Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ANF Abercrombie & Fitch Co. | Consumer Cyclical | 12.50% |
AVGO Broadcom Inc. | Technology | 12.50% |
ENSG The Ensign Group, Inc. | Healthcare | 12.50% |
GDDY GoDaddy Inc. | Technology | 12.50% |
LLY Eli Lilly and Company | Healthcare | 12.50% |
META Meta Platforms, Inc. | Communication Services | 12.50% |
MLI Mueller Industries, Inc. | Industrials | 12.50% |
VST Vistra Corp. | Utilities | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in magic and intrinsic - 11 aug 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 Oct 4, 2016, corresponding to the inception date of VST
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio magic and intrinsic - 11 aug 2024 | -0.54% | -6.14% | -10.80% | -3.88% | 21.27% | 51.34% | 35.09% | — |
| Portfolio components: | ||||||||
MLI Mueller Industries, Inc. | 1.56% | -5.19% | -1.67% | 13.19% | 46.80% | 47.12% | 41.59% | 25.08% |
ANF Abercrombie & Fitch Co. | 3.16% | -3.67% | -25.11% | 9.40% | 19.66% | 50.32% | 22.29% | 13.70% |
AVGO Broadcom Inc. | 0.34% | 0.44% | -8.93% | -6.61% | 84.26% | 72.07% | 48.84% | 38.50% |
GDDY GoDaddy Inc. | -2.31% | -8.46% | -34.91% | -38.90% | -55.31% | 1.29% | 0.14% | 9.38% |
META Meta Platforms, Inc. | -0.82% | -12.23% | -12.90% | -20.86% | -1.31% | 39.54% | 14.16% | 17.80% |
VST Vistra Corp. | -1.81% | -6.38% | -6.16% | -25.19% | 19.47% | 87.75% | 56.62% | — |
LLY Eli Lilly and Company | -1.98% | -7.16% | -12.80% | 14.47% | 15.19% | 39.72% | 39.64% | 31.19% |
ENSG The Ensign Group, Inc. | -0.69% | -7.26% | 14.91% | 14.78% | 53.62% | 28.18% | 16.63% | 25.47% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 5, 2016, magic and intrinsic - 11 aug 2024's average daily return is +0.12%, while the average monthly return is +2.40%. At this rate, your investment would double in approximately 2.4 years.
Historically, 72% of months were positive and 28% were negative. The best month was Feb 2024 with a return of +17.2%, while the worst month was Mar 2020 at -13.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, magic and intrinsic - 11 aug 2024 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +11.4%, while the worst single day was Mar 16, 2020 at -14.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.16% | -0.59% | -8.06% | 0.77% | -10.80% | ||||||||
| 2025 | 4.07% | -6.85% | -9.69% | 2.63% | 9.91% | 9.02% | 3.02% | 0.37% | 1.21% | 0.19% | 8.47% | 0.52% | 23.08% |
| 2024 | 6.48% | 17.24% | 5.13% | -0.63% | 14.23% | 2.59% | 0.12% | 7.76% | 3.45% | 2.01% | 5.74% | 1.27% | 86.30% |
| 2023 | 8.52% | 1.60% | 6.77% | 0.87% | 8.54% | 10.77% | 2.57% | 7.25% | -0.63% | 1.74% | 14.64% | 9.90% | 100.06% |
| 2022 | -7.06% | 0.41% | 1.52% | -2.31% | -4.48% | -9.13% | 8.85% | -4.16% | -6.12% | 5.06% | 12.28% | -3.33% | -10.29% |
| 2021 | 4.36% | 4.35% | 6.27% | 2.90% | 2.24% | 6.34% | -1.30% | -0.24% | -6.46% | 8.28% | 0.09% | 11.05% | 43.50% |
Benchmark Metrics
magic and intrinsic - 11 aug 2024 has an annualized alpha of 15.77%, beta of 1.12, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since October 05, 2016.
