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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
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

14.29%

AMZN
Amazon.com, Inc.
Consumer Cyclical

14.29%

GOOGL
Alphabet Inc.
Communication Services

14.29%

META
Meta Platforms, Inc.
Communication Services

14.29%

MSFT
Microsoft Corporation
Technology

14.29%

NVDA
NVIDIA Corporation
Technology

14.29%

TSLA
Tesla, Inc.
Consumer Cyclical

14.29%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Magnificent 7, 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


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%FebruaryMarchAprilMayJuneJuly
5,630.63%
325.02%
Magnificent 7
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Jul 17, 2024, the Magnificent 7 returned 43.59% Year-To-Date and 37.56% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Magnificent 736.89%1.52%31.86%49.37%45.07%36.84%
TSLA
Tesla, Inc.
-3.73%29.40%12.73%-9.01%69.41%32.30%
AMZN
Amazon.com, Inc.
20.53%0.18%17.89%40.91%13.29%26.14%
GOOGL
Alphabet Inc.
27.33%1.47%21.51%49.21%25.79%19.45%
AAPL
Apple Inc
16.81%4.68%17.40%16.76%35.69%26.82%
META
Meta Platforms, Inc.
34.98%-4.54%24.60%57.93%19.25%21.35%
MSFT
Microsoft Corporation
16.67%-2.07%10.04%27.00%27.44%27.68%
NVDA
NVIDIA Corporation
138.17%-13.02%98.26%159.15%95.17%75.12%

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
20242.03%11.97%2.32%-2.11%8.32%9.21%36.89%
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%1.19%
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%7.78%-2.98%11.27%0.83%4.12%0.34%1.07%5.96%29.62%
2015-0.95%7.23%-3.05%7.75%2.14%-0.43%7.95%-2.50%1.10%11.07%5.37%0.65%41.44%
20142.64%11.21%-6.00%-0.44%4.17%4.17%-0.41%8.07%-1.90%0.01%4.84%-5.01%21.90%
20133.98%-1.70%0.98%10.45%16.72%2.05%13.07%7.03%9.04%4.29%1.26%4.95%98.60%

Expense Ratio

Magnificent 7 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Magnificent 7 is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Magnificent 7 is 7777
Magnificent 7
The Sharpe Ratio Rank of Magnificent 7 is 7474Sharpe Ratio Rank
The Sortino Ratio Rank of Magnificent 7 is 6868Sortino Ratio Rank
The Omega Ratio Rank of Magnificent 7 is 6767Omega Ratio Rank
The Calmar Ratio Rank of Magnificent 7 is 8989Calmar Ratio Rank
The Martin Ratio Rank of Magnificent 7 is 8686Martin 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.


Magnificent 7
Sharpe ratio
The chart of Sharpe ratio for Magnificent 7, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for Magnificent 7, currently valued at 2.62, compared to the broader market-2.000.002.004.006.002.62
Omega ratio
The chart of Omega ratio for Magnificent 7, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for Magnificent 7, currently valued at 3.51, compared to the broader market0.002.004.006.008.0010.003.51
Martin ratio
The chart of Martin ratio for Magnificent 7, currently valued at 13.05, compared to the broader market0.0010.0020.0030.0040.0013.05
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.
-0.34-0.170.98-0.27-0.70
AMZN
Amazon.com, Inc.
1.271.961.230.987.25
GOOGL
Alphabet Inc.
1.662.211.312.2410.04
AAPL
Apple Inc
0.691.141.140.941.86
META
Meta Platforms, Inc.
1.392.191.281.988.10
MSFT
Microsoft Corporation
1.211.681.211.855.57
NVDA
NVIDIA Corporation
3.273.721.467.6121.37

Sharpe Ratio

The current Magnificent 7 Sharpe ratio is 2.38. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.62 to 2.48, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Magnificent 7 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00FebruaryMarchAprilMayJuneJuly
1.92
1.82
Magnificent 7
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Magnificent 7 granted a 0.21% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Magnificent 70.21%0.18%0.27%0.18%0.24%0.36%0.56%0.52%0.68%0.78%0.83%0.95%
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.
0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
META
Meta Platforms, Inc.
0.21%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.67%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-8.31%
-2.86%
Magnificent 7
Benchmark (^GSPC)
Portfolio components

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 3.82%.


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
-27.49%Sep 4, 201878Dec 24, 2018203Oct 15, 2019281
-19.45%Dec 30, 201528Feb 9, 201639Apr 6, 201667
-16.09%Sep 3, 202014Sep 23, 202048Dec 1, 202062

Volatility

Volatility Chart

The current Magnificent 7 volatility is 8.09%, 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.


2.00%4.00%6.00%8.00%10.00%FebruaryMarchAprilMayJuneJuly
8.09%
2.76%
Magnificent 7
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

TSLAMETANVDAAAPLAMZNMSFTGOOGL
TSLA1.000.330.380.380.390.360.36
META0.331.000.470.450.560.500.60
NVDA0.380.471.000.480.510.560.51
AAPL0.380.450.481.000.500.560.54
AMZN0.390.560.510.501.000.590.65
MSFT0.360.500.560.560.591.000.65
GOOGL0.360.600.510.540.650.651.00
The correlation results are calculated based on daily price changes starting from May 21, 2012