Magnum Experiment 99O

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	5.04%
AVGO Broadcom Inc.	Technology	20.50%
COST Costco Wholesale Corporation	Consumer Defensive	2.31%
GE General Electric Company	Industrials	5.39%
LLY Eli Lilly and Company	Healthcare	21.14%
NVDA NVIDIA Corporation	Technology	5.80%
ORCL Oracle Corporation	Technology	1.47%
PM Philip Morris International Inc.	Consumer Defensive	12.38%
TSLA Tesla, Inc.	Consumer Cyclical	2.31%
UNH UnitedHealth Group Incorporated	Healthcare	6.51%
WMT Walmart Inc.	Consumer Defensive	0.82%
XOM Exxon Mobil Corporation	Energy	16.35%

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 99O, 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 Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

As of Apr 11, 2026, the Magnum Experiment 99O returned 4.34% Year-To-Date and 30.07% 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 99O	0.30%	2.44%	4.34%	14.13%	49.28%	44.94%	39.37%	30.07%
Portfolio components:
ABBV AbbVie Inc.	-2.10%	-7.73%	-8.26%	-8.41%	22.77%	12.82%	18.55%	18.04%
AVGO Broadcom Inc.	4.69%	10.82%	7.58%	14.91%	105.87%	83.91%	53.30%	40.88%
COST Costco Wholesale Corporation	-3.25%	-0.48%	15.94%	7.66%	4.21%	27.76%	23.76%	22.92%
GE General Electric Company	-1.49%	0.54%	0.25%	6.06%	70.63%	61.08%	36.03%	8.91%
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%
ORCL Oracle Corporation	0.17%	-12.94%	-28.72%	-52.57%	5.38%	15.04%	14.35%	14.78%
PM Philip Morris International Inc.	-0.50%	-5.88%	0.92%	1.80%	7.96%	22.96%	17.44%	9.99%
TSLA Tesla, Inc.	0.96%	-11.66%	-22.41%	-15.61%	38.30%	23.16%	9.11%	35.67%
UNH UnitedHealth Group Incorporated	-0.84%	9.85%	-7.09%	-12.90%	-47.80%	-14.75%	-2.50%	10.95%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2013, Magnum Experiment 99O's average daily return is +0.11%, while the average monthly return is +2.25%. At this rate, an investment would double in approximately 2.6 years.

Historically, 72% of months were positive and 28% were negative. The best month was Nov 2020 with a return of +15.6%, while the worst month was May 2019 at -10.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Magnum Experiment 99O closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -13.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.85%	2.29%	-3.77%	4.07%									4.34%
2025	2.60%	4.18%	-4.57%	2.83%	4.11%	7.29%	-0.44%	2.69%	6.24%	4.54%	7.84%	-1.83%	40.83%
2024	4.97%	9.64%	5.25%	0.28%	4.45%	8.07%	1.60%	5.73%	0.82%	-0.68%	0.52%	3.60%	53.59%
2023	4.71%	-0.92%	6.60%	4.18%	6.59%	7.77%	2.30%	5.09%	-2.62%	-1.96%	6.38%	5.27%	52.13%
2022	-1.68%	1.45%	6.85%	-4.75%	5.34%	-6.44%	7.77%	-5.39%	-6.48%	12.97%	7.72%	-1.77%	14.05%
2021	5.91%	6.00%	0.39%	2.33%	4.46%	6.77%	0.81%	3.28%	-4.02%	10.19%	-0.24%	9.21%	54.32%

Benchmark Metrics

Magnum Experiment 99O has an annualized alpha of 16.31%, beta of 0.96, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

This portfolio captured 136.21% of S&P 500 Index gains but only 56.36% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 16.31% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.96 and R² of 0.75, 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: 16.31%

Beta: 0.96

R²: 0.75

Upside Capture: 136.21%

Downside Capture: 56.36%

Expense Ratio

Magnum Experiment 99O 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 99O ranks 91 for risk / return — in the top 91% 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.

