MAG7 Portfolio: Returns, Risk & Holdings | Redstone

MAG7 Portfolio: Returns, Risk & Holdings | Redstone

Performance

MAG7 +12.12%

Watchlist

MAG7 by Redstone

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
MAG7	-1.56%	+8.97%	+12.28%	+26.45%	-17.97%	0.44

AAPL	-0.78%	+24.87%	+33.00%	+18.87%	-13.82%	1.11
AMZN	-1.41%	+8.68%	+10.79%	+8.43%	-21.93%	0.34
GOOGL	-0.34%	+8.76%	+40.44%	+19.71%	-21.09%	1.10
META	-4.79%	+10.03%	-3.74%	+16.79%	-30.06%	0.01
MSFT	-1.35%	+7.67%	-1.05%	+11.58%	-34.91%	-0.01
NVDA	+1.68%	+21.19%	+25.85%	+61.71%	-20.22%	0.69
TSLA	-3.94%	-18.40%	-19.35%	+6.44%	-39.10%	-0.34

Current Drawdown

-2.01%

Rolling Volatility

+1.09%

METRICS

Correlation Matrix

	AAPL	AMZN	GOOGL	META	MSFT	NVDA	TSLA
AAPL	1.00	0.10	0.16	0.18	0.14	0.09	0.17
AMZN	0.10	1.00	0.54	0.39	0.38	0.27	0.35
GOOGL	0.16	0.54	1.00	0.30	0.16	0.24	0.40
META	0.18	0.39	0.30	1.00	0.18	0.31	0.35
MSFT	0.14	0.38	0.16	0.18	1.00	0.25	0.23
NVDA	0.09	0.27	0.24	0.31	0.25	1.00	0.42
TSLA	0.17	0.35	0.40	0.35	0.23	0.42	1.00

Actions

Portfolio

Allocation

7 Assets

AAPL

AMZN

GOOGL

META

MSFT

NVDA

TSLA

Metrics

Risk Indicators

Alpha-5.81%

Beta1.43x

Sharpe0.44

Sortino0.63

Omega1.07

Calmar0.68

Martin1.54

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