magic - 13 august 2024 | PortfoliosLab

Asset Allocation

Position	Category/Sector	Target Weight
AVGO Broadcom Inc.	Technology	10%
FANG Diamondback Energy, Inc.	Energy	10%
MSI Motorola Solutions, Inc.	Technology	15%
REGN Regeneron Pharmaceuticals, Inc.	Healthcare	10%
RSG Republic Services, Inc.	Industrials	25%
TRGP Targa Resources Corp.	Energy	5%
WMT Walmart Inc.	Consumer Defensive	25%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in magic - 13 august 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 12, 2012, corresponding to the inception date of FANG

Returns By Period

As of Apr 2, 2026, the magic - 13 august 2024 returned 10.88% Year-To-Date and 24.43% of annualized return in the last 10 years.

	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 - 13 august 2024	0.72%	-1.40%	10.88%	15.04%	24.14%	29.85%	27.00%	24.43%
Portfolio components:
RSG Republic Services, Inc.	1.44%	-3.64%	5.92%	0.86%	-7.83%	19.30%	18.99%	18.99%
WMT Walmart Inc.	0.84%	-1.46%	13.14%	24.19%	41.38%	37.98%	24.34%	20.62%
TRGP Targa Resources Corp.	-0.16%	0.14%	33.12%	52.01%	21.59%	51.39%	53.14%	30.19%
FANG Diamondback Energy, Inc.	1.71%	9.86%	29.74%	37.15%	23.33%	14.46%	24.15%	12.97%
REGN Regeneron Pharmaceuticals, Inc.	-1.98%	-0.63%	-1.18%	27.29%	22.44%	-2.45%	10.06%	6.59%
MSI Motorola Solutions, Inc.	1.11%	-8.35%	14.82%	-1.44%	1.55%	16.70%	19.85%	20.95%
AVGO Broadcom Inc.	0.34%	0.44%	-8.93%	-6.61%	84.26%	72.07%	48.84%	38.50%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 15, 2012, magic - 13 august 2024's average daily return is +0.09%, while the average monthly return is +1.87%. At this rate, your investment would double in approximately 3.1 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +18.2%, while the worst month was Mar 2020 at -12.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, magic - 13 august 2024 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.5%, while the worst single day was Mar 12, 2020 at -10.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.50%	8.28%	-1.77%	0.72%									10.88%
2025	3.97%	0.91%	-4.34%	2.23%	1.40%	1.76%	0.81%	2.26%	1.01%	-1.93%	6.81%	-1.49%	13.77%
2024	3.59%	7.78%	4.92%	-1.56%	4.38%	6.16%	1.57%	7.93%	-0.96%	-1.18%	7.67%	-1.72%	45.06%
2023	1.32%	0.54%	5.18%	2.86%	-1.17%	6.20%	2.06%	1.35%	-1.91%	1.80%	5.29%	3.19%	29.82%
2022	-4.31%	-0.92%	9.43%	-3.44%	-1.22%	-8.27%	7.97%	1.12%	-3.75%	8.73%	5.92%	-5.09%	4.26%
2021	0.24%	1.07%	6.57%	4.10%	3.72%	4.87%	1.07%	6.01%	-1.95%	9.30%	-1.54%	5.74%	46.13%

Benchmark Metrics

magic - 13 august 2024 has an annualized alpha of 13.34%, beta of 0.81, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since October 15, 2012.

