magic - 13 august 2024 | PortfoliosLab

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

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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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Returns By Period

As of Jun 13, 2026, the magic - 13 august 2024 returned 8.18% Year-To-Date and 23.63% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio magic - 13 august 2024	0.37%	-5.10%	8.18%	7.05%	17.58%	27.35%	24.11%	23.63%
Portfolio components:
AVGO Broadcom Inc.	-0.91%	-13.12%	10.62%	6.58%	54.87%	67.17%	55.09%	40.96%
FANG Diamondback Energy, Inc.	0.28%	-4.06%	29.28%	24.04%	27.23%	18.15%	22.17%	10.83%
MSI Motorola Solutions, Inc.	0.46%	3.24%	7.83%	13.71%	1.85%	15.02%	15.56%	21.65%
REGN Regeneron Pharmaceuticals, Inc.	0.11%	-14.00%	-20.48%	-17.20%	16.30%	-7.00%	3.27%	5.35%
RSG Republic Services, Inc.	0.89%	0.59%	-0.38%	-1.18%	-15.54%	14.95%	15.35%	17.46%
TRGP Targa Resources Corp.	1.20%	1.91%	49.23%	50.30%	59.50%	60.15%	45.14%	26.71%
WMT Walmart Inc.	0.45%	-8.62%	9.07%	4.13%	29.24%	34.18%	22.42%	19.77%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 12, 2012, magic - 13 august 2024's average daily return is +0.09%, while the average monthly return is +1.83%. At this rate, an investment would double in approximately 3.2 years.

Historically, 70% of months were positive and 30% 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%	4.06%	-6.15%	0.62%							8.18%
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 12.24%, beta of 0.81, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since October 12, 2012.

This portfolio captured 103.45% of S&P 500 Index gains but only 45.95% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 12.24% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 12.24%

Beta: 0.81

R²: 0.68

Upside Capture: 103.45%

Downside Capture: 45.95%

See how alpha, beta & R² have trended over time →

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 31 for risk / return — below 31% 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.

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

The table below presents risk-adjusted performance metrics for magic - 13 august 2024 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.51	1.86	-0.35
Sortino ratioReturn per unit of downside risk	2.19	2.53	-0.35
Omega ratioGain probability vs. loss probability	1.27	1.34	-0.07
Calmar ratioReturn relative to maximum drawdown	2.61	2.53	+0.07
Martin ratioReturn relative to average drawdown	7.75	11.37	-3.62

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AVGO Broadcom Inc.	73	1.11	1.69	1.22	1.77	4.11
FANG Diamondback Energy, Inc.	73	1.02	1.52	1.18	2.56	4.99
MSI Motorola Solutions, Inc.	40	0.04	0.21	1.03	0.04	0.07
REGN Regeneron Pharmaceuticals, Inc.	58	0.55	1.00	1.12	0.70	2.16
RSG Republic Services, Inc.	11	-0.85	-1.10	0.87	-0.77	-1.28
TRGP Targa Resources Corp.	90	2.39	2.98	1.37	4.00	13.02
WMT Walmart Inc.	75	1.22	1.79	1.23	1.83	5.82

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.

The current magic - 13 august 2024 Sharpe ratio is 1.51 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

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.

Position	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:
AVGO Broadcom Inc.	0.65%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
FANG Diamondback Energy, Inc.	2.16%	2.66%	5.06%	5.15%	6.55%	1.62%	3.10%	0.74%	0.40%	0.00%	0.00%	0.00%
MSI Motorola Solutions, Inc.	0.85%	1.17%	0.87%	1.16%	1.26%	1.07%	1.55%	1.46%	1.85%	2.14%	2.05%	2.09%
REGN Regeneron Pharmaceuticals, Inc.	0.59%	0.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RSG Republic Services, Inc.	1.17%	1.12%	0.82%	1.25%	1.48%	1.27%	1.72%	1.74%	2.00%	1.97%	2.17%	2.64%
TRGP Targa Resources Corp.	1.56%	2.03%	1.54%	2.13%	1.90%	0.77%	4.59%	8.92%	10.11%	7.52%	6.49%	12.53%
WMT Walmart Inc.	0.80%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%

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 6.15%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-27.19%Mar 2020	1mo 2d	2mo 7d	3mo 9dFeb 2020 - May 2020
Bear market2022	-17.19%Jun 2022	1mo 27d	5mo 1d	6mo 28dApr 2022 - Nov 2022
2025 selloff2025	-15.96%Apr 2025	2mo 1d	3mo 18d	5mo 19dFeb 2025 - Jul 2025
2016 correction2016	-14.28%Jan 2016	10mo 3d	2mo 10d	1y 8dMar 2015 - Mar 2016
2020 correction2020	-13.83%Jun 2020	17d	4mo 17d	5mo 4dJun 2020 - Nov 2020

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. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	2.31	1.85	1.74	1.65	1.66

The portfolio has a diversification ratio of 1.66, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

magic - 13 august 2024 correlation to the S&P 500 Index

magic - 13 august 2024 has a 0.25 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.55
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (10Y) Calculated over the trailing 10-year period	0.72
Correlation (All Time) Calculated using the full available price history since Oct 12, 2012	0.74

Benchmark Correlations

Correlation vs. S&P 500 Index. AVGO has the highest benchmark correlation at 0.64, while FANG has the lowest at 0.37.

0.37

0.38

0.41

0.43

0.45

0.56

0.64

Portfolio Correlations

Correlation vs. magic - 13 august 2024. MSI has the highest portfolio correlation at 0.64, while REGN has the lowest at 0.50.

0.50

0.52

0.53

0.55

0.57

0.59

0.64

Asset Correlations Table

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

	REGN	WMT	FANG	TRGP	RSG	AVGO	MSI
REGN	1.00	0.20	0.15	0.14	0.21	0.26	0.25
WMT	0.20	1.00	0.09	0.14	0.34	0.18	0.29
FANG	0.15	0.09	1.00	0.56	0.14	0.23	0.22
TRGP	0.14	0.14	0.56	1.00	0.21	0.26	0.27
RSG	0.21	0.34	0.14	0.21	1.00	0.21	0.42
AVGO	0.26	0.18	0.23	0.26	0.21	1.00	0.38
MSI	0.25	0.29	0.22	0.27	0.42	0.38	1.00

The correlation results are calculated based on daily price changes starting from Oct 12, 2012

Diversification Analysis

Find what magic - 13 august 2024 is missing

See which holdings overlap, where magic - 13 august 2024 is concentrated, and which low-correlation assets could fill the gaps.

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