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Magnum Experiment 96C
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 96C, 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 96C returned -1.04% Year-To-Date and 35.53% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*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 96C
0.54%8.39%-1.04%10.06%65.98%42.33%31.01%35.53%
WFC
Wells Fargo & Company
-0.72%13.49%-7.92%11.15%39.58%32.81%18.84%8.99%
AMD
Advanced Micro Devices, Inc.
3.55%23.92%14.42%14.03%162.36%37.61%24.25%56.33%
LLY
Eli Lilly and Company
-1.65%-3.87%-12.44%13.07%29.22%38.18%39.87%31.00%
NVDA
NVIDIA Corporation
2.57%3.00%1.15%3.00%70.08%90.83%67.37%71.10%
AVGO
Broadcom Inc.
4.69%10.82%7.58%14.91%105.87%83.91%53.30%40.88%
CSCO
Cisco Systems, Inc.
-1.14%6.34%7.89%22.33%46.72%20.85%12.74%14.94%
GS
The Goldman Sachs Group, Inc.
0.45%15.27%3.82%19.98%87.41%43.97%25.35%21.87%
GE
General Electric Company
-1.49%0.54%0.25%6.06%70.63%61.08%36.03%8.91%
MCD
McDonald's Corporation
-1.25%-5.63%0.58%4.12%0.92%4.81%8.15%11.80%
JPM
JPMorgan Chase & Co.
-0.15%10.10%-2.90%3.98%33.74%37.18%17.61%21.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 2, 2012, Magnum Experiment 96C's average daily return is +0.11%, while the average monthly return is +2.35%. At this rate, an investment would double in approximately 2.5 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +19.2%, while the worst month was Apr 2022 at -12.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Magnum Experiment 96C closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -12.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.95%-5.86%-4.24%8.74%-1.04%
20253.61%-1.39%-6.71%1.09%6.94%12.27%6.13%-0.65%3.28%16.88%-0.43%1.03%48.11%
20247.43%12.20%2.61%-2.61%4.50%3.63%-3.16%4.10%1.52%0.17%5.79%-3.26%36.87%
202310.55%1.31%6.05%2.21%12.21%4.74%3.47%-0.40%-3.94%-2.02%12.69%10.33%72.06%
2022-6.84%0.77%-1.68%-11.99%6.68%-11.68%12.07%-5.67%-11.33%9.34%11.90%-9.34%-20.41%
20212.06%6.65%1.03%5.58%3.33%7.29%4.58%4.42%-4.62%11.90%6.39%0.31%60.09%

Benchmark Metrics

Magnum Experiment 96C has an annualized alpha of 13.85%, beta of 1.20, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since July 02, 2012.

  • This portfolio captured 178.62% of S&P 500 Index gains and 104.34% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 13.85% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
13.85%
Beta
1.20
0.72
Upside Capture
178.62%
Downside Capture
104.34%

Expense Ratio

Magnum Experiment 96C 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.

Return for Risk

Risk / Return Rank

Magnum Experiment 96C ranks 80 for risk / return — in the top 80% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


Magnum Experiment 96C Risk / Return Rank: 8080
Overall Rank
Magnum Experiment 96C Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
Magnum Experiment 96C Sortino Ratio Rank: 8383
Sortino Ratio Rank
Magnum Experiment 96C Omega Ratio Rank: 7676
Omega Ratio Rank
Magnum Experiment 96C Calmar Ratio Rank: 8484
Calmar Ratio Rank
Magnum Experiment 96C Martin Ratio Rank: 7171
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.16

2.23

+0.93

Sortino ratio

Return per unit of downside risk

4.14

3.12

+1.03

Omega ratio

Gain probability vs. loss probability

1.53

1.42

+0.11

Calmar ratio

Return relative to maximum drawdown

5.54

4.05

+1.49

Martin ratio

Return relative to average drawdown

19.23

17.91

+1.32


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

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
WFC
Wells Fargo & Company
671.492.041.261.785.67
AMD
Advanced Micro Devices, Inc.
903.063.421.467.6815.90
LLY
Eli Lilly and Company
510.761.261.181.002.43
NVDA
NVIDIA Corporation
812.192.751.344.7511.78
AVGO
Broadcom Inc.
862.763.361.434.8911.77
CSCO
Cisco Systems, Inc.
801.942.341.364.2811.98
GS
The Goldman Sachs Group, Inc.
913.343.931.525.1717.85
GE
General Electric Company
842.473.011.403.9814.76
MCD
McDonald's Corporation
340.120.301.030.410.91
JPM
JPMorgan Chase & Co.
751.832.401.322.958.07

