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MAGFAN Portfolio

Last updated Mar 2, 2024

MAGFAN portfolio consists of six top-performing tech stocks in the market, namely, Microsoft, Apple, Google, Facebook, Amazon, and Nvidia.

Asset Allocation


MSFT 18%NVDA 18%GOOG 17%META 17%AMZN 17%AAPL 13%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology

18%

NVDA
NVIDIA Corporation
Technology

18%

GOOG
Alphabet Inc.
Communication Services

17%

META
Meta Platforms, Inc.
Communication Services

17%

AMZN
Amazon.com, Inc.
Consumer Cyclical

17%

AAPL
Apple Inc.
Technology

13%

S&P 500

Performance

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


0.00%500.00%1,000.00%1,500.00%2,000.00%OctoberNovemberDecember2024FebruaryMarch
1,849.94%
171.98%
MAGFAN Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
MAGFAN Portfolio22.25%14.19%32.90%109.06%37.32%N/A
MSFT
Microsoft Corporation
10.70%4.70%26.91%66.82%31.17%29.07%
GOOG
Alphabet Inc.
-2.02%-2.62%0.94%49.58%19.35%N/A
AAPL
Apple Inc.
-6.57%-2.45%-4.93%23.79%33.69%26.85%
META
Meta Platforms, Inc.
42.06%28.89%69.66%188.11%25.40%22.05%
AMZN
Amazon.com, Inc.
17.30%14.83%29.03%93.44%16.36%25.68%
NVDA
NVIDIA Corporation
66.15%33.73%69.64%253.07%84.24%68.95%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20247.06%12.96%
2023-0.01%-5.83%0.14%10.64%3.94%

Sharpe Ratio

The current MAGFAN Portfolio Sharpe ratio is 4.67. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.004.67

The Sharpe ratio of MAGFAN Portfolio 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00OctoberNovemberDecember2024FebruaryMarch
4.67
2.44
MAGFAN Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

MAGFAN Portfolio granted a 0.21% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MAGFAN Portfolio0.21%0.20%0.30%0.20%0.27%0.40%0.62%0.58%0.76%0.89%0.97%1.09%
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%
GOOG
Alphabet 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%
AAPL
Apple Inc.
0.53%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.
0.10%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%0.29%0.45%1.20%1.70%1.94%

Expense Ratio

The 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
MAGFAN Portfolio
4.67
MSFT
Microsoft Corporation
3.10
GOOG
Alphabet Inc.
1.88
AAPL
Apple Inc.
1.27
META
Meta Platforms, Inc.
5.10
AMZN
Amazon.com, Inc.
3.07
NVDA
NVIDIA Corporation
5.65

Asset Correlations Table

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

NVDAAAPLMETAAMZNMSFTGOOG
NVDA1.000.540.510.550.590.54
AAPL0.541.000.530.570.630.59
META0.510.531.000.610.570.66
AMZN0.550.570.611.000.640.68
MSFT0.590.630.570.641.000.69
GOOG0.540.590.660.680.691.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.46%Nov 22, 2021240Nov 3, 2022153Jun 15, 2023393
-31.41%Sep 4, 201878Dec 24, 2018203Oct 15, 2019281
-29.49%Feb 20, 202018Mar 16, 202039May 11, 202057
-16.82%Dec 30, 201528Feb 9, 201644Apr 13, 201672
-16.3%Sep 3, 202014Sep 23, 202085Jan 26, 202199

Volatility Chart

The current MAGFAN Portfolio volatility is 9.09%, 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%OctoberNovemberDecember2024FebruaryMarch
9.09%
3.47%
MAGFAN Portfolio
Benchmark (^GSPC)
Portfolio components
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