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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%

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


-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
25.21%
11.33%
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 Dec 11, 2024, the Magnificent 7 returned 66.35% Year-To-Date and 39.43% of annualized return in the last 10 years.


YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500
26.52%0.66%12.27%30.56%13.80%11.69%
Magnificent 766.35%6.05%25.21%71.45%46.03%39.43%
TSLA
Tesla, Inc.
61.38%14.57%126.18%69.19%76.18%40.18%
AMZN
Amazon.com, Inc.
48.11%8.80%20.41%52.59%20.74%30.87%
GOOGL
Alphabet Inc.
33.04%2.79%4.41%40.24%22.61%21.76%
AAPL
Apple Inc
29.32%10.50%16.55%27.87%30.15%26.14%
META
Meta Platforms, Inc.
75.50%6.20%21.95%85.86%26.31%23.15%
MSFT
Microsoft Corporation
18.78%6.27%0.90%19.30%24.68%27.17%
NVDA
NVIDIA Corporation
172.82%-7.01%7.90%183.50%89.65%76.33%

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%-0.50%-0.54%6.71%-0.22%8.78%66.35%
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%-12.22%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%-2.98%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%11.07%5.37%0.66%41.44%
20142.64%11.21%-6.00%-0.43%4.17%4.17%-0.41%8.07%-1.90%0.01%4.84%-5.01%21.90%
20133.98%-1.70%0.97%10.46%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 rank of Magnificent 7 is 72, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Magnificent 7 is 7272
Overall Rank
The Sharpe Ratio Rank of Magnificent 7 is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of Magnificent 7 is 7878
Sortino Ratio Rank
The Omega Ratio Rank of Magnificent 7 is 7979
Omega Ratio Rank
The Calmar Ratio Rank of Magnificent 7 is 7070
Calmar Ratio Rank
The Martin Ratio Rank of Magnificent 7 is 4848
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.


Sharpe ratio
The chart of Sharpe ratio for Magnificent 7, currently valued at 2.94, compared to the broader market-6.00-4.00-2.000.002.004.002.942.54
The chart of Sortino ratio for Magnificent 7, currently valued at 3.60, compared to the broader market-6.00-4.00-2.000.002.004.006.003.603.39
The chart of Omega ratio for Magnificent 7, currently valued at 1.49, compared to the broader market0.501.001.501.491.47
The chart of Calmar ratio for Magnificent 7, currently valued at 3.95, compared to the broader market0.005.0010.003.953.66
The chart of Martin ratio for Magnificent 7, currently valued at 12.89, compared to the broader market0.0010.0020.0030.0040.0050.0012.8916.25
Magnificent 7
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.
1.041.831.220.992.82
AMZN
Amazon.com, Inc.
1.912.571.332.348.82
GOOGL
Alphabet Inc.
1.391.921.261.704.13
AAPL
Apple Inc
1.211.831.231.643.84
META
Meta Platforms, Inc.
2.393.281.464.7014.56
MSFT
Microsoft Corporation
0.991.361.181.252.89
NVDA
NVIDIA Corporation
3.533.691.476.8221.57

The current Magnificent 7 Sharpe ratio is 2.94. 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 1.81 to 2.65, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.94
2.54
Magnificent 7
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Magnificent 7 provided a 0.24% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.24%0.18%0.27%0.18%0.24%0.36%0.56%0.52%0.68%0.78%0.84%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.
0.32%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
0.40%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.
0.24%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
0.69%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
0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember0
-0.91%
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.


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
-17.87%Jul 11, 202420Aug 7, 202464Nov 6, 202484

Volatility

Volatility Chart

The current Magnificent 7 volatility is 5.07%, 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%12.00%JulyAugustSeptemberOctoberNovemberDecember
5.07%
2.24%
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.

TSLAAAPLNVDAMETAAMZNMSFTGOOGL
TSLA1.000.370.380.330.390.360.36
AAPL0.371.000.480.450.500.560.53
NVDA0.380.481.000.470.510.560.50
META0.330.450.471.000.560.500.60
AMZN0.390.500.510.561.000.600.65
MSFT0.360.560.560.500.601.000.64
GOOGL0.360.530.500.600.650.641.00
The correlation results are calculated based on daily price changes starting from May 21, 2012
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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