Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 99J, 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 Sep 19, 2014, corresponding to the inception date of BABA
Returns By Period
As of Apr 11, 2026, the Magnum Experiment 99J returned 3.50% Year-To-Date and 15.63% 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 99J | -0.91% | -0.62% | 3.50% | 8.51% | 22.17% | 18.38% | 14.73% | 15.63% |
| 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% |
ACN Accenture plc | -3.49% | -7.65% | -32.12% | -24.42% | -35.21% | -12.61% | -7.37% | 6.50% |
AMZN Amazon.com, Inc | 2.02% | 13.77% | 3.28% | 10.17% | 28.94% | 33.62% | 7.17% | 22.97% |
ASML ASML Holding N.V. | 2.05% | 9.37% | 38.36% | 58.40% | 123.51% | 32.21% | 19.66% | 32.16% |
AVGO Broadcom Inc. | 4.69% | 10.82% | 7.58% | 14.91% | 105.87% | 83.91% | 53.30% | 40.88% |
AXP American Express Company | -1.34% | 4.17% | -14.80% | -0.34% | 26.14% | 26.14% | 17.65% | 19.51% |
AZN AstraZeneca PLC | -0.47% | 5.99% | 13.29% | 23.21% | 58.20% | 14.86% | 18.05% | 16.72% |
BABA Alibaba Group Holding Limited | -0.27% | -5.12% | -13.13% | -19.92% | 20.19% | 10.36% | -9.70% | 5.59% |
BAC Bank of America Corporation | -0.32% | 11.48% | -3.93% | 9.17% | 49.43% | 25.53% | 8.21% | 17.32% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 22, 2014, Magnum Experiment 99J's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +9.1%, while the worst month was Feb 2020 at -7.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Magnum Experiment 99J closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +7.5%, while the worst single day was Mar 16, 2020 at -8.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.92% | 4.67% | -5.28% | 0.46% | 3.50% | ||||||||
| 2025 | 4.34% | 4.20% | -1.68% | -0.86% | 0.83% | 0.13% | -0.08% | 5.42% | 2.55% | 0.40% | 4.22% | -0.04% | 20.90% |
| 2024 | 4.23% | 4.65% | 2.26% | -3.13% | 2.92% | 1.61% | 2.91% | 5.85% | -0.04% | -2.15% | 2.88% | -3.25% | 19.86% |
| 2023 | 2.40% | -3.88% | 5.32% | 3.63% | -2.01% | 5.49% | 2.64% | -0.49% | -2.63% | -1.91% | 5.54% | 2.15% | 16.78% |
| 2022 | -0.34% | -2.05% | 5.22% | -2.92% | -1.03% | -4.50% | 4.60% | -4.68% | -6.42% | 8.67% | 7.64% | -3.12% | -0.34% |
| 2021 | -1.82% | 0.45% | 4.74% | 3.27% | 3.10% | 1.15% | 2.32% | 1.21% | -3.83% | 4.70% | -3.22% | 7.09% | 20.22% |
Benchmark Metrics
Magnum Experiment 99J has an annualized alpha of 5.82%, beta of 0.71, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since September 22, 2014.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (87.26%) than losses (68.70%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 5.82% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 5.82%
- Beta
- 0.71
- R²
- 0.82
- Upside Capture
- 87.26%
- Downside Capture
- 68.70%
Expense Ratio
Magnum Experiment 99J 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 99J ranks 46 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.40 | 2.23 | +0.17 |
Sortino ratioReturn per unit of downside risk | 3.50 | 3.12 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.42 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.90 | 4.05 | -0.15 |
Martin ratioReturn relative to average drawdown | 14.75 | 17.91 | -3.16 |
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 |
ACN Accenture plc | 4 | -1.11 | -1.57 | 0.81 | -0.80 | -1.60 |
AMZN Amazon.com, Inc | 60 | 1.01 | 1.59 | 1.20 | 1.83 | 4.36 |
ASML ASML Holding N.V. | 92 | 3.39 | 3.76 | 1.48 | 8.46 | 23.19 |
AVGO Broadcom Inc. | 86 | 2.76 | 3.36 | 1.43 | 4.89 | 11.77 |
AXP American Express Company | 59 | 1.06 | 1.52 | 1.21 | 1.54 | 4.30 |
AZN AstraZeneca PLC | 87 | 2.45 | 3.47 | 1.43 | 4.94 | 14.28 |
BABA Alibaba Group Holding Limited | 47 | 0.56 | 1.18 | 1.13 | 0.82 | 1.91 |
BAC Bank of America Corporation | 80 | 2.29 | 2.92 | 1.39 | 2.98 | 8.73 |
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Dividends
Dividend yield
Magnum Experiment 99J provided a 1.80% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.80% | 1.86% | 2.00% | 1.97% | 1.88% | 1.85% | 2.09% | 1.90% | 2.20% | 2.06% | 2.22% | 2.38% |
| 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% |
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% |
AMZN Amazon.com, 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% |
ASML ASML Holding N.V. | 0.63% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
AVGO Broadcom Inc. | 0.67% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
AXP American Express Company | 1.09% | 0.85% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% |
AZN AstraZeneca PLC | 2.61% | 1.70% | 2.27% | 2.15% | 2.12% | 2.35% | 2.80% | 2.81% | 3.69% | 3.95% | 5.01% | 4.06% |
BABA Alibaba Group Holding Limited | 1.57% | 1.36% | 1.96% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BAC Bank of America Corporation | 2.09% | 1.96% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% |
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 99J. 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 99J was 26.00%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Magnum Experiment 99J drawdown is 4.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26% | Feb 13, 2020 | 27 | Mar 23, 2020 | 95 | Aug 6, 2020 | 122 |
| -15.88% | Apr 11, 2022 | 120 | Sep 30, 2022 | 128 | Apr 5, 2023 | 248 |
| -12.4% | Dec 4, 2018 | 14 | Dec 24, 2018 | 53 | Mar 13, 2019 | 67 |
| -11.64% | Jan 29, 2018 | 39 | Mar 23, 2018 | 125 | Sep 20, 2018 | 164 |
| -11.15% | Jul 21, 2015 | 26 | Aug 25, 2015 | 79 | Dec 16, 2015 | 105 |
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 50 assets, with an effective number of assets of 19.99, 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.