Magnum Experiment 47
January 3rd 2024 / December 20th 2023
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BRK-B Berkshire Hathaway Inc. | Financial Services | 8.88% |
CME CME Group Inc. | Financial Services | 6.71% |
COR Cencora Inc. | Healthcare | 10.13% |
EA Electronic Arts Inc. | Communication Services | 5.21% |
HON Honeywell International Inc | Industrials | 5.51% |
IBM International Business Machines Corporation | Technology | 9.11% |
ICE Intercontinental Exchange, Inc. | Financial Services | 5.33% |
JPM JPMorgan Chase & Co. | Financial Services | 5.91% |
MCD McDonald's Corporation | Consumer Cyclical | 6.03% |
PM Philip Morris International Inc. | Consumer Defensive | 5.98% |
ROP Roper Technologies, Inc. | Industrials | 6.97% |
RSG Republic Services, Inc. | Industrials | 6.22% |
SHW The Sherwin-Williams Company | Basic Materials | 5.19% |
TJX The TJX Companies, Inc. | Consumer Cyclical | 7.40% |
TMUS T-Mobile US, Inc. | Communication Services | 5.42% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 47, 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.
The earliest data available for this chart is Mar 17, 2008, corresponding to the inception date of PM
Returns By Period
As of Apr 18, 2025, the Magnum Experiment 47 returned 11.26% Year-To-Date and 15.65% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Magnum Experiment 47 | 11.16% | 2.58% | 7.41% | 26.05% | 19.35% | 14.29% |
| Portfolio components: | ||||||
COR Cencora Inc. | 27.91% | 8.56% | 22.24% | 21.25% | 27.99% | 11.39% |
IBM International Business Machines Corporation | 9.36% | -3.30% | 4.04% | 34.81% | 21.25% | 8.77% |
BRK-B Berkshire Hathaway Inc. | 14.32% | -0.94% | 11.24% | 30.29% | 22.13% | 13.84% |
TJX The TJX Companies, Inc. | 5.96% | 10.72% | 9.30% | 38.88% | 22.38% | 16.14% |
ROP Roper Technologies, Inc. | 7.52% | -3.26% | -0.85% | 6.46% | 12.26% | 13.36% |
CME CME Group Inc. | 13.61% | -1.49% | 19.57% | 31.79% | 10.96% | 15.80% |
RSG Republic Services, Inc. | 21.57% | 4.20% | 18.94% | 30.17% | 26.69% | 22.09% |
MCD McDonald's Corporation | 8.01% | 2.54% | 0.09% | 18.13% | 13.46% | 15.36% |
PM Philip Morris International Inc. | 36.81% | 7.03% | 38.57% | 88.27% | 22.22% | 12.33% |
JPM JPMorgan Chase & Co. | -2.13% | -0.67% | 4.53% | 31.80% | 22.93% | 17.08% |
HON Honeywell International Inc | -12.50% | -6.26% | -9.53% | 5.47% | 9.55% | 8.72% |
TMUS T-Mobile US, Inc. | 19.11% | 0.50% | 18.88% | 65.99% | 24.22% | 23.49% |
ICE Intercontinental Exchange, Inc. | 6.76% | -8.22% | -3.19% | 22.78% | 13.40% | 14.89% |
EA Electronic Arts Inc. | -0.33% | 2.64% | 1.24% | 15.89% | 5.34% | 10.07% |
SHW The Sherwin-Williams Company | -1.71% | -0.64% | -13.97% | 8.38% | 15.17% | 14.60% |
Monthly Returns
The table below presents the monthly returns of Magnum Experiment 47, 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 | 6.73% | 3.78% | 1.21% | -0.83% | 11.16% | ||||||||
| 2024 | 2.63% | 4.17% | 2.50% | -5.58% | 1.77% | 1.77% | 5.63% | 4.92% | -0.45% | -1.12% | 8.95% | -7.77% | 17.47% |
| 2023 | 1.43% | -3.91% | 2.19% | 3.60% | -1.91% | 9.10% | 1.39% | -1.07% | -2.43% | -0.23% | 8.38% | 4.75% | 22.41% |
| 2022 | -6.14% | -1.96% | 1.38% | -0.76% | 0.50% | -8.86% | 6.03% | -1.69% | -7.82% | 12.43% | 7.64% | -3.23% | -4.58% |
| 2021 | -3.70% | 0.72% | 6.94% | 6.37% | 1.04% | -0.49% | 3.48% | 1.59% | -5.06% | 5.49% | -1.51% | 7.70% | 23.88% |
| 2020 | 1.17% | -4.85% | -11.57% | 7.39% | 7.16% | -1.49% | 5.95% | 4.04% | -1.07% | -4.20% | 13.14% | 2.14% | 16.51% |
| 2019 | 7.46% | 3.83% | 0.53% | 3.64% | -3.38% | 6.11% | 3.01% | -0.06% | 1.22% | 0.95% | 2.90% | 0.30% | 29.39% |
| 2018 | 5.50% | -2.27% | -2.77% | -1.40% | 0.19% | 2.60% | 3.31% | 4.16% | 1.53% | -4.48% | 1.87% | -9.30% | -2.02% |