- This portfolio captured 150.52% of S&P 500 Index gains but only 77.44% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 15.77% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.12 and R² of 0.72, 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
- 15.77%
- Beta
- 1.12
- R²
- 0.72
- Upside Capture
- 150.52%
- Downside Capture
- 77.44%
Expense Ratio
magic and intrinsic - 11 aug 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 and intrinsic - 11 aug 2024 ranks 30 for risk / return — below 30% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 0.88 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.37 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.39 | +0.15 |
Martin ratioReturn relative to average drawdown | 5.14 | 6.43 | -1.30 |
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 | |
|---|---|---|---|---|---|---|
MLI Mueller Industries, Inc. | 80 | 1.56 | 2.05 | 1.30 | 2.21 | 6.37 |
ANF Abercrombie & Fitch Co. | 54 | 0.29 | 1.00 | 1.13 | 0.63 | 1.21 |
AVGO Broadcom Inc. | 84 | 1.76 | 2.49 | 1.32 | 3.08 | 7.50 |
GDDY GoDaddy Inc. | 2 | -1.50 | -2.40 | 0.68 | -0.94 | -1.71 |
META Meta Platforms, Inc. | 36 | -0.03 | 0.25 | 1.03 | -0.05 | -0.12 |
VST Vistra Corp. | 52 | 0.35 | 0.85 | 1.11 | 0.70 | 1.47 |
LLY Eli Lilly and Company | 51 | 0.36 | 0.78 | 1.11 | 0.56 | 1.37 |
ENSG The Ensign Group, Inc. | 90 | 1.97 | 3.09 | 1.39 | 4.30 | 11.48 |
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Dividends
Dividend yield
magic and intrinsic - 11 aug 2024 provided a 0.44% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.44% | 0.39% | 0.47% | 0.76% | 1.14% | 0.90% | 1.24% | 1.75% | 1.40% | 2.41% | 3.44% | 1.03% |
| Portfolio components: | ||||||||||||
MLI Mueller Industries, Inc. | 0.98% | 0.87% | 1.01% | 1.27% | 1.69% | 0.88% | 1.14% | 1.26% | 1.71% | 9.60% | 0.94% | 1.11% |
ANF Abercrombie & Fitch Co. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.98% | 4.63% | 3.99% | 4.59% | 6.67% | 2.96% |
AVGO Broadcom Inc. | 0.79% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
GDDY GoDaddy 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% |
META Meta Platforms, Inc. | 0.37% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VST Vistra Corp. | 0.60% | 0.56% | 0.63% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 0.00% |
LLY Eli Lilly and Company | 0.67% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
ENSG The Ensign Group, Inc. | 0.13% | 0.14% | 0.18% | 0.21% | 0.24% | 0.25% | 0.28% | 0.40% | 0.47% | 0.78% | 0.73% | 0.67% |
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 and intrinsic - 11 aug 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 and intrinsic - 11 aug 2024 was 38.78%, occurring on Mar 18, 2020. Recovery took 110 trading sessions.
The current magic and intrinsic - 11 aug 2024 drawdown is 11.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.78% | Feb 18, 2020 | 22 | Mar 18, 2020 | 110 | Aug 24, 2020 | 132 |
| -25.89% | Jan 27, 2025 | 51 | Apr 8, 2025 | 54 | Jun 26, 2025 | 105 |
| -22.18% | Dec 30, 2021 | 117 | Jun 16, 2022 | 158 | Feb 2, 2023 | 275 |
| -16.56% | Jun 21, 2018 | 129 | Dec 24, 2018 | 25 | Jan 31, 2019 | 154 |
| -16.55% | Apr 30, 2019 | 113 | Oct 8, 2019 | 89 | Feb 14, 2020 | 202 |
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 8 assets, with an effective number of assets of 8.00, 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 | LLY | ANF | VST | ENSG | GDDY | MLI | META | AVGO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.36 | 0.38 | 0.40 | 0.43 | 0.54 | 0.58 | 0.62 | 0.66 | 0.79 |
| LLY | 0.36 | 1.00 | 0.10 | 0.17 | 0.23 | 0.18 | 0.17 | 0.22 | 0.21 | 0.39 |
| ANF | 0.38 | 0.10 | 1.00 | 0.21 | 0.23 | 0.22 | 0.35 | 0.22 | 0.25 | 0.61 |
| VST | 0.40 | 0.17 | 0.21 | 1.00 | 0.22 | 0.24 | 0.29 | 0.24 | 0.28 | 0.53 |
| ENSG | 0.43 | 0.23 | 0.23 | 0.22 | 1.00 | 0.29 | 0.39 | 0.24 | 0.25 | 0.54 |
| GDDY | 0.54 | 0.18 | 0.22 | 0.24 | 0.29 | 1.00 | 0.28 | 0.44 | 0.38 | 0.57 |
| MLI | 0.58 | 0.17 | 0.35 | 0.29 | 0.39 | 0.28 | 1.00 | 0.28 | 0.35 | 0.62 |
| META | 0.62 | 0.22 | 0.22 | 0.24 | 0.24 | 0.44 | 0.28 | 1.00 | 0.49 | 0.60 |
| AVGO | 0.66 | 0.21 | 0.25 | 0.28 | 0.25 | 0.38 | 0.35 | 0.49 | 1.00 | 0.62 |
| Portfolio | 0.79 | 0.39 | 0.61 | 0.53 | 0.54 | 0.57 | 0.62 | 0.60 | 0.62 | 1.00 |