Magnum Experiment 1

Asset Allocation

Position	Category/Sector	Target Weight
ACGL Arch Capital Group Ltd.	Financial Services	10.60%
AMD Advanced Micro Devices, Inc.	Technology	1.82%
AMZN Amazon.com, Inc	Consumer Cyclical	5.66%
ANET Arista Networks, Inc.	Technology	3.38%
AXON Axon Enterprise, Inc.	Industrials	3.02%
BSX Boston Scientific Corporation	Healthcare	13%
CDNS Cadence Design Systems, Inc.	Technology	4.92%
CPRT Copart, Inc.	Industrials	8.56%
FTNT Fortinet, Inc.	Technology	4.32%
IDXX IDEXX Laboratories, Inc.	Healthcare	7.62%
ISRG Intuitive Surgical, Inc.	Healthcare	6.40%
NOW ServiceNow, Inc	Technology	3.93%
ORLY O'Reilly Automotive, Inc.	Consumer Cyclical	10.36%
SNPS Synopsys, Inc.	Technology	5.61%
TMUS T-Mobile US, Inc.	Communication Services	10.80%

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 1, 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 6, 2014, corresponding to the inception date of ANET

Returns By Period

As of Apr 11, 2026, the Magnum Experiment 1 returned -12.73% Year-To-Date and 24.41% 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 1	-1.58%	-4.15%	-12.73%	-13.83%	-5.93%	14.66%	15.24%	24.41%
Portfolio components:
BSX Boston Scientific Corporation	0.83%	-9.86%	-35.20%	-35.24%	-34.03%	6.80%	9.46%	12.33%
TMUS T-Mobile US, Inc.	-0.93%	-8.70%	-3.15%	-13.62%	-23.05%	10.72%	9.55%	18.00%
ACGL Arch Capital Group Ltd.	-2.90%	1.86%	0.05%	3.79%	4.17%	13.51%	20.30%	15.76%
ORLY O'Reilly Automotive, Inc.	-1.47%	0.03%	1.97%	-8.95%	0.39%	17.00%	21.98%	17.90%
CPRT Copart, Inc.	-0.70%	-3.56%	-16.32%	-25.34%	-45.25%	-4.72%	2.11%	20.21%
IDXX IDEXX Laboratories, Inc.	-3.72%	-1.44%	-16.78%	-8.63%	44.01%	5.60%	2.28%	21.49%
ISRG Intuitive Surgical, Inc.	-0.95%	-5.98%	-20.44%	4.90%	-8.71%	19.70%	11.50%	20.55%
AMZN Amazon.com, Inc	2.02%	13.77%	3.28%	10.17%	28.94%	33.62%	7.17%	22.97%
SNPS Synopsys, Inc.	-3.13%	-6.32%	-16.49%	-10.64%	-6.88%	1.12%	8.42%	23.42%
CDNS Cadence Design Systems, Inc.	-5.46%	-8.49%	-15.01%	-18.76%	2.39%	7.49%	12.82%	27.73%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 9, 2014, Magnum Experiment 1's average daily return is +0.09%, while the average monthly return is +1.89%. At this rate, an investment would double in approximately 3.1 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +12.3%, while the worst month was Apr 2022 at -11.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.

On a daily basis, Magnum Experiment 1 closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -12.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-1.09%	-3.78%	-7.31%	-1.07%									-12.73%
2025	5.77%	-1.12%	-2.94%	2.66%	2.53%	2.74%	1.55%	2.65%	-3.15%	-0.43%	-0.67%	-2.51%	6.84%
2024	5.17%	6.93%	2.22%	-4.30%	2.89%	4.39%	-1.84%	6.98%	2.22%	-1.37%	11.60%	-4.60%	33.19%
2023	6.54%	1.71%	6.49%	2.98%	3.05%	4.59%	0.00%	0.23%	-3.10%	0.70%	9.14%	2.98%	40.84%
2022	-9.96%	3.04%	3.03%	-11.87%	0.95%	-5.48%	12.07%	-4.09%	-5.98%	12.10%	7.45%	-4.23%	-6.30%
2021	-4.40%	3.48%	1.85%	8.22%	0.06%	6.01%	5.46%	2.58%	-5.18%	5.86%	-2.58%	6.87%	30.75%

Benchmark Metrics

Magnum Experiment 1 has an annualized alpha of 11.91%, beta of 0.99, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since June 09, 2014.

This portfolio captured 131.08% of S&P 500 Index gains but only 74.62% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 11.91% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.99 and R² of 0.80, 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: 11.91%

Beta: 0.99

R²: 0.80

Upside Capture: 131.08%

Downside Capture: 74.62%

Expense Ratio

Magnum Experiment 1 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 1 ranks 2 for risk / return — in the bottom 2% 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.

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	-0.30	2.23	-2.53
Sortino ratio Return per unit of downside risk	-0.33	3.12	-3.44
Omega ratio Gain probability vs. loss probability	0.96	1.42	-0.46
Calmar ratio Return relative to maximum drawdown	0.06	4.05	-3.99
Martin ratio Return relative to average drawdown	0.15	17.91	-17.76
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
BSX Boston Scientific Corporation	4	-1.16	-1.45	0.77	-0.73	-1.93
TMUS T-Mobile US, Inc.	9	-0.86	-1.07	0.86	-0.63	-1.14
ACGL Arch Capital Group Ltd.	41	0.28	0.53	1.06	0.92	1.96
ORLY O'Reilly Automotive, Inc.	33	0.08	0.26	1.03	0.32	0.68
CPRT Copart, Inc.	4	-1.73	-2.50	0.67	-0.81	-1.25
IDXX IDEXX Laboratories, Inc.	69	1.14	2.42	1.31	2.05	5.30
ISRG Intuitive Surgical, Inc.	23	-0.28	-0.23	0.97	-0.06	-0.12
AMZN Amazon.com, Inc	60	1.01	1.59	1.20	1.83	4.36
SNPS Synopsys, Inc.	30	-0.07	0.30	1.06	0.07	0.12
CDNS Cadence Design Systems, Inc.	36	0.13	0.44	1.06	0.51	1.11

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

1-Year: -0.30
5-Year: 0.81
10-Year: 1.21
All Time: 1.22

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 1 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 1 provided a 0.21% dividend yield over the last twelve months.