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

  • 1-Year: 3.16
  • 5-Year: 1.29
  • 10-Year: 1.41
  • All Time: 1.24

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 is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Magnum Experiment 96C 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 96C provided a 1.04% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.04%0.97%1.12%1.31%1.46%1.02%1.84%1.92%1.96%1.69%1.74%1.72%
WFC
Wells Fargo & Company
2.05%1.82%2.14%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%
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%
LLY
Eli Lilly and Company
0.66%0.56%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%
NVDA
NVIDIA Corporation
0.02%0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%
AVGO
Broadcom Inc.
0.67%0.70%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%
CSCO
Cisco Systems, Inc.
2.01%2.12%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%
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%
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%
MCD
McDonald's Corporation
2.38%2.35%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%
JPM
JPMorgan Chase & Co.
1.90%1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%

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 96C. 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 96C was 33.07%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.

The current Magnum Experiment 96C drawdown is 3.49%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.07%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-31.67%Dec 28, 2021199Oct 11, 2022150May 17, 2023349
-23.84%Sep 17, 201869Dec 24, 201857Mar 19, 2019126
-23.29%Feb 20, 202534Apr 8, 202542Jun 9, 202576
-22.04%Dec 30, 201530Feb 11, 201649Apr 22, 201679

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 21 assets, with an effective number of assets of 7.71, 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.

BenchmarkMRKLLYTSLAMCDCVXGEAMDNOWHDDISNVDACRMAVGOWFCGOOGLCSCOBACVMSFTJPMGSPortfolio
Benchmark1.000.380.410.460.450.470.540.510.550.590.590.610.600.640.590.670.660.610.660.710.650.680.80
MRK0.381.000.460.080.320.270.200.100.160.260.230.090.190.150.230.220.290.230.320.230.270.250.28
LLY0.410.461.000.130.240.190.220.170.230.260.220.210.240.240.210.280.290.200.300.300.250.250.41
TSLA0.460.080.131.000.140.150.230.350.340.250.290.390.370.370.230.370.260.250.270.360.240.280.42
MCD0.450.320.240.141.000.230.250.170.220.390.320.180.260.250.280.290.340.270.400.320.310.290.34
CVX0.470.270.190.150.231.000.380.210.150.270.320.200.200.250.420.240.350.440.310.240.460.430.37
GE0.540.200.220.230.250.381.000.250.220.310.390.310.260.350.470.310.360.470.350.290.500.490.48
AMD0.510.100.170.350.170.210.251.000.380.280.280.600.390.470.230.410.360.280.340.440.270.320.81
NOW0.550.160.230.340.220.150.220.381.000.340.340.480.660.420.240.470.390.260.460.540.260.310.50
HD0.590.260.260.250.390.270.310.280.341.000.420.310.360.340.370.370.410.380.440.400.400.420.46
DIS0.590.230.220.290.320.320.390.280.340.421.000.310.390.320.430.390.420.460.460.380.470.480.48
NVDA0.610.090.210.390.180.200.310.600.480.310.311.000.480.590.270.490.430.310.380.550.320.370.69
CRM0.600.190.240.370.260.200.260.390.660.360.390.481.000.440.300.490.430.310.490.560.310.360.53
AVGO0.640.150.240.370.250.250.350.470.420.340.320.590.441.000.310.460.470.340.400.510.370.410.63
WFC0.590.230.210.230.280.420.470.230.240.370.430.270.300.311.000.330.400.780.410.320.760.690.60
GOOGL0.670.220.280.370.290.240.310.410.470.370.390.490.490.460.331.000.440.350.500.610.360.400.56
CSCO0.660.290.290.260.340.350.360.360.390.410.420.430.430.470.400.441.000.430.470.500.450.450.57
BAC0.610.230.200.250.270.440.470.280.260.380.460.310.310.340.780.350.431.000.440.320.830.750.58
V0.660.320.300.270.400.310.350.340.460.440.460.380.490.400.410.500.470.441.000.520.470.470.53
MSFT0.710.230.300.360.320.240.290.440.540.400.380.550.560.510.320.610.500.320.521.000.360.390.59
JPM0.650.270.250.240.310.460.500.270.260.400.470.320.310.370.760.360.450.830.470.361.000.780.59
GS0.680.250.250.280.290.430.490.320.310.420.480.370.360.410.690.400.450.750.470.390.781.000.62
Portfolio0.800.280.410.420.340.370.480.810.500.460.480.690.530.630.600.560.570.580.530.590.590.621.00
The correlation results are calculated based on daily price changes starting from Jul 2, 2012