Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 21.08% |
AVGO Broadcom Inc. | Technology | 5.38% |
BAC Bank of America Corporation | Financial Services | 0.50% |
CRM salesforce.com, inc. | Technology | 0.18% |
CSCO Cisco Systems, Inc. | Technology | 4.79% |
CVX Chevron Corporation | Energy | 0.14% |
DIS The Walt Disney Company | Communication Services | 0.42% |
GE General Electric Company | Industrials | 3.96% |
GOOGL Alphabet Inc Class A | Communication Services | 2.01% |
GS The Goldman Sachs Group, Inc. | Financial Services | 4.36% |
HD The Home Depot, Inc. | Consumer Cyclical | 1.24% |
JPM JPMorgan Chase & Co. | Financial Services | 2.67% |
LLY Eli Lilly and Company | Healthcare | 14.64% |
MCD McDonald's Corporation | Consumer Cyclical | 3.72% |
MRK Merck & Co., Inc. | Healthcare | 1.85% |
MSFT Microsoft Corporation | Technology | 1.95% |
NOW ServiceNow, Inc | Technology | 2.21% |
NVDA NVIDIA Corporation | Technology | 6.70% |
TSLA Tesla, Inc. | Consumer Cyclical | 0.54% |
V Visa Inc. | Financial Services | 0.02% |
WFC Wells Fargo & Company | Financial Services | 21.64% |
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.
| 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 96C | 0.54% | 8.39% | -1.04% | 10.06% | 65.98% | 42.33% | 31.01% | 35.53% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.95% | -5.86% | -4.24% | 8.74% | -1.04% | ||||||||
| 2025 | 3.61% | -1.39% | -6.71% | 1.09% | 6.94% | 12.27% | 6.13% | -0.65% | 3.28% | 16.88% | -0.43% | 1.03% | 48.11% |
| 2024 | 7.43% | 12.20% | 2.61% | -2.61% | 4.50% | 3.63% | -3.16% | 4.10% | 1.52% | 0.17% | 5.79% | -3.26% | 36.87% |
| 2023 | 10.55% | 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% |
| 2021 | 2.06% | 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
- R²
- 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.
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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.16 | 2.23 | +0.93 |
Sortino ratioReturn per unit of downside risk | 4.14 | 3.12 | +1.03 |
Omega ratioGain probability vs. loss probability | 1.53 | 1.42 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 5.54 | 4.05 | +1.49 |
Martin ratioReturn relative to average drawdown | 19.23 | 17.91 | +1.32 |
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 | |
|---|---|---|---|---|---|---|
WFC Wells Fargo & Company | 67 | 1.49 | 2.04 | 1.26 | 1.78 | 5.67 |
AMD Advanced Micro Devices, Inc. | 90 | 3.06 | 3.42 | 1.46 | 7.68 | 15.90 |
LLY Eli Lilly and Company | 51 | 0.76 | 1.26 | 1.18 | 1.00 | 2.43 |
NVDA NVIDIA Corporation | 81 | 2.19 | 2.75 | 1.34 | 4.75 | 11.78 |