This portfolio captured 109.78% of S&P 500 Index gains but only 46.83% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 13.34% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 13.34%

Beta: 0.81

R²: 0.69

Upside Capture: 109.78%

Downside Capture: 46.83%

Expense Ratio

magic - 13 august 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.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

magic - 13 august 2024 ranks 71 for risk / return — better than 71% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.49	0.88	+0.61
Sortino ratio Return per unit of downside risk	2.18	1.37	+0.81
Omega ratio Gain probability vs. loss probability	1.33	1.21	+0.12
Calmar ratio Return relative to maximum drawdown	2.26	1.39	+0.87
Martin ratio Return relative to average drawdown	11.95	6.43	+5.51
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
RSG Republic Services, Inc.	24	-0.42	-0.45	0.94	-0.35	-0.60
WMT Walmart Inc.	87	1.72	2.65	1.33	3.92	10.75
TRGP Targa Resources Corp.	56	0.63	0.98	1.14	0.83	1.44
FANG Diamondback Energy, Inc.	58	0.60	1.03	1.14	0.91	2.30
REGN Regeneron Pharmaceuticals, Inc.	59	0.56	0.97	1.14	1.07	2.72
MSI Motorola Solutions, Inc.	38	0.07	0.24	1.04	0.07	0.15
AVGO Broadcom Inc.	84	1.76	2.49	1.32	3.08	7.50

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

magic - 13 august 2024 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.49
5-Year: 1.81
10-Year: 1.43
All Time: 1.45

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of magic - 13 august 2024 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

magic - 13 august 2024 provided a 1.04% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.04%	1.15%	1.24%	1.64%	2.01%	1.28%	1.88%	1.97%	2.19%	1.89%	2.04%	2.51%
Portfolio components:
RSG Republic Services, Inc.	1.10%	1.12%	0.82%	1.25%	1.48%	1.27%	1.72%	1.74%	2.00%	1.97%	2.17%	2.64%
WMT Walmart Inc.	0.76%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%
TRGP Targa Resources Corp.	1.64%	2.03%	1.54%	2.13%	1.90%	0.77%	4.59%	8.92%	10.11%	7.52%	6.49%	12.53%
FANG Diamondback Energy, Inc.	2.09%	2.66%	5.06%	5.15%	6.55%	1.62%	3.10%	0.74%	0.40%	0.00%	0.00%	0.00%
REGN Regeneron Pharmaceuticals, Inc.	0.47%	0.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSI Motorola Solutions, Inc.	1.05%	1.17%	0.87%	1.16%	1.26%	1.07%	1.55%	1.46%	1.85%	2.14%	2.05%	2.09%
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%

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 - 13 august 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 - 13 august 2024 was 27.19%, occurring on Mar 23, 2020. Recovery took 47 trading sessions.

The current magic - 13 august 2024 drawdown is 2.33%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-27.19%	Feb 20, 2020	23	Mar 23, 2020	47	May 29, 2020	70
-17.19%	Apr 21, 2022	41	Jun 17, 2022	104	Nov 15, 2022	145
-15.96%	Feb 6, 2025	43	Apr 8, 2025	74	Jul 25, 2025	117
-14.28%	Mar 23, 2015	210	Jan 20, 2016	48	Mar 30, 2016	258
-13.83%	Jun 9, 2020	14	Jun 26, 2020	95	Nov 10, 2020	109

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 5.56, 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

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

	Benchmark	REGN	WMT	FANG	TRGP	RSG	AVGO	MSI	Portfolio
Benchmark	1.00	0.41	0.39	0.38	0.43	0.47	0.64	0.57	0.75
REGN	0.41	1.00	0.20	0.15	0.15	0.21	0.27	0.25	0.50
WMT	0.39	0.20	1.00	0.09	0.14	0.34	0.19	0.30	0.56
FANG	0.38	0.15	0.09	1.00	0.56	0.14	0.23	0.22	0.53
TRGP	0.43	0.15	0.14	0.56	1.00	0.21	0.27	0.27	0.53
RSG	0.47	0.21	0.34	0.14	0.21	1.00	0.22	0.43	0.59
AVGO	0.64	0.27	0.19	0.23	0.27	0.22	1.00	0.38	0.58
MSI	0.57	0.25	0.30	0.22	0.27	0.43	0.38	1.00	0.64
Portfolio	0.75	0.50	0.56	0.53	0.53	0.59	0.58	0.64	1.00

The correlation results are calculated based on daily price changes starting from Oct 15, 2012

magic - 13 august 2024

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table