Magnum Experiment 96

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	14.17%
ABT Abbott Laboratories	Healthcare	10.40%
ACN Accenture plc	Technology	4.65%
AMD Advanced Micro Devices, Inc.	Technology	5.06%
BAC Bank of America Corporation	Financial Services	0.08%
DIS The Walt Disney Company	Communication Services	3.70%
GE General Electric Company	Industrials	5.04%
GS The Goldman Sachs Group, Inc.	Financial Services	5.04%
INTU Intuit Inc.	Technology	0.46%
KO The Coca-Cola Company	Consumer Defensive	0.74%
LLY Eli Lilly and Company	Healthcare	2%
MA Mastercard Inc	Financial Services	0.19%
META Meta Platforms, Inc.	Communication Services	1.79%
MSFT Microsoft Corporation	Technology	7.80%
NOW ServiceNow, Inc	Technology	1.62%
NVDA NVIDIA Corporation	Technology	1.24%
ORCL Oracle Corporation	Technology	0.28%
PG The Procter & Gamble Company	Consumer Defensive	3.40%
TSLA Tesla, Inc.	Consumer Cyclical	2.86%
UNH UnitedHealth Group Incorporated	Healthcare	8.66%
V Visa Inc.	Financial Services	7.92%
VOO Vanguard S&P 500 ETF	S&P 500	6.77%
WMT Walmart Inc.	Consumer Defensive	6.12%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 96, 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.

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The earliest data available for this chart is Jun 29, 2012, corresponding to the inception date of NOW

Returns By Period

As of Apr 11, 2026, the Magnum Experiment 96 returned -8.31% Year-To-Date and 22.70% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-0.11%	2.16%	-0.42%	4.03%	27.10%	18.38%	10.55%	12.70%
Portfolio Magnum Experiment 96	-0.71%	0.57%	-8.31%	-5.34%	13.82%	18.49%	13.70%	22.70%
Portfolio components:
AAPL Apple Inc	-0.00%	1.85%	-4.10%	6.40%	32.03%	18.01%	14.99%	26.40%
ABT Abbott Laboratories	-2.36%	-7.25%	-19.54%	-23.62%	-19.47%	0.99%	-1.89%	10.94%
ACN Accenture plc	-3.49%	-7.65%	-32.12%	-24.42%	-35.21%	-12.61%	-7.37%	6.50%
AMD Advanced Micro Devices, Inc.	3.55%	23.92%	14.42%	14.03%	162.36%	37.61%	24.25%	56.33%
BAC Bank of America Corporation	-0.32%	11.48%	-3.93%	9.17%	49.43%	25.53%	8.21%	17.32%
DIS The Walt Disney Company	-0.62%	-0.26%	-12.83%	-8.56%	18.11%	0.36%	-11.59%	1.01%
GE General Electric Company	-1.49%	0.54%	0.25%	6.06%	70.63%	61.08%	36.03%	8.91%
GS The Goldman Sachs Group, Inc.	0.45%	15.27%	3.82%	19.98%	87.41%	43.97%	25.35%	21.87%
INTU Intuit Inc.	-2.97%	-19.10%	-46.76%	-45.05%	-39.73%	-6.43%	-2.77%	13.95%
KO The Coca-Cola Company	-0.91%	0.51%	11.58%	17.17%	11.60%	10.62%	11.08%	8.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 2, 2012, Magnum Experiment 96's average daily return is +0.08%, while the average monthly return is +1.71%. At this rate, an investment would double in approximately 3.4 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +13.8%, while the worst month was Sep 2022 at -10.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Magnum Experiment 96 closed higher 57% of trading days. The best single day was Mar 13, 2020 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -12.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-3.58%	-1.29%	-6.52%	3.07%									-8.31%
2025	4.75%	-1.18%	-5.38%	-1.81%	4.79%	4.64%	-1.02%	3.56%	4.82%	3.33%	-0.75%	0.81%	17.15%
2024	2.48%	5.54%	0.29%	-3.16%	4.11%	3.73%	2.81%	3.66%	2.80%	-1.95%	7.93%	-2.65%	28.04%
2023	8.33%	-0.56%	7.26%	2.94%	2.30%	5.65%	2.60%	-2.39%	-3.90%	-0.12%	9.97%	3.27%	40.33%
2022	-5.97%	-3.38%	2.74%	-8.02%	-1.08%	-7.71%	10.40%	-3.95%	-10.05%	8.09%	5.63%	-6.84%	-20.47%
2021	-0.46%	0.81%	2.66%	5.04%	-0.57%	4.34%	4.12%	3.58%	-5.54%	9.41%	0.65%	5.51%	32.87%