	TTM	2025	2024	2023
Portfolio	0.21%	0.19%	0.71%	0.04%
Portfolio components:
BSX Boston Scientific Corporation	0.00%	0.00%	0.00%	0.00%
TMUS T-Mobile US, Inc.	1.94%	1.80%	1.28%	0.41%
ACGL Arch Capital Group Ltd.	0.00%	0.00%	5.41%	0.00%
ORLY O'Reilly Automotive, Inc.	0.00%	0.00%	0.00%	0.00%
CPRT Copart, Inc.	0.00%	0.00%	0.00%	0.00%
IDXX IDEXX Laboratories, Inc.	0.00%	0.00%	0.00%	0.00%
ISRG Intuitive Surgical, Inc.	0.00%	0.00%	0.00%	0.00%
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%	0.00%
SNPS Synopsys, Inc.	0.00%	0.00%	0.00%	0.00%
CDNS Cadence Design Systems, Inc.	0.00%	0.00%	0.00%	0.00%

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 1. 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 1 was 34.38%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current Magnum Experiment 1 drawdown is 19.03%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.38%	Feb 20, 2020	23	Mar 23, 2020	79	Jul 15, 2020	102
-25.1%	Dec 30, 2021	117	Jun 16, 2022	157	Feb 1, 2023	274
-20.75%	Sep 14, 2018	70	Dec 24, 2018	38	Feb 20, 2019	108
-19.09%	Sep 9, 2025	140	Mar 30, 2026	—	—	—
-15.62%	Feb 11, 2025	40	Apr 8, 2025	24	May 13, 2025	64

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 15 assets, with an effective number of assets of 12.15, 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.

	Benchmark	ACGL	ORLY	TMUS	AXON	AMD	BSX	ANET	AMZN	IDXX	CPRT	FTNT	NOW	ISRG	CDNS	SNPS	Portfolio
Benchmark	1.00	0.42	0.41	0.41	0.45	0.52	0.54	0.55	0.64	0.58	0.61	0.57	0.57	0.65	0.67	0.69	0.83
ACGL	0.42	1.00	0.33	0.27	0.17	0.13	0.35	0.17	0.16	0.24	0.34	0.20	0.18	0.25	0.23	0.24	0.45
ORLY	0.41	0.33	1.00	0.30	0.18	0.15	0.31	0.19	0.24	0.29	0.38	0.29	0.23	0.28	0.28	0.29	0.50
TMUS	0.41	0.27	0.30	1.00	0.20	0.22	0.33	0.25	0.29	0.30	0.33	0.31	0.32	0.30	0.30	0.30	0.52
AXON	0.45	0.17	0.18	0.20	1.00	0.31	0.28	0.37	0.36	0.33	0.38	0.40	0.40	0.37	0.40	0.41	0.51
AMD	0.52	0.13	0.15	0.22	0.31	1.00	0.26	0.43	0.44	0.35	0.36	0.39	0.40	0.39	0.49	0.50	0.51
BSX	0.54	0.35	0.31	0.33	0.28	0.26	1.00	0.31	0.33	0.44	0.40	0.36	0.38	0.55	0.39	0.39	0.66
ANET	0.55	0.17	0.19	0.25	0.37	0.43	0.31	1.00	0.46	0.38	0.40	0.49	0.49	0.44	0.53	0.54	0.60
AMZN	0.64	0.16	0.24	0.29	0.36	0.44	0.33	0.46	1.00	0.45	0.42	0.46	0.54	0.49	0.54	0.55	0.63
IDXX	0.58	0.24	0.29	0.30	0.33	0.35	0.44	0.38	0.45	1.00	0.45	0.45	0.48	0.57	0.52	0.54	0.68
CPRT	0.61	0.34	0.38	0.33	0.38	0.36	0.40	0.40	0.42	0.45	1.00	0.46	0.46	0.48	0.54	0.54	0.69
FTNT	0.57	0.20	0.29	0.31	0.40	0.39	0.36	0.49	0.46	0.45	0.46	1.00	0.60	0.49	0.56	0.56	0.67
NOW	0.57	0.18	0.23	0.32	0.40	0.40	0.38	0.49	0.54	0.48	0.46	0.60	1.00	0.51	0.60	0.61	0.68
ISRG	0.65	0.25	0.28	0.30	0.37	0.39	0.55	0.44	0.49	0.57	0.48	0.49	0.51	1.00	0.56	0.57	0.72
CDNS	0.67	0.23	0.28	0.30	0.40	0.49	0.39	0.53	0.54	0.52	0.54	0.56	0.60	0.56	1.00	0.83	0.74
SNPS	0.69	0.24	0.29	0.30	0.41	0.50	0.39	0.54	0.55	0.54	0.54	0.56	0.61	0.57	0.83	1.00	0.75
Portfolio	0.83	0.45	0.50	0.52	0.51	0.51	0.66	0.60	0.63	0.68	0.69	0.67	0.68	0.72	0.74	0.75	1.00

The correlation results are calculated based on daily price changes starting from Jun 9, 2014

Magnum Experiment 1

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