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Magnificent 7
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TSLA 14.29%AMZN 14.29%GOOGL 14.29%AAPL 14.29%META 14.29%MSFT 14.29%NVDA 14.29%EquityEquity

Performance

Performance Chart


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The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of May 11, 2025, the Magnificent 7 returned -11.91% Year-To-Date and 35.87% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%7.44%-5.60%8.37%14.12%10.46%
Magnificent 7-11.91%8.76%-6.83%21.45%33.68%35.87%
TSLA
Tesla, Inc.
-26.14%18.17%-7.15%77.04%40.86%33.91%
AMZN
Amazon.com, Inc.
-12.00%6.53%-7.26%2.98%9.93%24.71%
GOOGL
Alphabet Inc Class A
-19.22%-0.05%-14.16%-8.99%17.00%19.05%
AAPL
Apple Inc
-20.63%4.26%-12.43%8.82%21.04%21.59%
META
Meta Platforms, Inc.
1.28%8.46%0.71%24.87%22.88%22.54%
MSFT
Microsoft Corporation
4.30%15.05%4.25%6.59%19.74%26.80%
NVDA
NVIDIA Corporation
-13.13%8.44%-20.97%29.82%71.04%72.60%
*Annualized

Monthly Returns

The table below presents the monthly returns of Magnificent 7, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.33%-8.15%-10.31%0.71%3.75%-11.91%
20242.03%11.97%2.32%-2.11%8.32%9.20%-0.50%-0.54%6.71%-0.22%8.78%6.05%64.54%
202321.09%6.66%13.13%0.94%15.42%9.25%5.29%-0.75%-5.48%-2.78%11.67%3.82%107.05%
2022-8.71%-6.76%8.27%-17.51%-3.87%-10.69%16.11%-6.58%-11.89%-4.96%6.42%-12.43%-44.75%
20211.88%-1.60%2.10%9.95%-2.11%9.75%2.83%7.16%-5.60%14.19%6.18%-1.94%49.55%
202011.93%-2.12%-9.02%22.30%7.57%11.09%13.39%25.68%-9.12%-2.83%12.11%6.06%117.95%
20198.19%2.03%5.39%4.08%-12.21%10.10%4.56%-2.71%2.26%10.48%5.29%8.68%53.93%
201813.26%-0.86%-7.77%3.22%7.29%3.03%0.44%8.47%-2.81%-7.20%-4.30%-8.94%1.18%
20177.97%2.17%5.26%4.53%9.84%-1.21%3.76%4.23%-0.79%8.68%0.02%-0.34%53.09%
2016-6.87%-2.43%10.60%-1.75%7.77%-2.97%11.27%0.83%4.12%0.34%1.07%5.96%29.61%
2015-0.95%7.23%-3.05%7.75%2.14%-0.43%7.95%-2.50%1.10%11.08%5.37%0.66%41.44%
20142.64%11.21%-6.00%-0.43%4.17%4.17%-0.41%8.07%-1.90%0.02%4.84%-5.01%21.90%

Expense Ratio

Magnificent 7 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Magnificent 7 is 52, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Magnificent 7 is 5252
Overall Rank
The Sharpe Ratio Rank of Magnificent 7 is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of Magnificent 7 is 5959
Sortino Ratio Rank
The Omega Ratio Rank of Magnificent 7 is 5454
Omega Ratio Rank
The Calmar Ratio Rank of Magnificent 7 is 5757
Calmar Ratio Rank
The Martin Ratio Rank of Magnificent 7 is 3535
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.
1.031.741.211.152.83
AMZN
Amazon.com, Inc.
0.060.331.040.070.20
GOOGL
Alphabet Inc Class A
-0.32-0.270.97-0.35-0.77
AAPL
Apple Inc
0.250.631.090.280.95
META
Meta Platforms, Inc.
0.701.261.160.792.47
MSFT
Microsoft Corporation
0.280.631.080.340.75
NVDA
NVIDIA Corporation
0.531.051.130.781.94

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.

Magnificent 7 Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.65
  • 5-Year: 1.07
  • 10-Year: 1.22
  • All Time: 1.36

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 0.41 to 0.94, 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 Magnificent 7 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

Magnificent 7 provided a 0.28% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.28%0.26%0.18%0.27%0.18%0.24%0.36%0.56%0.52%0.68%0.78%0.84%
TSLA
Tesla, 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%
AMZN
Amazon.com, 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%
GOOGL
Alphabet Inc Class A
0.52%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc
0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
META
Meta Platforms, Inc.
0.34%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

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 Magnificent 7. 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 Magnificent 7 was 48.84%, occurring on Dec 28, 2022. Recovery took 128 trading sessions.

The current Magnificent 7 drawdown is 17.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.84%Nov 22, 2021277Dec 28, 2022128Jul 5, 2023405
-35.01%Feb 20, 202020Mar 18, 202044May 20, 202064
-29.88%Dec 18, 202475Apr 8, 2025
-27.49%Sep 4, 201878Dec 24, 2018203Oct 15, 2019281
-19.45%Dec 30, 201528Feb 9, 201639Apr 6, 201667

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 7.00, 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

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

^GSPCTSLAMETAAAPLNVDAAMZNMSFTGOOGLPortfolio
^GSPC1.000.450.560.640.610.640.720.690.77
TSLA0.451.000.340.380.390.400.370.370.69
META0.560.341.000.450.480.570.500.600.71
AAPL0.640.380.451.000.470.500.560.530.68
NVDA0.610.390.480.471.000.520.560.510.74
AMZN0.640.400.570.500.521.000.600.650.76
MSFT0.720.370.500.560.560.601.000.650.73
GOOGL0.690.370.600.530.510.650.651.000.74
Portfolio0.770.690.710.680.740.760.730.741.00
The correlation results are calculated based on daily price changes starting from May 21, 2012