Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 90G, 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 Dec 7, 2018, corresponding to the inception date of MRNA
Returns By Period
| 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 90G | -0.76% | 0.48% | -0.48% | 3.62% | 13.86% | 15.87% | 12.22% | — |
| Portfolio components: | ||||||||
AAPL Apple Inc | -0.00% | 1.85% | -4.10% | 6.40% | 32.03% | 18.01% | 14.99% | 26.40% |
ABBV AbbVie Inc. | -2.10% | -7.73% | -8.26% | -8.41% | 22.77% | 12.82% | 18.55% | 18.04% |
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% |
ADBE Adobe Inc | -2.00% | -16.47% | -35.61% | -33.23% | -36.07% | -15.32% | -14.87% | 9.20% |
ADI Analog Devices, Inc. | -0.35% | 13.95% | 29.51% | 56.43% | 98.42% | 24.81% | 18.81% | 21.86% |
ADP Automatic Data Processing, Inc. | -3.69% | -8.24% | -26.00% | -32.82% | -35.39% | -2.05% | 2.09% | 10.04% |
AMAT Applied Materials, Inc. | 0.42% | 18.45% | 55.64% | 90.89% | 178.09% | 52.16% | 24.58% | 35.81% |
AMD Advanced Micro Devices, Inc. | 3.55% | 23.92% | 14.42% | 14.03% | 162.36% | 37.61% | 24.25% | 56.33% |
AMGN Amgen Inc. | -1.29% | -4.56% | 7.99% | 22.69% | 26.59% | 15.32% | 10.53% | 11.54% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 10, 2018, Magnum Experiment 90G's average daily return is +0.07%, while the average monthly return is +1.37%. At this rate, an investment would double in approximately 4.2 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +11.8%, while the worst month was Mar 2020 at -8.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Magnum Experiment 90G closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.07% | 1.83% | -5.43% | 2.25% | -0.48% | ||||||||
| 2025 | 4.21% | 1.38% | -2.21% | -2.96% | 1.81% | 2.31% | -1.07% | 4.87% | 2.53% | 0.47% | 2.83% | -0.52% | 14.16% |
| 2024 | 2.51% | 3.79% | 2.66% | -3.83% | 3.75% | 2.06% | 4.09% | 3.65% | 1.38% | -1.97% | 4.95% | -3.84% | 20.35% |
| 2023 | 4.42% | -2.52% | 4.84% | 3.08% | -0.37% | 5.21% | 3.20% | -1.04% | -4.00% | -1.28% | 7.53% | 2.39% | 22.86% |
| 2022 | -3.05% | -2.24% | 4.94% | -6.97% | -0.48% | -6.73% | 7.76% | -4.71% | -8.05% | 7.60% | 6.20% | -4.45% | -11.46% |
| 2021 | -1.25% | 1.73% | 5.68% | 5.71% | 1.50% | 1.68% | 2.90% | 2.78% | -4.84% | 7.15% | -0.83% | 6.27% | 31.62% |
Benchmark Metrics
Magnum Experiment 90G has an annualized alpha of 4.30%, beta of 0.86, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since December 10, 2018.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.42%) than losses (83.36%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.30% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.86 and R² of 0.93, 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
- 4.30%
- Beta
- 0.86
- R²
- 0.93
- Upside Capture
- 95.42%
- Downside Capture
- 83.36%
Expense Ratio
Magnum Experiment 90G 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 90G ranks 19 for risk / return — in the bottom 19% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.49 | 2.23 | -0.74 |
Sortino ratioReturn per unit of downside risk | 2.14 | 3.12 | -0.97 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.42 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 4.05 | -1.33 |
Martin ratioReturn relative to average drawdown | 11.36 | 17.91 | -6.55 |
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 |
ABBV AbbVie Inc. | 56 | 0.93 | 1.39 | 1.18 | 1.50 | 3.48 |
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 |
ADBE Adobe Inc | 4 | -1.22 | -1.69 | 0.79 | -0.73 | -1.50 |
ADI Analog Devices, Inc. | 93 | 3.39 | 4.31 | 1.55 | 7.25 | 19.70 |
ADP Automatic Data Processing, Inc. | 3 | -1.61 | -2.24 | 0.72 | -0.74 | -1.62 |
AMAT Applied Materials, Inc. | 95 | 4.29 | 3.98 | 1.57 | 9.95 | 27.77 |
AMD Advanced Micro Devices, Inc. | 90 | 3.06 | 3.42 | 1.46 | 7.68 | 15.90 |
AMGN Amgen Inc. | 62 | 1.03 | 1.65 | 1.20 | 2.35 | 5.37 |
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Dividends
Dividend yield
Magnum Experiment 90G provided a 1.79% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.79% | 1.76% | 1.85% | 1.79% | 1.59% | 1.37% | 1.67% | 1.54% | 1.75% | 1.57% | 1.82% | 1.74% |
| 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% |
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% |
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% |
ADBE Adobe 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% |
ADI Analog Devices, Inc. | 1.16% | 1.46% | 1.73% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% |
ADP Automatic Data Processing, Inc. | 3.43% | 2.46% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% |
AMAT Applied Materials, Inc. | 0.46% | 0.69% | 0.93% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% |
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% |
AMGN Amgen Inc. | 2.75% | 2.91% | 3.45% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% |
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 90G. 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 90G was 29.89%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current Magnum Experiment 90G drawdown is 3.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.89% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -20.08% | Mar 30, 2022 | 136 | Oct 12, 2022 | 169 | Jun 15, 2023 | 305 |
| -11.15% | Dec 14, 2018 | 7 | Dec 24, 2018 | 25 | Jan 31, 2019 | 32 |
| -11.1% | Mar 3, 2025 | 27 | Apr 8, 2025 | 72 | Jul 23, 2025 | 99 |
| -8.67% | Jan 5, 2022 | 43 | Mar 8, 2022 | 15 | Mar 29, 2022 | 58 |
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 100 assets, with an effective number of assets of 23.93, 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.