MAGFAN Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

MAGFAN Portfolio

Last updated Jul 22, 2024

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%

Benchmark

S&P 500

Rebalance portfolio

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

MAGFAN Portfolio

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Jul 22, 2024, the MAGFAN Portfolio returned 43.12% Year-To-Date and 35.43% 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	13.78%	-0.38%	11.47%	18.82%	12.44%	10.64%
MAGFAN Portfolio	39.58%	-2.98%	27.85%	56.24%	36.46%	35.33%
Portfolio components:
MSFT Microsoft Corporation	14.47%	-4.19%	6.93%	23.16%	26.14%	27.53%
GOOG Alphabet Inc.	23.87%	-3.55%	16.11%	42.17%	22.88%	19.55%
AAPL Apple Inc	13.81%	5.00%	12.66%	13.47%	34.37%	26.10%
META Meta Platforms, Inc.	30.58%	-7.54%	18.31%	56.97%	18.33%	19.96%
AMZN Amazon.com, Inc.	19.01%	-2.55%	15.27%	40.04%	13.28%	27.35%
NVDA NVIDIA Corporation	130.74%	-3.27%	86.21%	150.19%	92.64%	75.22%

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%							39.58%
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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of MAGFAN Portfolio is 90, placing it in the top 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

MAGFAN Portfolio

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

MAGFAN Portfolio

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MSFT Microsoft Corporation	1.25	1.72	1.22	1.94	5.78
GOOG Alphabet Inc.	1.56	2.07	1.30	2.33	9.47
AAPL Apple Inc	0.62	1.03	1.12	0.84	1.67
META Meta Platforms, Inc.	1.58	2.40	1.31	2.26	9.09
AMZN Amazon.com, Inc.	1.45	2.20	1.26	1.12	8.16
NVDA NVIDIA Corporation	3.35	3.74	1.47	7.89	21.82

Sharpe Ratio

The current MAGFAN Portfolio Sharpe ratio is 2.43. 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 1.33 to 2.11, 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 MAGFAN Portfolio 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.

MAGFAN Portfolio

Benchmark (^GSPC)

Portfolio components

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	0.68%	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.	0.11%	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	0.44%	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.	0.22%	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.

MAGFAN Portfolio

Benchmark (^GSPC)

Portfolio components

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 8.31%.

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
-16.3%	Sep 3, 2020	14	Sep 23, 2020	85	Jan 26, 2021	99

Volatility

Volatility Chart

The current MAGFAN Portfolio volatility is 8.42%, 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.

MAGFAN Portfolio

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.

	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	0.66
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	0.66	0.67	0.69	1.00

The correlation results are calculated based on daily price changes starting from Apr 4, 2014