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MAGMA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

MAGMA

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

MSFT 20%AAPL 20%GOOGL 20%AMZN 20%META 20%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
20%
AMZN
Amazon.com, Inc.		Consumer Cyclical
20%
GOOGL
Alphabet Inc Class A		Communication Services
20%
META
Meta Platforms, Inc.		Communication Services
20%
MSFT
Microsoft Corporation		Technology
20%

S&P 500

Performance

Performance Chart

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

Returns By Period

As of Jun 2, 2025, the MAGMA returned -3.13% Year-To-Date and 25.26% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%3.96%-2.00%12.02%14.19%10.85%
MAGMA-3.13%5.11%1.74%14.89%21.06%25.26%
Portfolio components:
MSFT
Microsoft Corporation		9.64%5.96%9.13%11.75%21.26%27.46%
AAPL
Apple Inc		-19.60%-2.06%-15.17%4.96%21.05%21.31%
GOOGL
Alphabet Inc Class A		-9.17%4.70%1.89%0.04%19.21%20.07%
AMZN
Amazon.com, Inc.		-6.55%7.91%-1.39%16.19%10.92%25.27%
META
Meta Platforms, Inc.		10.68%8.45%12.93%39.21%23.65%23.25%
*Annualized

Monthly Returns

The table below presents the monthly returns of MAGMA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.30%-6.57%-9.51%-0.85%9.75%-3.13%
20242.83%8.54%1.30%-2.91%6.99%8.05%-3.17%0.74%4.18%-1.25%4.14%5.02%39.30%
202314.60%0.80%15.02%5.69%10.12%5.35%4.86%-1.58%-4.48%1.37%9.85%3.50%85.10%
2022-6.56%-7.84%4.61%-14.25%-2.88%-9.24%12.11%-4.23%-12.35%-6.36%5.70%-8.55%-41.99%
20210.21%0.01%3.64%10.22%-2.31%6.84%4.25%5.75%-7.40%6.43%2.01%2.01%35.10%
20205.47%-6.71%-6.31%18.94%5.20%7.54%9.71%13.35%-9.38%-0.54%6.77%3.23%53.25%
201911.46%0.64%6.21%8.50%-8.21%6.98%4.21%-2.31%1.02%5.47%4.84%4.35%50.65%
201810.44%-0.24%-5.61%3.02%8.60%1.44%2.52%8.44%-1.46%-9.44%-3.13%-8.65%3.61%
20177.08%4.51%3.65%4.62%4.89%-3.19%4.93%3.20%-1.50%9.55%1.85%0.14%46.88%
2016-3.25%-4.73%8.33%-3.37%6.13%-3.53%9.36%1.45%3.78%0.32%-3.90%1.51%11.31%
20151.22%7.05%-1.94%5.68%0.53%-0.44%11.48%-4.57%-0.38%15.72%3.15%-0.70%41.18%
20140.05%4.38%-4.18%-1.18%5.18%3.39%1.96%5.07%0.46%-1.08%4.94%-4.40%14.85%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

MAGMA has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MAGMA is 22, meaning it’s performing worse than 78% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of MAGMA is 2222
Overall Rank
The Sharpe Ratio Rank of MAGMA is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of MAGMA is 2323
Sortino Ratio Rank
The Omega Ratio Rank of MAGMA is 2222
Omega Ratio Rank
The Calmar Ratio Rank of MAGMA is 2323
Calmar Ratio Rank
The Martin Ratio Rank of MAGMA is 1818
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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation		0.470.621.080.330.73
AAPL
Apple Inc		0.170.511.070.190.57
GOOGL
Alphabet Inc Class A		0.010.121.01-0.07-0.15
AMZN
Amazon.com, Inc.		0.420.751.090.411.04
META
Meta Platforms, Inc.		1.071.541.201.043.13

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

MAGMA Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

  • 1-Year: 0.55
  • 5-Year: 0.75
  • 10-Year: 0.96
  • All Time: 1.06

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.12, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of MAGMA compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

MAGMA provided a 0.40% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.40%0.36%0.25%0.35%0.23%0.31%0.45%0.70%0.66%0.86%0.85%0.83%
Portfolio components:
MSFT
Microsoft Corporation		0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
AAPL
Apple Inc		0.50%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
GOOGL
Alphabet Inc Class A		0.47%0.32%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%
META
Meta Platforms, Inc.		0.31%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the MAGMA. 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 MAGMA was 46.78%, occurring on Nov 3, 2022. Recovery took 256 trading sessions.

The current MAGMA drawdown is 8.67%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.78%Dec 28, 2021216Nov 3, 2022256Nov 10, 2023472
-27.41%Feb 20, 202018Mar 16, 202039May 11, 202057
-26.76%Aug 31, 201879Dec 24, 201880Apr 22, 2019159
-25.53%Feb 5, 202544Apr 8, 2025———
-16.61%Sep 3, 202014Sep 23, 202084Jan 25, 202198
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCAAPLMETAAMZNMSFTGOOGLPortfolio
^GSPC1.000.640.560.640.730.680.77
AAPL0.641.000.450.500.560.530.72
META0.560.451.000.570.500.600.79
AMZN0.640.500.571.000.610.650.82
MSFT0.730.560.500.611.000.640.78
GOOGL0.680.530.600.650.641.000.82
Portfolio0.770.720.790.820.780.821.00
The correlation results are calculated based on daily price changes starting from May 21, 2012
Go to the full Correlations tool for more customization options