Magnum Experiment 99L

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Magnum Experiment 99L

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	2.12%
AVGO Broadcom Inc.	Technology	4.32%
BSX Boston Scientific Corporation	Healthcare	13.52%
CME CME Group Inc.	Financial Services	3.90%
ETR Entergy Corporation	Utilities	4.54%
GE General Electric Company	Industrials	0.97%
GOOGL Alphabet Inc Class A	Communication Services	1.89%
KMI Kinder Morgan, Inc.	Energy	7.72%
META Meta Platforms, Inc.	Communication Services	3%
MMM 3M Company	Industrials	3.99%
PLTR Palantir Technologies Inc.	Technology	5.81%
PM Philip Morris International Inc.	Consumer Defensive	11.72%
RTX Raytheon Technologies Corporation	Industrials	6.07%
T AT&T Inc.	Communication Services	4.65%
TRGP Targa Resources Corp.	Energy	7.82%
UAL United Airlines Holdings, Inc.	Industrials	4.38%
WMT Walmart Inc.	Consumer Defensive	13.58%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.92%	4.38%	-1.84%	12.48%	13.71%	10.99%
Magnum Experiment 99L	19.24%	4.59%	20.12%	71.34%	N/A	N/A
Portfolio components:
WMT Walmart Inc.	11.00%	1.28%	8.49%	53.28%	21.09%	17.39%
BSX Boston Scientific Corporation	16.63%	-0.72%	15.19%	37.85%	22.40%	19.29%
PM Philip Morris International Inc.	53.19%	6.96%	42.28%	88.36%	26.19%	14.31%
TRGP Targa Resources Corp.	-8.20%	0.30%	-15.77%	40.01%	54.32%	11.56%
KMI Kinder Morgan, Inc.	6.82%	6.78%	6.66%	53.96%	19.31%	1.72%
RTX Raytheon Technologies Corporation	20.00%	6.11%	17.00%	30.18%	18.12%	9.04%
PLTR Palantir Technologies Inc.	74.59%	6.24%	98.89%	509.04%	N/A	N/A
T AT&T Inc.	25.57%	1.16%	25.95%	61.32%	11.02%	8.27%
ETR Entergy Corporation	11.26%	-1.57%	10.09%	52.67%	14.06%	13.18%
UAL United Airlines Holdings, Inc.	-16.34%	9.67%	-16.64%	53.29%	19.27%	4.15%
AVGO Broadcom Inc.	7.60%	22.13%	50.22%	89.49%	55.62%	36.45%
MMM 3M Company	14.53%	3.55%	11.25%	49.22%	5.67%	4.53%
CME CME Group Inc.	25.80%	3.66%	27.69%	49.85%	13.86%	16.31%
META Meta Platforms, Inc.	14.69%	12.37%	13.36%	44.24%	23.97%	23.43%
AAPL Apple Inc	-19.26%	-1.65%	-15.61%	5.41%	20.62%	21.48%
GOOGL Alphabet Inc Class A	-10.61%	3.05%	-1.21%	-1.54%	18.74%	19.98%
GE General Electric Company	48.65%	19.15%	37.63%	50.86%	47.17%	8.14%

