%6.87%11.66%16.05%6.98%6.87%6.62%7.33%9.54%
CROX
Crocs, 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%
CCOI
Cogent Communications Holdings, Inc.
5.91%4.94%6.23%4.33%4.64%3.71%4.69%3.97%3.65%4.21%3.31%1.88%
TGNA
TEGNA Inc.
3.18%2.73%1.79%1.91%2.01%1.68%2.58%2.13%2.62%2.28%2.36%2.54%
LNG
Cheniere Energy, Inc.
1.04%0.95%0.92%0.33%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.74%
-3.50%
magic 14 march 2024
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the magic 14 march 2024. 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 march 2024 was 73.26%, occurring on Oct 24, 2008. Recovery took 516 trading sessions.

The current magic 14 march 2024 drawdown is 4.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-73.26%Oct 8, 2007266Oct 24, 2008516Nov 11, 2010782
-33.62%Jan 17, 202045Mar 23, 202053Jun 8, 202098
-29.56%Jul 25, 201150Oct 3, 201186Feb 6, 2012136
-26.96%May 19, 2015186Feb 11, 2016414Oct 3, 2017600
-19.08%Mar 27, 201248Jun 4, 201267Sep 7, 2012115

Volatility

Volatility Chart

The current magic 14 march 2024 volatility is 4.27%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
4.27%
3.58%
magic 14 march 2024
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

CALMLNGCROXVGRCCOITGNAIDCC
CALM1.000.180.200.250.230.250.23
LNG0.181.000.270.220.250.290.28
CROX0.200.271.000.250.300.320.31
VGR0.250.220.251.000.290.320.33
CCOI0.230.250.300.291.000.310.36
TGNA0.250.290.320.320.311.000.36
IDCC0.230.280.310.330.360.361.00