| 2017 | 5.10% | 4.92% | -0.13% | 0.56% | 2.89% | 1.59% | -0.29% | -1.01% | 2.28% | 0.83% | 4.13% | 2.01% | 25.18% |
| 2016 | -4.16% | -0.19% | 5.28% | -0.82% | -0.19% | 1.47% | 3.03% | 0.41% | -2.22% | -4.36% | 6.93% | 1.43% | 6.14% |
| 2015 | -0.21% | 6.86% | 2.01% | -0.69% | 1.69% | -2.36% | 2.30% | -4.39% | -2.76% | 6.81% | 0.92% | 0.53% | 10.56% |
| 2014 | -4.85% | 3.63% | 0.34% | -0.05% | 2.35% | -0.26% | 0.78% | 3.96% | -0.37% | 4.34% | 3.88% | 0.95% | 15.29% |
Expense Ratio
Magnum Experiment 47 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 98, Magnum Experiment 47 is among the top 2% 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
COR Cencora Inc. | 1.13 | 1.66 | 1.22 | 1.81 | 3.93 |
IBM International Business Machines Corporation | 1.24 | 1.86 | 1.27 | 2.04 | 5.84 |
BRK-B Berkshire Hathaway Inc. | 1.64 | 2.29 | 1.33 | 3.47 | 8.96 |
TJX The TJX Companies, Inc. | 2.06 | 3.02 | 1.38 | 3.49 | 11.36 |
ROP Roper Technologies, Inc. | 0.30 | 0.54 | 1.08 | 0.51 | 1.29 |
CME CME Group Inc. | 1.91 | 2.53 | 1.33 | 2.24 | 7.88 |
RSG Republic Services, Inc. | 1.77 | 2.30 | 1.34 | 3.65 | 9.98 |
MCD McDonald's Corporation | 1.01 | 1.48 | 1.20 | 1.17 | 3.69 |
PM Philip Morris International Inc. | 3.63 | 4.80 | 1.73 | 8.25 | 25.12 |
JPM JPMorgan Chase & Co. | 1.10 | 1.62 | 1.24 | 1.28 | 4.69 |
HON Honeywell International Inc | 0.23 | 0.47 | 1.07 | 0.24 | 0.75 |
TMUS T-Mobile US, Inc. | 2.86 | 3.40 | 1.53 | 4.59 | 14.28 |
ICE Intercontinental Exchange, Inc. | 1.29 | 1.75 | 1.26 | 1.66 | 5.03 |
EA Electronic Arts Inc. | 0.56 | 0.84 | 1.15 | 0.51 | 1.42 |
SHW The Sherwin-Williams Company | 0.38 | 0.73 | 1.09 | 0.42 | 1.10 |
Dividends
Dividend yield
Magnum Experiment 47 provided a 1.56% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.56% | 1.68% | 1.85% | 1.99% | 1.76% | 1.87% | 1.88% | 2.00% | 1.66% | 1.79% | 1.81% | 1.67% |
| Portfolio components: | ||||||||||||
COR Cencora Inc. | 0.74% | 0.93% | 0.96% | 1.13% | 1.34% | 1.74% | 1.88% | 2.07% | 1.61% | 1.77% | 1.17% | 1.10% |
IBM International Business Machines Corporation | 2.80% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% |
BRK-B Berkshire Hathaway 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% |
TJX The TJX Companies, Inc. | 1.18% | 1.21% | 1.38% | 1.44% | 1.37% | 0.34% | 1.45% | 1.66% | 1.57% | 1.32% | 1.14% | 0.98% |
ROP Roper Technologies, Inc. | 0.57% | 0.58% | 0.50% | 0.57% | 0.46% | 0.48% | 0.52% | 0.62% | 0.54% | 0.66% | 0.53% | 0.51% |
CME CME Group Inc. | 4.00% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% | 4.38% |
RSG Republic Services, Inc. | 0.94% | 0.82% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% | 2.68% |
MCD McDonald's Corporation | 2.21% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
PM Philip Morris International Inc. | 3.28% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
JPM JPMorgan Chase & Co. | 2.18% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
HON Honeywell International Inc | 2.25% | 1.93% | 1.99% | 1.85% | 1.81% | 1.71% | 1.90% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% |
TMUS T-Mobile US, Inc. | 1.17% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ICE Intercontinental Exchange, Inc. | 1.15% | 1.21% | 1.31% | 1.48% | 0.97% | 1.04% | 1.19% | 1.27% | 1.13% | 1.21% | 1.13% | 1.19% |
EA Electronic Arts Inc. | 0.52% | 0.52% | 0.56% | 0.61% | 0.52% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHW The Sherwin-Williams Company | 0.88% | 0.84% | 0.78% | 1.01% | 0.62% | 0.73% | 0.77% | 0.87% | 0.83% | 1.25% | 1.03% | 0.84% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Magnum Experiment 47. 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 47 was 43.14%, occurring on Nov 20, 2008. Recovery took 355 trading sessions.