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	3.31	2.23	+1.08
Sortino ratio Return per unit of downside risk	4.59	3.12	+1.47
Omega ratio Gain probability vs. loss probability	1.58	1.42	+0.16
Calmar ratio Return relative to maximum drawdown	8.63	4.05	+4.58
Martin ratio Return relative to average drawdown	30.08	17.91	+12.17
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
ABBV AbbVie Inc.	56	0.93	1.39	1.18	1.50	3.48
AVGO Broadcom Inc.	86	2.76	3.36	1.43	4.89	11.77
COST Costco Wholesale Corporation	37	0.22	0.45	1.05	0.54	1.08
GE General Electric Company	84	2.47	3.01	1.40	3.98	14.76
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
ORCL Oracle Corporation	35	0.08	0.63	1.07	0.21	0.40
PM Philip Morris International Inc.	40	0.40	0.66	1.09	0.55	1.13
TSLA Tesla, Inc.	57	0.80	1.34	1.16	1.91	4.84
UNH UnitedHealth Group Incorporated	8	-0.93	-1.17	0.81	-0.72	-0.94

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 99O Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

1-Year: 3.31
5-Year: 2.17
10-Year: 1.54
All Time: 1.58

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 99O 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 99O provided a 1.57% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.57%	1.62%	1.81%	2.19%	2.32%	2.62%	3.54%	3.25%	3.30%	2.64%	2.51%	2.55%
Portfolio components:
ABBV AbbVie Inc.	3.20%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
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%
COST Costco Wholesale Corporation	0.52%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
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%
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%
ORCL Oracle Corporation	1.45%	0.97%	0.96%	1.44%	1.57%	1.38%	1.48%	1.72%	1.68%	1.52%	1.56%	1.56%
PM Philip Morris International Inc.	3.59%	3.52%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%
TSLA Tesla, 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%
UNH UnitedHealth Group Incorporated	2.90%	2.64%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%

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 99O. 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 99O was 33.01%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current Magnum Experiment 99O drawdown is 0.38%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.01%	Feb 20, 2020	23	Mar 23, 2020	53	Jun 8, 2020	76
-16.27%	Oct 10, 2018	52	Dec 24, 2018	36	Feb 15, 2019	88
-15.72%	Feb 21, 2025	31	Apr 4, 2025	38	May 30, 2025	69
-13.39%	Jan 29, 2018	44	Apr 2, 2018	120	Sep 20, 2018	164
-13.29%	Jun 12, 2015	52	Aug 25, 2015	52	Nov 6, 2015	104

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 12 assets, with an effective number of assets of 6.99, 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.

	Benchmark	TSLA	PM	XOM	WMT	UNH	ABBV	LLY	GE	COST	NVDA	ORCL	AVGO	Portfolio
Benchmark	1.00	0.46	0.38	0.44	0.38	0.44	0.42	0.41	0.53	0.53	0.61	0.62	0.64	0.80
TSLA	0.46	1.00	0.10	0.13	0.15	0.14	0.14	0.13	0.23	0.24	0.39	0.29	0.38	0.42
PM	0.38	0.10	1.00	0.29	0.30	0.26	0.29	0.24	0.26	0.29	0.11	0.24	0.16	0.42
XOM	0.44	0.13	0.29	1.00	0.19	0.24	0.26	0.17	0.37	0.19	0.17	0.26	0.22	0.50
WMT	0.38	0.15	0.30	0.19	1.00	0.26	0.23	0.25	0.22	0.57	0.18	0.25	0.18	0.33
UNH	0.44	0.14	0.26	0.24	0.26	1.00	0.33	0.31	0.21	0.29	0.20	0.27	0.23	0.43
ABBV	0.42	0.14	0.29	0.26	0.23	0.33	1.00	0.41	0.22	0.24	0.18	0.25	0.21	0.46
LLY	0.41	0.13	0.24	0.17	0.25	0.31	0.41	1.00	0.22	0.28	0.21	0.29	0.23	0.60
GE	0.53	0.23	0.26	0.37	0.22	0.21	0.22	0.22	1.00	0.25	0.30	0.35	0.34	0.51
COST	0.53	0.24	0.29	0.19	0.57	0.29	0.24	0.28	0.25	1.00	0.32	0.32	0.32	0.43
NVDA	0.61	0.39	0.11	0.17	0.18	0.20	0.18	0.21	0.30	0.32	1.00	0.43	0.59	0.60
ORCL	0.62	0.29	0.24	0.26	0.25	0.27	0.25	0.29	0.35	0.32	0.43	1.00	0.44	0.54
AVGO	0.64	0.38	0.16	0.22	0.18	0.23	0.21	0.23	0.34	0.32	0.59	0.44	1.00	0.75
Portfolio	0.80	0.42	0.42	0.50	0.33	0.43	0.46	0.60	0.51	0.43	0.60	0.54	0.75	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2013

Magnum Experiment 99O

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