Benchmark Metrics

Magnum Experiment 96 has an annualized alpha of 7.79%, beta of 1.03, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since July 02, 2012.

This portfolio captured 129.43% of S&P 500 Index gains but only 90.30% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 7.79% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.03 and R² of 0.90, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 7.79%

Beta: 1.03

R²: 0.90

Upside Capture: 129.43%

Downside Capture: 90.30%

Expense Ratio

Magnum Experiment 96 has an expense ratio of 0.00%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

Magnum Experiment 96 ranks 12 for risk / return — in the bottom 12% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.17	2.23	-1.06
Sortino ratio Return per unit of downside risk	1.72	3.12	-1.40
Omega ratio Gain probability vs. loss probability	1.21	1.42	-0.20
Calmar ratio Return relative to maximum drawdown	1.61	4.05	-2.43
Martin ratio Return relative to average drawdown	5.41	17.91	-12.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	75	1.57	2.32	1.30	3.75	9.07
ABT Abbott Laboratories	7	-0.80	-0.96	0.87	-0.67	-1.64
ACN Accenture plc	4	-1.11	-1.57	0.81	-0.80	-1.60
AMD Advanced Micro Devices, Inc.	90	3.06	3.42	1.46	7.68	15.90
BAC Bank of America Corporation	80	2.29	2.92	1.39	2.98	8.73
DIS The Walt Disney Company	49	0.69	1.16	1.15	0.91	2.17
GE General Electric Company	84	2.47	3.01	1.40	3.98	14.76
GS The Goldman Sachs Group, Inc.	91	3.34	3.93	1.52	5.17	17.85
INTU Intuit Inc.	6	-1.11	-1.55	0.80	-0.62	-1.40
KO The Coca-Cola Company	54	0.81	1.33	1.15	1.68	3.41

Sharpe Ratio

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.

Magnum Experiment 96 Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

1-Year: 1.17
5-Year: 0.79
10-Year: 1.17
All Time: 1.17

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 2.14 to 3.05, 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 Magnum Experiment 96 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Magnum Experiment 96 provided a 1.29% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.29%	1.11%	1.02%	1.04%	1.09%	0.85%	0.97%	1.35%	1.67%	1.57%	1.79%	1.78%
Portfolio components:
AAPL Apple Inc	0.40%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
ABT Abbott Laboratories	2.39%	1.88%	1.95%	1.85%	1.71%	1.28%	1.32%	1.47%	1.55%	1.86%	2.71%	2.14%
ACN Accenture plc	3.55%	2.26%	1.52%	1.33%	1.51%	0.87%	1.26%	1.07%	1.98%	1.66%	1.97%	2.03%
AMD Advanced Micro Devices, 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%
BAC Bank of America Corporation	2.09%	1.96%	2.28%	2.73%	2.60%	1.75%	2.38%	1.87%	2.19%	1.32%	1.13%	1.19%
DIS The Walt Disney Company	1.26%	1.10%	0.85%	0.33%	0.00%	0.00%	0.00%	1.22%	1.57%	1.51%	1.43%	1.30%
GE General Electric Company	0.50%	0.47%	0.67%	0.25%	0.38%	0.34%	0.37%	4.12%	4.89%	4.81%	2.94%	2.95%
GS The Goldman Sachs Group, Inc.	1.71%	1.59%	2.01%	2.72%	2.62%	1.70%	1.90%	1.80%	1.89%	1.14%	1.09%	1.41%
INTU Intuit Inc.	1.32%	0.65%	0.60%	0.52%	0.72%	0.38%	0.57%	0.74%	0.83%	0.89%	1.08%	1.09%
KO The Coca-Cola Company	2.66%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%