*Annualized

Monthly Returns

The table below presents the monthly returns of Magnum Experiment 99L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	8.52%	3.35%	-3.40%	3.28%	5.64%	0.87%							19.24%
2024	1.54%	7.74%	4.01%	1.58%	5.75%	3.05%	4.69%	7.45%	4.96%	6.22%	11.56%	-0.33%	75.65%
2023	5.47%	-0.98%	3.63%	1.16%	2.40%	6.78%	3.38%	-2.04%	-3.44%	-0.69%	7.27%	1.88%	27.05%
2022	0.55%	-0.58%	4.50%	-2.71%	-1.65%	-8.68%	6.18%	-3.49%	-7.92%	10.36%	5.56%	-3.03%	-2.70%
2021	1.59%	1.75%	5.48%	5.62%	2.49%	1.83%	-0.30%	2.14%	-3.26%	3.65%	-6.88%	6.12%	21.30%
2020										-1.42%	24.69%	1.19%	24.38%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Magnum Experiment 99L 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 99, Magnum Experiment 99L is among the top 1% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
WMT Walmart Inc.	2.23	3.05	1.42	2.52	8.16
BSX Boston Scientific Corporation	1.71	2.21	1.35	2.51	10.19
PM Philip Morris International Inc.	3.57	4.82	1.73	8.35	25.16
TRGP Targa Resources Corp.	1.14	1.61	1.24	1.65	4.04
KMI Kinder Morgan, Inc.	2.14	2.70	1.44	3.19	7.86
RTX Raytheon Technologies Corporation	1.16	1.78	1.28	2.12	7.24
PLTR Palantir Technologies Inc.	7.13	5.35	1.73	11.70	39.42
T AT&T Inc.	2.66	3.64	1.53	6.47	24.23
ETR Entergy Corporation	1.97	3.20	1.49	6.03	15.89
UAL United Airlines Holdings, Inc.	0.96	1.74	1.22	1.15	2.94
AVGO Broadcom Inc.	1.43	2.03	1.27	1.97	5.43
MMM 3M Company	1.38	2.67	1.36	1.54	9.57
CME CME Group Inc.	2.84	3.37	1.47	3.24	20.79
META Meta Platforms, Inc.	1.20	1.74	1.23	1.23	3.70
AAPL Apple Inc	0.16	0.52	1.07	0.19	0.59
GOOGL Alphabet Inc Class A	-0.05	0.06	1.01	-0.12	-0.24
GE General Electric Company	1.50	1.99	1.30	2.45	7.77

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 99L Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 3.79
All Time: 2.02

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 0.59 to 1.13, 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 99L compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Magnum Experiment 99L provided a 1.65% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.65%	1.93%	2.65%	2.60%	2.57%	3.00%	2.92%	3.45%	2.59%	2.67%	4.11%	2.38%
Portfolio components:
WMT Walmart Inc.	0.89%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%	2.24%
BSX Boston Scientific Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PM Philip Morris International Inc.	2.93%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%	4.76%
TRGP Targa Resources Corp.	2.00%	1.54%	2.13%	1.90%	0.77%	4.59%	8.92%	10.11%	7.52%	6.49%	12.53%	2.52%
KMI Kinder Morgan, Inc.	4.03%	4.18%	6.38%	6.10%	6.76%	7.59%	4.49%	4.71%	2.77%	2.41%	12.94%	4.02%
RTX Raytheon Technologies Corporation	1.87%	2.14%	2.76%	2.14%	2.33%	2.64%	1.96%	2.66%	2.13%	2.39%	2.66%	2.05%
PLTR Palantir Technologies 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%
T AT&T Inc.	3.98%	4.88%	6.63%	7.35%	11.19%	9.58%	6.91%	9.28%	6.67%	5.98%	7.23%	7.25%
ETR Entergy Corporation	2.84%	3.03%	4.29%	3.64%	3.43%	3.75%	3.06%	4.16%	4.30%	4.65%	4.89%	3.80%
UAL United Airlines Holdings, 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%
AVGO Broadcom Inc.	0.90%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%	1.22%
MMM 3M Company	1.95%	2.60%	5.49%	4.97%	3.33%	3.36%	3.26%	2.85%	2.00%	2.49%	2.72%	2.08%
CME CME Group Inc.	3.61%	4.48%	4.58%	5.05%	3.00%	3.24%	2.74%	2.42%	4.20%	4.90%	5.41%	4.38%
META Meta Platforms, Inc.	0.30%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AAPL Apple Inc	0.50%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
GOOGL Alphabet Inc Class A	0.47%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GE General Electric Company	0.48%	0.67%	0.25%	0.38%	0.34%	0.37%	0.36%	4.89%	4.81%	2.94%	2.95%	3.52%

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 99L. 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 99L was 20.68%, occurring on Sep 30, 2022. Recovery took 165 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-20.68%	Apr 21, 2022	113	Sep 30, 2022	165	May 30, 2023	278
-16.11%	Feb 19, 2025	33	Apr 4, 2025	29	May 16, 2025	62
-9.86%	Nov 8, 2021	17	Dec 1, 2021	29	Jan 12, 2022	46
-7.95%	Oct 13, 2020	12	Oct 28, 2020	8	Nov 9, 2020	20
-7.79%	Aug 1, 2023	63	Oct 27, 2023	13	Nov 15, 2023	76

