MAGFAN Portfolio
MAGFAN portfolio consists of six top-performing tech stocks in the market, namely, Microsoft, Apple, Google, Facebook, Amazon, and Nvidia.
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc | Technology | 13% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 17% |
GOOG Alphabet Inc. | Communication Services | 17% |
META Meta Platforms, Inc. | Communication Services | 17% |
MSFT Microsoft Corporation | Technology | 18% |
NVDA NVIDIA Corporation | Technology | 18% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MAGFAN Portfolio, 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 Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Aug 30, 2024, the MAGFAN Portfolio returned 40.63% Year-To-Date and 35.01% 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 | 17.24% | 2.86% | 9.73% | 23.86% | 13.86% | 10.83% |
MAGFAN Portfolio | 40.63% | -0.38% | 14.59% | 52.52% | 37.91% | 34.92% |
Portfolio components: | ||||||
MSFT Microsoft Corporation | 10.46% | -1.07% | -0.21% | 26.99% | 25.76% | 26.83% |
GOOG Alphabet Inc. | 16.08% | -5.63% | 18.47% | 19.10% | 22.52% | 19.02% |
AAPL Apple Inc | 19.81% | 3.59% | 28.22% | 22.94% | 35.50% | 25.98% |
META Meta Platforms, Inc. | 46.71% | 9.14% | 3.27% | 75.50% | 22.90% | 21.13% |
AMZN Amazon.com, Inc. | 13.28% | -7.95% | -3.42% | 24.72% | 14.18% | 26.02% |
NVDA NVIDIA Corporation | 137.48% | 0.49% | 42.93% | 138.32% | 95.34% | 74.05% |
Monthly Returns
The table below presents the monthly returns of MAGFAN Portfolio, 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 | 7.06% | 13.03% | 4.54% | -3.26% | 10.24% | 8.86% | -3.89% | 40.63% | |||||
2023 | 18.16% | 4.31% | 16.24% | 4.87% | 14.71% | 6.55% | 5.83% | -0.01% | -5.83% | 0.14% | 10.64% | 3.94% | 110.76% |
2022 | -8.55% | -6.74% | 5.94% | -17.56% | -2.31% | -10.72% | 13.17% | -6.62% | -13.59% | -3.86% | 10.35% | -9.58% | -43.09% |
2021 | 0.24% | 1.38% | 2.49% | 11.10% | -0.24% | 10.06% | 2.53% | 7.39% | -7.56% | 9.75% | 6.99% | -1.24% | 49.96% |
2020 | 4.65% | -2.85% | -5.42% | 17.59% | 7.71% | 7.19% | 9.72% | 15.42% | -7.24% | -1.59% | 6.70% | 1.82% | 63.96% |
2019 | 10.95% | 1.79% | 7.97% | 7.14% | -10.79% | 8.82% | 3.79% | -2.01% | 1.30% | 7.08% | 5.32% | 4.89% | 54.55% |
2018 | 13.78% | -0.56% | -5.44% | 2.18% | 8.79% | 0.18% | 2.78% | 9.01% | -1.17% | -12.62% | -5.53% | -9.76% | -1.71% |
2017 | 6.25% | 2.22% | 4.22% | 3.23% | 10.34% | -2.34% | 6.45% | 3.12% | 0.05% | 10.66% | 0.98% | -0.33% | 54.02% |
2016 | -4.47% | -2.94% | 9.21% | -2.41% | 10.89% | -2.58% | 11.33% | 2.63% | 5.15% | 1.03% | 2.51% | 5.00% | 39.46% |
2015 | -0.05% | 8.32% | -2.59% | 5.99% | 0.22% | -2.11% | 9.54% | -1.58% | 1.54% | 16.15% | 5.11% | 0.61% | 47.45% |
2014 | -1.99% | 4.60% | 2.47% | 0.61% | 6.00% | -0.44% | -0.08% | 5.24% | -4.17% | 12.39% |
Expense Ratio
MAGFAN Portfolio 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 MAGFAN Portfolio is 83, placing it in the top 17% 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 | |
---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.35 | 1.83 | 1.24 | 1.73 | 5.70 |
GOOG Alphabet Inc. | 0.76 | 1.13 | 1.16 | 1.14 | 3.28 |
AAPL Apple Inc | 1.13 | 1.71 | 1.21 | 1.53 | 3.36 |
META Meta Platforms, Inc. | 2.02 | 2.90 | 1.39 | 3.02 | 12.30 |
AMZN Amazon.com, Inc. | 0.97 | 1.47 | 1.19 | 0.77 | 4.31 |
NVDA NVIDIA Corporation | 2.82 | 3.27 | 1.41 | 5.22 | 16.24 |
Dividends
Dividend yield
MAGFAN Portfolio granted a 0.24% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
MAGFAN Portfolio | 0.24% | 0.20% | 0.30% | 0.20% | 0.27% | 0.40% | 0.62% | 0.58% | 0.76% | 0.88% | 0.96% | 1.09% |
Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOG Alphabet Inc. | 0.12% | 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. | 0.19% | 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% |
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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the MAGFAN Portfolio. 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 MAGFAN Portfolio was 49.46%, occurring on Nov 3, 2022. Recovery took 153 trading sessions.
The current MAGFAN Portfolio drawdown is 9.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-49.46% | Nov 22, 2021 | 240 | Nov 3, 2022 | 153 | Jun 15, 2023 | 393 |
-31.41% | Sep 4, 2018 | 78 | Dec 24, 2018 | 203 | Oct 15, 2019 | 281 |
-29.49% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
-16.82% | Dec 30, 2015 | 28 | Feb 9, 2016 | 44 | Apr 13, 2016 | 72 |
-16.7% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current MAGFAN Portfolio volatility is 8.05%, 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
NVDA | AAPL | META | AMZN | MSFT | GOOG | |
---|---|---|---|---|---|---|
NVDA | 1.00 | 0.52 | 0.51 | 0.53 | 0.58 | 0.52 |
AAPL | 0.52 | 1.00 | 0.51 | 0.56 | 0.62 | 0.58 |
META | 0.51 | 0.51 | 1.00 | 0.61 | 0.58 | 0.65 |
AMZN | 0.53 | 0.56 | 0.61 | 1.00 | 0.64 | 0.67 |
MSFT | 0.58 | 0.62 | 0.58 | 0.64 | 1.00 | 0.69 |
GOOG | 0.52 | 0.58 | 0.65 | 0.67 | 0.69 | 1.00 |