magic 15 August

The chart shows the growth of an initial investment of $10,000 in magic 15 August, 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 Every 3 months.

As of Jun 13, 2026, the magic 15 August returned 19.28% Year-To-Date and 35.95% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 6, 2009, magic 15 August's average daily return is +0.12%, while the average monthly return is +2.49%. At this rate, an investment would double in approximately 2.3 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +21.4%, while the worst month was Mar 2020 at -18.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, magic 15 August closed higher 54% of trading days. The best single day was Mar 19, 2020 with a return of +12.2%, while the worst single day was Mar 16, 2020 at -15.9%.

magic 15 August has an annualized alpha of 14.80%, beta of 1.27, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since August 06, 2009.

• This portfolio captured 174.91% of S&P 500 Index gains but only 97.72% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 14.80% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

magic 15 August 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.

magic 15 August ranks 55 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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.

The current magic 15 August Sharpe ratio is 1.88 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of magic 15 August compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

magic 15 August provided a 0.37% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the magic 15 August. 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 magic 15 August was 44.50%, occurring on Mar 18, 2020. Recovery took 165 trading sessions.

The current magic 15 August drawdown is 4.12%.

The chart below shows the rolling one-month volatility.