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 Magnum Experiment 96. 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 Magnum Experiment 96 was 32.59%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current Magnum Experiment 96 drawdown is 9.88%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.59%	Feb 20, 2020	23	Mar 23, 2020	72	Jul 6, 2020	95
-26.83%	Jan 4, 2022	195	Oct 12, 2022	169	Jun 15, 2023	364
-21.21%	Oct 2, 2018	58	Dec 24, 2018	59	Mar 21, 2019	117
-18.44%	Feb 20, 2025	34	Apr 8, 2025	86	Aug 12, 2025	120
-14.67%	Oct 29, 2025	104	Mar 30, 2026	—	—	—

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 23 assets, with an effective number of assets of 13.61, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	Benchmark	WMT	LLY	PG	KO	TSLA	UNH	GE	AMD	META	BAC	ABT	NOW	DIS	NVDA	AAPL	ORCL	GS	INTU	ACN	MSFT	V	MA	VOO	Portfolio
Benchmark	1.00	0.39	0.41	0.40	0.42	0.46	0.44	0.54	0.51	0.56	0.61	0.54	0.55	0.59	0.61	0.63	0.62	0.68	0.66	0.67	0.71	0.66	0.68	1.00	0.91
WMT	0.39	1.00	0.25	0.43	0.37	0.15	0.26	0.23	0.14	0.17	0.22	0.32	0.15	0.27	0.17	0.24	0.25	0.23	0.27	0.30	0.28	0.29	0.29	0.39	0.40
LLY	0.41	0.25	1.00	0.31	0.27	0.13	0.31	0.22	0.17	0.24	0.20	0.40	0.23	0.22	0.21	0.23	0.30	0.25	0.29	0.29	0.30	0.30	0.29	0.41	0.40
PG	0.40	0.43	0.31	1.00	0.59	0.09	0.31	0.21	0.09	0.15	0.20	0.40	0.13	0.27	0.11	0.24	0.25	0.21	0.26	0.35	0.28	0.35	0.35	0.40	0.39
KO	0.42	0.37	0.27	0.59	1.00	0.11	0.30	0.26	0.09	0.13	0.25	0.38	0.14	0.31	0.10	0.23	0.25	0.25	0.26	0.36	0.27	0.38	0.37	0.42	0.38
TSLA	0.46	0.15	0.13	0.09	0.11	1.00	0.15	0.23	0.35	0.34	0.25	0.20	0.34	0.29	0.39	0.37	0.29	0.28	0.35	0.28	0.36	0.27	0.29	0.45	0.51
UNH	0.44	0.26	0.31	0.31	0.30	0.15	1.00	0.22	0.17	0.20	0.32	0.37	0.22	0.27	0.19	0.25	0.27	0.31	0.29	0.36	0.29	0.35	0.35	0.44	0.49
GE	0.54	0.23	0.22	0.21	0.26	0.23	0.22	1.00	0.25	0.28	0.47	0.25	0.22	0.39	0.31	0.28	0.35	0.49	0.30	0.33	0.29	0.35	0.35	0.53	0.49
AMD	0.51	0.14	0.17	0.09	0.09	0.35	0.17	0.25	1.00	0.38	0.28	0.24	0.38	0.28	0.60	0.39	0.36	0.32	0.39	0.33	0.44	0.34	0.34	0.51	0.61
META	0.56	0.17	0.24	0.15	0.13	0.34	0.20	0.28	0.38	1.00	0.30	0.29	0.46	0.34	0.48	0.44	0.37	0.33	0.44	0.38	0.51	0.42	0.42	0.56	0.56
