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MAGS Fund Plus Select Equities
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

MAGS Fund Plus Select Equities

Last updated Nov 15, 2024

MAGS Fund 80% Plus select Equities

Asset Allocation

MAGS 80%COST 10%CELH 2%SMCI 2%BLDR 2%AVGO 2%GRBK 2%EquityEquity
PositionCategory/SectorWeight
AVGO
Broadcom Inc.		Technology
2%
BLDR
Builders FirstSource, Inc.		Industrials
2%
CELH
Celsius Holdings, Inc.		Consumer Defensive
2%
COST
Costco Wholesale Corporation		Consumer Defensive
10%
GRBK
Green Brick Partners, Inc.		Consumer Cyclical
2%
MAGS
Roundhill Magnificent Seven ETF		Technology Equities
80%
SMCI
Super Micro Computer, Inc.		Technology
2%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MAGS Fund Plus Select Equities, 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%JuneJulyAugustSeptemberOctoberNovember
19.58%
12.31%
MAGS Fund Plus Select Equities
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 11, 2023, corresponding to the inception date of MAGS

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.72%2.30%12.31%32.12%13.81%11.31%
MAGS Fund Plus Select Equities51.30%5.33%19.58%59.55%N/AN/A
Portfolio components:
COST
Costco Wholesale Corporation		40.78%3.41%16.82%59.26%27.12%23.52%
CELH
Celsius Holdings, Inc.		-50.61%-21.17%-70.91%-47.80%84.08%67.48%
SMCI
Super Micro Computer, Inc.		-36.64%-62.29%-80.09%-37.42%52.18%18.12%
BLDR
Builders FirstSource, Inc.		8.54%-7.42%9.56%40.84%48.69%41.25%
AVGO
Broadcom Inc.		54.28%-3.18%21.44%77.37%44.71%38.02%
GRBK
Green Brick Partners, Inc.		34.67%-14.26%21.72%47.95%43.59%27.04%
MAGS
Roundhill Magnificent Seven ETF		53.84%9.23%26.47%59.61%N/AN/A

Monthly Returns

The table below presents the monthly returns of MAGS Fund Plus Select Equities, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.84%14.25%2.90%-3.02%7.73%7.64%-0.24%-0.30%5.60%-1.79%51.30%
20235.77%12.69%6.43%4.86%-1.12%-4.53%-3.54%11.32%6.22%43.23%

Expense Ratio

MAGS Fund Plus Select Equities has an expense ratio of 0.23%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

MAGS
Roundhill Magnificent Seven ETF
Expense ratio chart for MAGS: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MAGS Fund Plus Select Equities is 53, 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.

The Risk-Adjusted Performance Rank of MAGS Fund Plus Select Equities is 5353
Combined Rank
The Sharpe Ratio Rank of MAGS Fund Plus Select Equities is 6262Sharpe Ratio Rank
The Sortino Ratio Rank of MAGS Fund Plus Select Equities is 5252Sortino Ratio Rank
The Omega Ratio Rank of MAGS Fund Plus Select Equities is 5353Omega Ratio Rank
The Calmar Ratio Rank of MAGS Fund Plus Select Equities is 6161Calmar Ratio Rank
The Martin Ratio Rank of MAGS Fund Plus Select Equities is 3939Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

MAGS Fund Plus Select Equities
Sharpe ratio
The chart of Sharpe ratio for MAGS Fund Plus Select Equities, currently valued at 2.52, compared to the broader market0.002.004.006.002.52
Sortino ratio
The chart of Sortino ratio for MAGS Fund Plus Select Equities, currently valued at 3.21, compared to the broader market-2.000.002.004.006.003.21
Omega ratio
The chart of Omega ratio for MAGS Fund Plus Select Equities, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.802.001.43
Calmar ratio
The chart of Calmar ratio for MAGS Fund Plus Select Equities, currently valued at 3.53, compared to the broader market0.005.0010.0015.003.53
Martin ratio
The chart of Martin ratio for MAGS Fund Plus Select Equities, currently valued at 12.00, compared to the broader market0.0010.0020.0030.0040.0050.0012.00
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0010.0020.0030.0040.0050.0017.03
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
COST
Costco Wholesale Corporation		3.113.741.555.9215.31
CELH
Celsius Holdings, Inc.		-0.80-1.130.87-0.67-1.22
SMCI
Super Micro Computer, Inc.		-0.360.111.02-0.46-1.00
BLDR
Builders FirstSource, Inc.		0.811.261.180.942.10
AVGO
Broadcom Inc.		1.702.351.303.089.38
GRBK
Green Brick Partners, Inc.		1.361.931.252.417.19
MAGS
Roundhill Magnificent Seven ETF		2.383.031.413.2610.60

Sharpe Ratio

The current MAGS Fund Plus Select Equities Sharpe ratio is 2.52. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.86 to 2.74, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of MAGS Fund Plus Select Equities with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.52
2.66
MAGS Fund Plus Select Equities
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

MAGS Fund Plus Select Equities provided a 0.46% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.46%0.67%0.14%0.10%0.40%0.16%0.17%0.52%0.14%0.43%0.12%0.13%
Portfolio components:
COST
Costco Wholesale Corporation		2.11%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
CELH
Celsius Holdings, 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%
SMCI
Super Micro Computer, 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%
BLDR
Builders FirstSource, 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%
AVGO
Broadcom Inc.		1.24%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
GRBK
Green Brick Partners, 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%
MAGS
Roundhill Magnificent Seven ETF		0.28%0.44%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.

-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.89%
-0.87%
MAGS Fund Plus Select Equities
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MAGS Fund Plus Select Equities. 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 MAGS Fund Plus Select Equities was 16.73%, occurring on Aug 7, 2024. Recovery took 65 trading sessions.

The current MAGS Fund Plus Select Equities drawdown is 1.89%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.73%Jul 11, 202420Aug 7, 202465Nov 7, 202485
-11.66%Jul 31, 202363Oct 26, 202313Nov 14, 202376
-9.08%Apr 12, 20246Apr 19, 202411May 6, 202417
-4.17%Dec 28, 20235Jan 4, 20244Jan 10, 20249
-4.11%Mar 8, 20242Mar 11, 20249Mar 22, 202411

Volatility

Volatility Chart

The current MAGS Fund Plus Select Equities volatility is 6.96%, 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%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.96%
3.81%
MAGS Fund Plus Select Equities
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.
CELHCOSTGRBKSMCIAVGOBLDRMAGS
CELH1.000.240.310.290.210.360.33
COST0.241.000.170.240.430.250.46
GRBK0.310.171.000.290.250.670.29
SMCI0.290.240.291.000.490.380.46
AVGO0.210.430.250.491.000.340.63
BLDR0.360.250.670.380.341.000.39
MAGS0.330.460.290.460.630.391.00
The correlation results are calculated based on daily price changes starting from Apr 12, 2023