magic - 13 august 2024
FANG TMUS TRGP WMT RSG GWW RTX TT VLTO MSI APH REGN AVGO
Asset Allocation
| Position | Category/Sector | 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% |
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 Quarterly
The earliest data available for this chart is Oct 12, 2012, corresponding to the inception date of FANG
Returns By Period
As of Sep 17, 2024, the magic - 13 august 2024 returned 39.86% Year-To-Date and 22.72% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| magic - 13 august 2024 | 38.32% | 1.42% | 20.07% | 49.21% | 29.78% | 22.58% |
| Portfolio components: | ||||||
RSG Republic Services, Inc. | 23.03% | -0.75% | 7.83% | 37.15% | 20.51% | 20.15% |
WMT Walmart Inc. | 51.03% | 7.01% | 29.94% | 46.24% | 16.87% | 14.20% |
TRGP Targa Resources Corp. | 78.15% | 6.71% | 41.02% | 81.74% | 33.87% | 6.15% |
FANG Diamondback Energy, Inc. | 20.48% | -7.73% | -4.61% | 22.16% | 18.11% | 11.56% |
REGN Regeneron Pharmaceuticals, Inc. | 30.57% | -2.76% | 19.00% | 39.08% | 32.12% | 12.35% |
MSI Motorola Solutions, Inc. | 41.27% | 4.40% | 27.54% | 54.36% | 23.02% | 23.79% |
AVGO Broadcom Inc. | 46.63% | -1.96% | 32.21% | 94.50% | 45.69% | 37.93% |
Monthly Returns
The table below presents the monthly returns of magic - 13 august 2024, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 3.59% | 7.78% | 4.92% | -1.56% | 4.38% | 6.16% | 1.57% | 7.93% | 38.32% | ||||
| 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% |
| 2020 | -1.72% | -3.94% | -12.70% | 18.20% | 6.96% | 0.77% | 2.80% | 5.48% | -2.42% | -2.78% | 14.74% | 2.55% | 27.10% |
| 2019 | 6.85% | 4.50% | 0.75% | 1.94% | -3.31% | 7.80% | -0.14% | 0.96% | -1.30% | 0.77% | 2.70% | 2.49% | 26.16% |
| 2018 | 3.35% | -5.20% | 0.01% | -0.94% | -0.40% | 4.81% | 3.28% | 3.81% | 1.83% | -3.74% | 2.45% | -5.70% | 2.87% |
| 2017 | 0.57% | 3.79% | 3.88% | 0.51% | 2.37% | 0.11% | 3.94% | -0.93% | -0.14% | 3.82% | 3.65% | 2.78% | 27.03% |
| 2016 | -0.89% | 2.31% | 5.42% | 2.09% | 3.14% | 0.62% | 2.48% | 2.53% | 1.18% | -2.88% | 6.78% | 0.90% | 26.00% |
| 2015 | -0.59% | 5.28% | 1.12% | -2.19% | 0.94% | -3.57% | 2.46% | -3.92% | -0.83% | 2.90% | 0.27% | -0.88% | 0.58% |
| 2014 | -2.18% | 8.19% | 0.79% | 2.49% | 2.56% | 3.83% | -1.49% | 4.75% | 0.83% | -0.40% | 4.14% | 1.41% | 27.40% |
| 2013 | 7.50% | 0.58% | 7.14% | 0.98% | 5.23% | -1.09% | 3.94% | -2.23% | 7.36% | 3.99% | 3.07% | 1.23% | 44.14% |
Expense Ratio
magic - 13 august 2024 has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of magic - 13 august 2024 is 98, placing it in the top 2% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
RSG Republic Services, Inc. | 2.58 | 3.21 | 1.49 | 4.21 | 17.07 |
WMT Walmart Inc. | 2.43 | 3.31 | 1.51 | 4.18 | 12.38 |
TRGP Targa Resources Corp. | 3.70 | 4.59 | 1.58 | 6.01 | 25.08 |
FANG Diamondback Energy, Inc. | 0.89 | 1.42 | 1.17 | 1.18 | 3.60 |
REGN Regeneron Pharmaceuticals, Inc. | 2.23 | 3.22 | 1.38 | 3.54 | 11.01 |
MSI Motorola Solutions, Inc. | 3.24 | 4.52 | 1.62 | 6.59 | 23.66 |
AVGO Broadcom Inc. | 2.07 | 2.69 | 1.35 | 3.73 | 11.60 |
Dividends
Dividend yield
magic - 13 august 2024 granted a 1.46% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| magic - 13 august 2024 | 1.46% | 1.64% | 2.01% | 1.28% | 1.88% | 1.97% | 2.19% | 1.89% | 2.04% | 2.51% | 1.77% | 1.88% |
| Portfolio components: | ||||||||||||
RSG Republic Services, Inc. | 1.06% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% | 2.68% | 2.98% |
WMT Walmart Inc. | 1.03% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
TRGP Targa Resources Corp. | 1.64% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.52% | 2.33% |
FANG Diamondback Energy, Inc. | 5.99% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
REGN Regeneron Pharmaceuticals, 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% |
MSI Motorola Solutions, Inc. | 0.89% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% | 1.69% |
AVGO Broadcom Inc. | 1.25% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
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.
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 0.15%.
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 |
| -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 |
| -13.41% | Nov 12, 2018 | 29 | Dec 24, 2018 | 31 | Feb 8, 2019 | 60 |
Volatility
Volatility Chart
The current magic - 13 august 2024 volatility is 3.74%, 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.
Diversification
Asset Correlations Table
| WMT | REGN | FANG | TRGP | RSG | AVGO | MSI | |
|---|---|---|---|---|---|---|---|
| WMT | 1.00 | 0.21 | 0.10 | 0.14 | 0.34 | 0.22 | 0.29 |
| REGN | 0.21 | 1.00 | 0.16 | 0.16 | 0.22 | 0.30 | 0.28 |
| FANG | 0.10 | 0.16 | 1.00 | 0.57 | 0.15 | 0.26 | 0.23 |
| TRGP | 0.14 | 0.16 | 0.57 | 1.00 | 0.21 | 0.29 | 0.27 |
| RSG | 0.34 | 0.22 | 0.15 | 0.21 | 1.00 | 0.27 | 0.44 |
| AVGO | 0.22 | 0.30 | 0.26 | 0.29 | 0.27 | 1.00 | 0.41 |
| MSI | 0.29 | 0.28 | 0.23 | 0.27 | 0.44 | 0.41 | 1.00 |