AVGO Broadcom Inc. | 86 | 2.76 | 3.36 | 1.43 | 4.89 | 11.77 |
CSCO Cisco Systems, Inc. | 80 | 1.94 | 2.34 | 1.36 | 4.28 | 11.98 |
GS The Goldman Sachs Group, Inc. | 91 | 3.34 | 3.93 | 1.52 | 5.17 | 17.85 |
GE General Electric Company | 84 | 2.47 | 3.01 | 1.40 | 3.98 | 14.76 |
MCD McDonald's Corporation | 34 | 0.12 | 0.30 | 1.03 | 0.41 | 0.91 |
JPM JPMorgan Chase & Co. | 75 | 1.83 | 2.40 | 1.32 | 2.95 | 8.07 |
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Dividends
Dividend yield
Magnum Experiment 96C provided a 1.04% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.04% | 0.97% | 1.12% | 1.31% | 1.46% | 1.02% | 1.84% | 1.92% | 1.96% | 1.69% | 1.74% | 1.72% |
| Portfolio components: | ||||||||||||
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, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -31.67% | Dec 28, 2021 | 199 | Oct 11, 2022 | 150 | May 17, 2023 | 349 |
| -23.84% | Sep 17, 2018 | 69 | Dec 24, 2018 | 57 | Mar 19, 2019 | 126 |
| -23.29% | Feb 20, 2025 | 34 | Apr 8, 2025 | 42 | Jun 9, 2025 | 76 |
| -22.04% | Dec 30, 2015 | 30 | Feb 11, 2016 | 49 | Apr 22, 2016 | 79 |
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
| Benchmark | MRK | LLY | TSLA | MCD | CVX | GE | AMD | NOW | HD | DIS | NVDA | CRM | AVGO | WFC | GOOGL | CSCO | BAC | V | MSFT | JPM | GS | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.38 | 0.41 | 0.46 | 0.45 | 0.47 | 0.54 | 0.51 | 0.55 | 0.59 | 0.59 | 0.61 | 0.60 | 0.64 | 0.59 | 0.67 | 0.66 | 0.61 | 0.66 | 0.71 | 0.65 | 0.68 | 0.80 |
| MRK | 0.38 | 1.00 | 0.46 | 0.08 | 0.32 | 0.27 | 0.20 | 0.10 | 0.16 | 0.26 | 0.23 | 0.09 | 0.19 | 0.15 | 0.23 | 0.22 | 0.29 | 0.23 | 0.32 | 0.23 | 0.27 | 0.25 | 0.28 |
| LLY | 0.41 | 0.46 | 1.00 | 0.13 | 0.24 | 0.19 | 0.22 | 0.17 | 0.23 | 0.26 | 0.22 | 0.21 | 0.24 | 0.24 | 0.21 | 0.28 | 0.29 | 0.20 | 0.30 | 0.30 | 0.25 | 0.25 | 0.41 |
| TSLA | 0.46 | 0.08 | 0.13 | 1.00 | 0.14 | 0.15 | 0.23 | 0.35 | 0.34 | 0.25 | 0.29 | 0.39 | 0.37 | 0.37 | 0.23 | 0.37 | 0.26 | 0.25 | 0.27 | 0.36 | 0.24 | 0.28 | 0.42 |
| MCD | 0.45 | 0.32 | 0.24 | 0.14 | 1.00 | 0.23 | 0.25 | 0.17 | 0.22 | 0.39 | 0.32 | 0.18 | 0.26 | 0.25 | 0.28 | 0.29 | 0.34 | 0.27 | 0.40 | 0.32 | 0.31 | 0.29 | 0.34 |
| CVX | 0.47 | 0.27 | 0.19 | 0.15 | 0.23 | 1.00 | 0.38 | 0.21 | 0.15 | 0.27 | 0.32 | 0.20 | 0.20 | 0.25 | 0.42 | 0.24 | 0.35 | 0.44 | 0.31 | 0.24 | 0.46 | 0.43 | 0.37 |
| GE | 0.54 | 0.20 | 0.22 | 0.23 | 0.25 | 0.38 | 1.00 | 0.25 | 0.22 | 0.31 | 0.39 | 0.31 | 0.26 | 0.35 | 0.47 | 0.31 | 0.36 | 0.47 | 0.35 | 0.29 | 0.50 | 0.49 | 0.48 |
| AMD | 0.51 | 0.10 | 0.17 | 0.35 | 0.17 | 0.21 | 0.25 | 1.00 | 0.38 | 0.28 | 0.28 | 0.60 | 0.39 | 0.47 | 0.23 | 0.41 | 0.36 | 0.28 | 0.34 | 0.44 | 0.27 | 0.32 | 0.81 |