The current Magnum Experiment 47 drawdown is 1.94%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.14% | May 16, 2008 | 132 | Nov 20, 2008 | 355 | Apr 22, 2010 | 487 |
| -33.08% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -18.52% | Jan 3, 2022 | 188 | Sep 30, 2022 | 175 | Jun 13, 2023 | 363 |
| -17.76% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
| -16.08% | Jul 8, 2011 | 22 | Aug 8, 2011 | 113 | Jan 19, 2012 | 135 |
Volatility
Volatility Chart
The current Magnum Experiment 47 volatility is 7.67%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| TMUS | PM | EA | COR | CME | MCD | TJX | ICE | SHW | RSG | IBM | JPM | ROP | BRK-B | HON | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TMUS | 1.00 | 0.25 | 0.33 | 0.29 | 0.28 | 0.29 | 0.31 | 0.31 | 0.32 | 0.33 | 0.30 | 0.33 | 0.37 | 0.36 | 0.36 |
| PM | 0.25 | 1.00 | 0.24 | 0.31 | 0.28 | 0.38 | 0.32 | 0.30 | 0.31 | 0.34 | 0.38 | 0.33 | 0.34 | 0.39 | 0.39 |
| EA | 0.33 | 0.24 | 1.00 | 0.27 | 0.30 | 0.31 | 0.31 | 0.35 | 0.35 | 0.31 | 0.35 | 0.32 | 0.41 | 0.35 | 0.40 |
| COR | 0.29 | 0.31 | 0.27 | 1.00 | 0.29 | 0.32 | 0.34 | 0.29 | 0.34 | 0.35 | 0.37 | 0.34 | 0.37 | 0.37 | 0.38 |
| CME | 0.28 | 0.28 | 0.30 | 0.29 | 1.00 | 0.33 | 0.33 | 0.63 | 0.34 | 0.38 | 0.35 | 0.45 | 0.40 | 0.44 | 0.40 |
| MCD | 0.29 | 0.38 | 0.31 | 0.32 | 0.33 | 1.00 | 0.42 | 0.37 | 0.39 | 0.43 | 0.39 | 0.36 | 0.41 | 0.41 | 0.44 |
| TJX | 0.31 | 0.32 | 0.31 | 0.34 | 0.33 | 0.42 | 1.00 | 0.38 | 0.44 | 0.39 | 0.42 | 0.44 | 0.43 | 0.44 | 0.47 |
| ICE | 0.31 | 0.30 | 0.35 | 0.29 | 0.63 | 0.37 | 0.38 | 1.00 | 0.42 | 0.41 | 0.36 | 0.46 | 0.46 | 0.47 | 0.43 |
| SHW | 0.32 | 0.31 | 0.35 | 0.34 | 0.34 | 0.39 | 0.44 | 0.42 | 1.00 | 0.42 | 0.42 | 0.41 | 0.53 | 0.44 | 0.50 |
| RSG | 0.33 | 0.34 | 0.31 | 0.35 | 0.38 | 0.43 | 0.39 | 0.41 | 0.42 | 1.00 | 0.41 | 0.39 | 0.52 | 0.47 | 0.51 |
| IBM | 0.30 | 0.38 | 0.35 | 0.37 | 0.35 | 0.39 | 0.42 | 0.36 | 0.42 | 0.41 | 1.00 | 0.49 | 0.50 | 0.51 | 0.54 |
| JPM | 0.33 | 0.33 | 0.32 | 0.34 | 0.45 | 0.36 | 0.44 | 0.46 | 0.41 | 0.39 | 0.49 | 1.00 | 0.48 | 0.65 | 0.57 |
| ROP | 0.37 | 0.34 | 0.41 | 0.37 | 0.40 | 0.41 | 0.43 | 0.46 | 0.53 | 0.52 | 0.50 | 0.48 | 1.00 | 0.54 | 0.64 |
| BRK-B | 0.36 | 0.39 | 0.35 | 0.37 | 0.44 | 0.41 | 0.44 | 0.47 | 0.44 | 0.47 | 0.51 | 0.65 | 0.54 | 1.00 | 0.59 |
| HON | 0.36 | 0.39 | 0.40 | 0.38 | 0.40 | 0.44 | 0.47 | 0.43 | 0.50 | 0.51 | 0.54 | 0.57 | 0.64 | 0.59 | 1.00 |