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 17 assets, with an effective number of assets of 12.12, 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.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	CME	T	ETR	PM	WMT	PLTR	META	UAL	AVGO	BSX	TRGP	AAPL	RTX	GOOGL	KMI	MMM	GE	Portfolio
^GSPC	1.00	0.28	0.28	0.31	0.33	0.40	0.54	0.66	0.49	0.71	0.52	0.45	0.72	0.46	0.71	0.43	0.52	0.54	0.81
CME	0.28	1.00	0.23	0.28	0.24	0.24	0.08	0.11	0.13	0.11	0.28	0.20	0.12	0.28	0.15	0.23	0.20	0.22	0.35
T	0.28	0.23	1.00	0.37	0.40	0.25	0.11	0.08	0.22	0.03	0.25	0.24	0.15	0.33	0.11	0.36	0.36	0.28	0.43
ETR	0.31	0.28	0.37	1.00	0.37	0.34	0.04	0.09	0.17	0.09	0.28	0.25	0.15	0.30	0.15	0.37	0.36	0.18	0.42
PM	0.33	0.24	0.40	0.37	1.00	0.29	0.05	0.13	0.20	0.11	0.32	0.25	0.19	0.28	0.14	0.34	0.38	0.22	0.47
WMT	0.40	0.24	0.25	0.34	0.29	1.00	0.18	0.25	0.16	0.20	0.28	0.18	0.28	0.25	0.25	0.22	0.28	0.23	0.50
PLTR	0.54	0.08	0.11	0.04	0.05	0.18	1.00	0.45	0.34	0.45	0.20	0.25	0.40	0.17	0.40	0.22	0.21	0.32	0.60
META	0.66	0.11	0.08	0.09	0.13	0.25	0.45	1.00	0.31	0.55	0.33	0.21	0.52	0.15	0.64	0.15	0.26	0.33	0.50
UAL	0.49	0.13	0.22	0.17	0.20	0.16	0.34	0.31	1.00	0.33	0.29	0.35	0.29	0.37	0.31	0.36	0.38	0.49	0.56
AVGO	0.71	0.11	0.03	0.09	0.11	0.20	0.45	0.55	0.33	1.00	0.30	0.26	0.53	0.23	0.52	0.20	0.29	0.38	0.53
BSX	0.52	0.28	0.25	0.28	0.32	0.28	0.20	0.33	0.29	0.30	1.00	0.28	0.31	0.35	0.34	0.28	0.34	0.36	0.58
TRGP	0.45	0.20	0.24	0.25	0.25	0.18	0.25	0.21	0.35	0.26	0.28	1.00	0.19	0.44	0.23	0.77	0.31	0.42	0.63
AAPL	0.72	0.12	0.15	0.15	0.19	0.28	0.40	0.52	0.29	0.53	0.31	0.19	1.00	0.22	0.60	0.17	0.30	0.28	0.50
RTX	0.46	0.28	0.33	0.30	0.28	0.25	0.17	0.15	0.37	0.23	0.35	0.44	0.22	1.00	0.22	0.48	0.39	0.48	0.56
GOOGL	0.71	0.15	0.11	0.15	0.14	0.25	0.40	0.64	0.31	0.52	0.34	0.23	0.60	0.22	1.00	0.21	0.29	0.30	0.50
KMI	0.43	0.23	0.36	0.37	0.34	0.22	0.22	0.15	0.36	0.20	0.28	0.77	0.17	0.48	0.21	1.00	0.40	0.41	0.64
MMM	0.52	0.20	0.36	0.36	0.38	0.28	0.21	0.26	0.38	0.29	0.34	0.31	0.30	0.39	0.29	0.40	1.00	0.46	0.56
GE	0.54	0.22	0.28	0.18	0.22	0.23	0.32	0.33	0.49	0.38	0.36	0.42	0.28	0.48	0.30	0.41	0.46	1.00	0.58
Portfolio	0.81	0.35	0.43	0.42	0.47	0.50	0.60	0.50	0.56	0.53	0.58	0.63	0.50	0.56	0.50	0.64	0.56	0.58	1.00

The correlation results are calculated based on daily price changes starting from Oct 1, 2020

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Magnum Experiment 99L

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community