| NOW | 0.55 | 0.16 | 0.23 | 0.34 | 0.22 | 0.15 | 0.22 | 0.38 | 1.00 | 0.34 | 0.34 | 0.48 | 0.66 | 0.42 | 0.24 | 0.47 | 0.39 | 0.26 | 0.46 | 0.54 | 0.26 | 0.31 | 0.50 |
| HD | 0.59 | 0.26 | 0.26 | 0.25 | 0.39 | 0.27 | 0.31 | 0.28 | 0.34 | 1.00 | 0.42 | 0.31 | 0.36 | 0.34 | 0.37 | 0.37 | 0.41 | 0.38 | 0.44 | 0.40 | 0.40 | 0.42 | 0.46 |
| DIS | 0.59 | 0.23 | 0.22 | 0.29 | 0.32 | 0.32 | 0.39 | 0.28 | 0.34 | 0.42 | 1.00 | 0.31 | 0.39 | 0.32 | 0.43 | 0.39 | 0.42 | 0.46 | 0.46 | 0.38 | 0.47 | 0.48 | 0.48 |
| NVDA | 0.61 | 0.09 | 0.21 | 0.39 | 0.18 | 0.20 | 0.31 | 0.60 | 0.48 | 0.31 | 0.31 | 1.00 | 0.48 | 0.59 | 0.27 | 0.49 | 0.43 | 0.31 | 0.38 | 0.55 | 0.32 | 0.37 | 0.69 |
| CRM | 0.60 | 0.19 | 0.24 | 0.37 | 0.26 | 0.20 | 0.26 | 0.39 | 0.66 | 0.36 | 0.39 | 0.48 | 1.00 | 0.44 | 0.30 | 0.49 | 0.43 | 0.31 | 0.49 | 0.56 | 0.31 | 0.36 | 0.53 |
| AVGO | 0.64 | 0.15 | 0.24 | 0.37 | 0.25 | 0.25 | 0.35 | 0.47 | 0.42 | 0.34 | 0.32 | 0.59 | 0.44 | 1.00 | 0.31 | 0.46 | 0.47 | 0.34 | 0.40 | 0.51 | 0.37 | 0.41 | 0.63 |
| WFC | 0.59 | 0.23 | 0.21 | 0.23 | 0.28 | 0.42 | 0.47 | 0.23 | 0.24 | 0.37 | 0.43 | 0.27 | 0.30 | 0.31 | 1.00 | 0.33 | 0.40 | 0.78 | 0.41 | 0.32 | 0.76 | 0.69 | 0.60 |
| GOOGL | 0.67 | 0.22 | 0.28 | 0.37 | 0.29 | 0.24 | 0.31 | 0.41 | 0.47 | 0.37 | 0.39 | 0.49 | 0.49 | 0.46 | 0.33 | 1.00 | 0.44 | 0.35 | 0.50 | 0.61 | 0.36 | 0.40 | 0.56 |
| CSCO | 0.66 | 0.29 | 0.29 | 0.26 | 0.34 | 0.35 | 0.36 | 0.36 | 0.39 | 0.41 | 0.42 | 0.43 | 0.43 | 0.47 | 0.40 | 0.44 | 1.00 | 0.43 | 0.47 | 0.50 | 0.45 | 0.45 | 0.57 |
| BAC | 0.61 | 0.23 | 0.20 | 0.25 | 0.27 | 0.44 | 0.47 | 0.28 | 0.26 | 0.38 | 0.46 | 0.31 | 0.31 | 0.34 | 0.78 | 0.35 | 0.43 | 1.00 | 0.44 | 0.32 | 0.83 | 0.75 | 0.58 |
| V | 0.66 | 0.32 | 0.30 | 0.27 | 0.40 | 0.31 | 0.35 | 0.34 | 0.46 | 0.44 | 0.46 | 0.38 | 0.49 | 0.40 | 0.41 | 0.50 | 0.47 | 0.44 | 1.00 | 0.52 | 0.47 | 0.47 | 0.53 |
| MSFT | 0.71 | 0.23 | 0.30 | 0.36 | 0.32 | 0.24 | 0.29 | 0.44 | 0.54 | 0.40 | 0.38 | 0.55 | 0.56 | 0.51 | 0.32 | 0.61 | 0.50 | 0.32 | 0.52 | 1.00 | 0.36 | 0.39 | 0.59 |
| JPM | 0.65 | 0.27 | 0.25 | 0.24 | 0.31 | 0.46 | 0.50 | 0.27 | 0.26 | 0.40 | 0.47 | 0.32 | 0.31 | 0.37 | 0.76 | 0.36 | 0.45 | 0.83 | 0.47 | 0.36 | 1.00 | 0.78 | 0.59 |
| GS | 0.68 | 0.25 | 0.25 | 0.28 | 0.29 | 0.43 | 0.49 | 0.32 | 0.31 | 0.42 | 0.48 | 0.37 | 0.36 | 0.41 | 0.69 | 0.40 | 0.45 | 0.75 | 0.47 | 0.39 | 0.78 | 1.00 | 0.62 |
| Portfolio | 0.80 | 0.28 | 0.41 | 0.42 | 0.34 | 0.37 | 0.48 | 0.81 | 0.50 | 0.46 | 0.48 | 0.69 | 0.53 | 0.63 | 0.60 | 0.56 | 0.57 | 0.58 | 0.53 | 0.59 | 0.59 | 0.62 | 1.00 |