magic 14 march 2024
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
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% |
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
The earliest data available for this chart is Feb 8, 2006, corresponding to the inception date of CROX
Returns By Period
As of Aug 28, 2024, the magic 14 march 2024 returned 23.14% Year-To-Date and 16.86% 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 | 17.95% | 3.05% | 10.78% | 26.90% | 14.03% | 10.90% |
magic 14 march 2024 | 23.14% | 5.77% | 20.84% | 35.39% | 28.18% | 16.86% |
Portfolio components: | ||||||
IDCC InterDigital, Inc. | 25.61% | 11.65% | 26.38% | 63.25% | 25.32% | 13.96% |
CALM Cal-Maine Foods, Inc. | 28.07% | 1.76% | 26.56% | 55.67% | 15.25% | 8.57% |
VGR Vector Group Ltd. | 39.44% | 18.52% | 40.94% | 49.15% | 23.26% | 10.43% |
CROX Crocs, Inc. | 53.28% | 9.72% | 18.24% | 47.85% | 44.45% | 25.00% |
CCOI Cogent Communications Holdings, Inc. | 0.16% | 7.74% | -4.71% | 12.51% | 9.20% | 12.92% |
TGNA TEGNA Inc. | -5.47% | -12.44% | 5.57% | -10.05% | 2.21% | 0.26% |
LNG Cheniere Energy, Inc. | 8.75% | 4.48% | 20.87% | 14.50% | 26.03% | 9.02% |
Monthly Returns
The table below presents the monthly returns of magic 14 march 2024, 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 | -0.75% | 3.32% | 2.19% | -6.13% | 8.42% | -0.82% | 11.51% | 23.14% | |||||
2023 | 12.43% | -0.94% | 0.22% | -2.11% | -3.60% | 7.24% | -0.14% | -2.02% | -5.22% | -1.36% | 11.05% | 4.53% | 19.94% |
2022 | -2.74% | 4.99% | 5.63% | -4.87% | -1.57% | -5.01% | 11.06% | -3.53% | -3.84% | 8.51% | 7.82% | 0.41% | 16.09% |
2021 | 5.22% | 7.12% | 5.20% | 7.19% | 3.52% | 2.16% | -1.23% | 3.94% | 0.32% | 4.15% | 3.05% | -2.80% | 44.42% |
2020 | -2.86% | -10.47% | -10.72% | 17.16% | 3.47% | 4.78% | 2.13% | -0.36% | -4.18% | 2.17% | 12.56% | 2.40% | 13.26% |
2019 | 8.55% | 1.02% | 2.58% | -0.36% | -7.17% | 5.36% | 4.53% | -5.44% | 6.86% | 4.64% | 4.59% | 5.06% | 33.11% |
2018 | 1.13% | -6.73% | 5.06% | 2.28% | 5.85% | 0.54% | -0.53% | 3.84% | 0.53% | -5.52% | 5.95% | -10.58% | 0.27% |
2017 | 3.34% | -1.72% | 0.39% | -0.08% | -2.09% | 1.68% | -1.68% | 0.99% | 6.10% | 3.14% | 4.10% | 3.02% | 18.18% |
2016 | -5.41% | 7.37% | 0.81% | -0.58% | -1.71% | 5.01% | 1.78% | -1.84% | 1.39% | -6.30% | 4.96% | 5.61% | 10.55% |
2015 | -3.04% | 6.68% | 0.03% | 3.84% | 6.72% | 0.11% | -0.15% | -8.68% | -4.94% | 4.17% | 3.62% | -8.45% | -1.68% |
2014 | -2.16% | 4.65% | 6.26% | -0.83% | 7.73% | 7.02% | -0.42% | 6.07% | -4.38% | 2.57% | 0.57% | -0.22% | 29.31% |
2013 | 7.04% | 1.39% | 8.80% | 0.85% | 3.22% | 1.23% | -1.03% | -3.44% | 8.22% | 4.08% | 2.64% | 5.59% | 45.14% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of magic 14 march 2024 is 66, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
IDCC InterDigital, Inc. | 2.37 | 3.67 | 1.53 | 2.73 | 8.52 |
CALM Cal-Maine Foods, Inc. | 1.98 | 2.79 | 1.36 | 2.16 | 13.58 |
VGR Vector Group Ltd. | 1.44 | 2.25 | 1.30 | 1.63 | 7.57 |
CROX Crocs, Inc. | 1.13 | 2.08 | 1.22 | 0.87 | 4.72 |
CCOI Cogent Communications Holdings, Inc. | 0.35 | 0.70 | 1.09 | 0.34 | 0.73 |
TGNA TEGNA Inc. | -0.37 | -0.34 | 0.96 | -0.26 | -0.99 |
LNG Cheniere Energy, Inc. | 0.77 | 1.22 | 1.14 | 0.98 | 1.75 |
Dividends
Dividend yield
magic 14 march 2024 granted a 2.67% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
magic 14 march 2024 | 2.67% | 3.51% | 3.10% | 1.94% | 2.26% | 2.94% | 3.78% | 2.10% | 2.40% | 2.69% | 2.34% | 2.30% |
Portfolio components: | ||||||||||||
IDCC InterDigital, Inc. | 1.19% | 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. | 2.65% | 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. | 5.27% | 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. | 5.32% | 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. | 3.28% | 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. | 0.94% | 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. 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 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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-73.26% | Oct 8, 2007 | 266 | Oct 24, 2008 | 516 | Nov 11, 2010 | 782 |
-33.62% | Jan 17, 2020 | 45 | Mar 23, 2020 | 53 | Jun 8, 2020 | 98 |
-29.56% | Jul 25, 2011 | 50 | Oct 3, 2011 | 86 | Feb 6, 2012 | 136 |
-26.96% | May 19, 2015 | 186 | Feb 11, 2016 | 414 | Oct 3, 2017 | 600 |
-19.07% | Mar 27, 2012 | 48 | Jun 4, 2012 | 67 | Sep 7, 2012 | 115 |
Volatility
Volatility Chart
The current magic 14 march 2024 volatility is 5.21%, 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
CALM | LNG | CROX | VGR | CCOI | IDCC | TGNA | |
---|---|---|---|---|---|---|---|
CALM | 1.00 | 0.18 | 0.20 | 0.25 | 0.22 | 0.23 | 0.25 |
LNG | 0.18 | 1.00 | 0.27 | 0.22 | 0.25 | 0.28 | 0.29 |
CROX | 0.20 | 0.27 | 1.00 | 0.25 | 0.30 | 0.31 | 0.32 |
VGR | 0.25 | 0.22 | 0.25 | 1.00 | 0.29 | 0.33 | 0.32 |
CCOI | 0.22 | 0.25 | 0.30 | 0.29 | 1.00 | 0.35 | 0.31 |
IDCC | 0.23 | 0.28 | 0.31 | 0.33 | 0.35 | 1.00 | 0.35 |
TGNA | 0.25 | 0.29 | 0.32 | 0.32 | 0.31 | 0.35 | 1.00 |