BAC	0.61	0.22	0.20	0.20	0.25	0.25	0.32	0.47	0.28	0.30	1.00	0.32	0.26	0.46	0.31	0.31	0.36	0.75	0.35	0.40	0.32	0.44	0.44	0.61	0.53
ABT	0.54	0.32	0.40	0.40	0.38	0.20	0.37	0.25	0.24	0.29	0.32	1.00	0.34	0.33	0.28	0.33	0.34	0.34	0.41	0.46	0.39	0.46	0.46	0.54	0.60
NOW	0.55	0.15	0.23	0.13	0.14	0.34	0.22	0.22	0.38	0.46	0.26	0.34	1.00	0.34	0.48	0.40	0.42	0.31	0.56	0.47	0.54	0.46	0.47	0.54	0.58
DIS	0.59	0.27	0.22	0.27	0.31	0.29	0.27	0.39	0.28	0.34	0.46	0.33	0.34	1.00	0.31	0.34	0.36	0.48	0.42	0.45	0.38	0.46	0.48	0.59	0.57
NVDA	0.61	0.17	0.21	0.11	0.10	0.39	0.19	0.31	0.60	0.48	0.31	0.28	0.48	0.31	1.00	0.46	0.43	0.37	0.48	0.41	0.55	0.38	0.40	0.61	0.62
AAPL	0.63	0.24	0.23	0.24	0.23	0.37	0.25	0.28	0.39	0.44	0.31	0.33	0.40	0.34	0.46	1.00	0.39	0.37	0.45	0.41	0.54	0.43	0.44	0.63	0.71
ORCL	0.62	0.25	0.30	0.25	0.25	0.29	0.27	0.35	0.36	0.37	0.36	0.34	0.42	0.36	0.43	0.39	1.00	0.43	0.48	0.49	0.54	0.42	0.45	0.62	0.58
GS	0.68	0.23	0.25	0.21	0.25	0.28	0.31	0.49	0.32	0.33	0.75	0.34	0.31	0.48	0.37	0.37	0.43	1.00	0.40	0.44	0.39	0.47	0.48	0.68	0.60
INTU	0.66	0.27	0.29	0.26	0.26	0.35	0.29	0.30	0.39	0.44	0.35	0.41	0.56	0.42	0.48	0.45	0.48	0.40	1.00	0.58	0.61	0.53	0.56	0.66	0.65
ACN	0.67	0.30	0.29	0.35	0.36	0.28	0.36	0.33	0.33	0.38	0.40	0.46	0.47	0.45	0.41	0.41	0.49	0.44	0.58	1.00	0.54	0.56	0.57	0.67	0.66
MSFT	0.71	0.28	0.30	0.28	0.27	0.36	0.29	0.29	0.44	0.51	0.32	0.39	0.54	0.38	0.55	0.54	0.54	0.39	0.61	0.54	1.00	0.52	0.53	0.71	0.72
V	0.66	0.29	0.30	0.35	0.38	0.27	0.35	0.35	0.34	0.42	0.44	0.46	0.46	0.46	0.38	0.43	0.42	0.47	0.53	0.56	0.52	1.00	0.83	0.66	0.69
MA	0.68	0.29	0.29	0.35	0.37	0.29	0.35	0.35	0.34	0.42	0.44	0.46	0.47	0.48	0.40	0.44	0.45	0.48	0.56	0.57	0.53	0.83	1.00	0.68	0.68
VOO	1.00	0.39	0.41	0.40	0.42	0.45	0.44	0.53	0.51	0.56	0.61	0.54	0.54	0.59	0.61	0.63	0.62	0.68	0.66	0.67	0.71	0.66	0.68	1.00	0.91
Portfolio	0.91	0.40	0.40	0.39	0.38	0.51	0.49	0.49	0.61	0.56	0.53	0.60	0.58	0.57	0.62	0.71	0.58	0.60	0.65	0.66	0.72	0.69	0.68	0.91	1.00

The correlation results are calculated based on daily price changes starting from Jul 2, 2012

Magnum Experiment 96

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table