Asset Allocation
| Position | Category/Sector | Target 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 Every 3 months.
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The earliest data available for this chart is Feb 8, 2006, corresponding to the inception date of CROX
Returns By Period
As of Apr 2, 2026, the magic 14 march 2024 returned 5.28% Year-To-Date and 19.20% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -3.54% | -3.95% | -2.09% | 15.95% | 16.96% | 10.34% | 12.24% |
Portfolio magic 14 march 2024 | 0.25% | -3.46% | 5.28% | -8.51% | -5.45% | 13.34% | 20.06% | 19.20% |
| Portfolio components: | ||||||||
IDCC InterDigital, Inc. | 1.45% | -19.12% | -3.55% | -11.68% | 51.03% | 63.56% | 38.66% | 20.85% |
CALM Cal-Maine Foods, Inc. | 5.32% | -4.73% | 5.67% | -8.12% | -0.93% | 18.53% | 22.55% | 7.82% |
VGR Vector Group Ltd. | — | — | — | — | — | — | — | — |
CROX Crocs, Inc. | 0.65% | -3.79% | -2.29% | -1.69% | -23.44% | -12.90% | 0.99% | 24.42% |
CCOI Cogent Communications Holdings, Inc. | -2.81% | -17.41% | -15.00% | -53.07% | -68.73% | -30.26% | -18.87% | -2.85% |
TGNA TEGNA Inc. | 0.00% | -3.40% | 3.81% | -0.09% | 10.97% | 11.64% | 1.94% | 5.03% |
LNG Cheniere Energy, Inc. | -2.79% | 10.81% | 42.28% | 19.47% | 20.58% | 21.72% | 32.08% | 23.93% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 9, 2006, magic 14 march 2024's average daily return is +0.09%, while the average monthly return is +1.77%. At this rate, your investment would double in approximately 3.3 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +29.4%, while the worst month was Nov 2007 at -17.0%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 7 months.
On a daily basis, magic 14 march 2024 closed higher 54% of trading days. The best single day was Oct 31, 2008 with a return of +13.6%, while the worst single day was Sep 29, 2008 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.86% | 2.96% | -1.80% | 0.25% | 5.28% | ||||||||
| 2025 | -0.62% | -0.65% | -1.33% | -3.93% | 1.35% | 2.19% | 2.31% | 2.43% | -0.09% | -1.11% | -8.99% | -2.25% | -10.71% |
| 2024 | -0.75% | 3.32% | 2.19% | -6.13% | 8.42% | -0.82% | 11.51% | 4.31% | 3.52% | 2.33% | 11.34% | -0.67% | 44.15% |
| 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% | 8.50% | 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% | 6.46% | 58.19% |
Benchmark Metrics
magic 14 march 2024 has an annualized alpha of 13.20%, beta of 1.00, and R² of 0.51 versus S&P 500 Index. Calculated based on daily prices since February 09, 2006.
- This portfolio captured 135.17% of S&P 500 Index gains but only 81.65% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 13.20% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.00 and R² of 0.51, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 13.20%
- Beta
- 1.00
- R²
- 0.51
- Upside Capture
- 135.17%
- Downside Capture
- 81.65%
Expense Ratio
magic 14 march 2024 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.
Return for Risk
Risk / Return Rank
magic 14 march 2024 ranks 3 for risk / return — in the bottom 3% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.20 | 0.92 | -1.12 |
Sortino ratioReturn per unit of downside risk | -0.13 | 1.41 | -1.54 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.21 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.23 | 1.41 | -1.64 |
Martin ratioReturn relative to average drawdown | -0.46 | 6.61 | -7.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
IDCC InterDigital, Inc. | 76 | 1.20 | 1.88 | 1.24 | 1.95 | 5.12 |
CALM Cal-Maine Foods, Inc. | 37 | -0.03 | 0.20 | 1.03 | -0.01 | -0.02 |
VGR Vector Group Ltd. | — | — | — | — | — | — |
CROX Crocs, Inc. | 24 | -0.42 | -0.24 | 0.96 | -0.55 | -0.83 |
CCOI Cogent Communications Holdings, Inc. | 6 | -0.89 | -1.27 | 0.81 | -0.96 | -1.53 |
TGNA TEGNA Inc. | 51 | 0.24 | 0.80 | 1.12 | 0.44 | 1.03 |
LNG Cheniere Energy, Inc. | 61 | 0.70 | 1.11 | 1.15 | 0.91 | 2.08 |
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Dividends
Dividend yield
magic 14 march 2024 provided a 3.55% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.55% | 4.20% | 2.32% | 3.51% | 3.10% | 9.48% | 2.26% | 2.94% | 3.78% | 10.81% | 2.40% | 6.86% |
| Portfolio components: | ||||||||||||
IDCC InterDigital, Inc. | 0.85% | 0.74% | 0.85% | 1.34% | 2.83% | 1.95% | 2.31% | 2.57% | 2.11% | 1.64% | 0.99% | 1.63% |
CALM Cal-Maine Foods, Inc. | 9.48% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
VGR Vector Group Ltd. | 0.00% | 0.00% | 4.00% | 7.09% | 6.75% | 57.77% | 6.87% | 11.66% | 16.05% | 6.98% | 6.87% | 6.62% |
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. | 11.28% | 14.15% | 5.09% | 4.94% | 6.23% | 4.33% | 4.64% | 3.71% | 4.69% | 3.97% | 3.65% | 4.21% |
TGNA TEGNA Inc. | 2.50% | 2.58% | 2.67% | 2.73% | 1.79% | 1.91% | 2.01% | 1.68% | 2.58% | 63.07% | 2.62% | 31.45% |
LNG Cheniere Energy, Inc. | 0.76% | 1.06% | 0.84% | 0.95% | 0.92% | 0.33% | 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.
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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 73.31%, occurring on Oct 24, 2008. Recovery took 516 trading sessions.
The current magic 14 march 2024 drawdown is 9.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -73.31% | 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 |
| -29.58% | Jul 25, 2011 | 50 | Oct 3, 2011 | 86 | Feb 6, 2012 | 136 |
| -27% | 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 chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | CALM | LNG | VGR | CROX | CCOI | IDCC | TGNA | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.32 | 0.39 | 0.43 | 0.45 | 0.47 | 0.54 | 0.53 | 0.67 |
| CALM | 0.32 | 1.00 | 0.17 | 0.24 | 0.19 | 0.21 | 0.22 | 0.25 | 0.47 |
| LNG | 0.39 | 0.17 | 1.00 | 0.21 | 0.25 | 0.23 | 0.26 | 0.27 | 0.56 |
| VGR | 0.43 | 0.24 | 0.21 | 1.00 | 0.24 | 0.27 | 0.31 | 0.31 | 0.50 |
| CROX | 0.45 | 0.19 | 0.25 | 0.24 | 1.00 | 0.29 | 0.29 | 0.31 | 0.64 |
| CCOI | 0.47 | 0.21 | 0.23 | 0.27 | 0.29 | 1.00 | 0.34 | 0.31 | 0.58 |
| IDCC | 0.54 | 0.22 | 0.26 | 0.31 | 0.29 | 0.34 | 1.00 | 0.34 | 0.60 |
| TGNA | 0.53 | 0.25 | 0.27 | 0.31 | 0.31 | 0.31 | 0.34 | 1.00 | 0.59 |
| Portfolio | 0.67 | 0.47 | 0.56 | 0.50 | 0.64 | 0.58 | 0.60 | 0.59 | 1.00 |