Magnum Experiment 10

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

As of Apr 11, 2026, the Magnum Experiment 10 returned 18.22% Year-To-Date and 17.64% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 21, 1995, Magnum Experiment 10's average daily return is +0.11%, while the average monthly return is +2.26%. At this rate, an investment would double in approximately 2.6 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 1996 with a return of +30.1%, while the worst month was Aug 1998 at -29.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 7 months.

On a daily basis, Magnum Experiment 10 closed higher 53% of trading days. The best single day was Apr 29, 1996 with a return of +13.0%, while the worst single day was Jan 12, 1996 at -14.5%.

Magnum Experiment 10 has an annualized alpha of 19.61%, beta of 0.98, and R² of 0.35 versus S&P 500 Index. Calculated based on daily prices since August 21, 1995.

• This portfolio captured 182.48% of S&P 500 Index gains and 102.98% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.35 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Magnum Experiment 10 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.

Magnum Experiment 10 ranks 35 for risk / return — below 35% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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

• 1-Year: 1.92
• 5-Year: 0.31
• 10-Year: 0.71
• All Time: 0.80

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 10 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Magnum Experiment 10 provided a 0.01% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Magnum Experiment 10. 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 10 was 66.72%, occurring on Nov 20, 2008. Recovery took 487 trading sessions.

The current Magnum Experiment 10 drawdown is 1.76%.

The chart below shows the rolling one-month volatility.