Magnum Experiment 5

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Magnum Experiment 5

Currency in USD · Last updated May 16, 2025

Asset Allocation

Position	Category/Sector	Target Weight
CELH Celsius Holdings, Inc.	Consumer Defensive	1.97%
EME EMCOR Group, Inc.	Industrials	6.78%
FICO Fair Isaac Corporation	Technology	6.21%
FIX Comfort Systems USA, Inc.	Industrials	8.61%
FRHC Freedom Holding Corp.	Financial Services	8.06%
FTLF FitLife Brands Inc. Common Stock	Consumer Defensive	5.47%
IESC IES Holdings, Inc.	Industrials	4.15%
LLY Eli Lilly and Company	Healthcare	17.62%
MUSA Murphy USA Inc.	Consumer Cyclical	13.28%
NVDA NVIDIA Corporation	Technology	3.71%
PWR Quanta Services, Inc.	Industrials	6.26%
SMCI Super Micro Computer, Inc.	Technology	2.90%
STRL Sterling Construction Company, Inc.	Industrials	3.47%
TSLA Tesla, Inc.	Consumer Cyclical	3.15%
UFPT UFP Technologies, Inc.	Healthcare	8.35%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Oct 3, 2017, corresponding to the inception date of FRHC

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.60%	9.64%	-0.54%	11.47%	15.67%	10.79%
Magnum Experiment 5	6.84%	15.11%	3.07%	25.35%	61.42%	N/A
Portfolio components:
LLY Eli Lilly and Company	-4.85%	-3.16%	-6.42%	-6.38%	37.37%	28.29%
MUSA Murphy USA Inc.	-9.93%	-11.74%	-14.49%	3.27%	32.93%	22.74%
FIX Comfort Systems USA, Inc.	9.40%	30.08%	5.58%	36.87%	73.30%	36.49%
UFPT UFP Technologies, Inc.	-0.34%	19.18%	-21.26%	-6.89%	42.80%	28.54%
FRHC Freedom Holding Corp.	30.27%	32.07%	46.04%	138.15%	61.59%	N/A
EME EMCOR Group, Inc.	2.41%	19.10%	-6.68%	20.69%	52.87%	26.60%
PWR Quanta Services, Inc.	7.77%	24.66%	5.17%	25.87%	61.67%	27.80%
FICO Fair Isaac Corporation	9.52%	13.33%	-6.14%	59.37%	44.11%	37.85%
FTLF FitLife Brands Inc. Common Stock	-11.29%	17.75%	-12.58%	-2.18%	62.56%	65.42%
IESC IES Holdings, Inc.	30.77%	39.72%	-0.80%	50.48%	65.63%	41.94%
NVDA NVIDIA Corporation	0.41%	20.17%	-8.11%	42.52%	74.20%	74.82%
STRL Sterling Construction Company, Inc.	9.70%	31.06%	1.32%	36.33%	89.05%	48.66%
TSLA Tesla, Inc.	-15.11%	34.91%	10.17%	97.03%	45.24%	35.47%
SMCI Super Micro Computer, Inc.	44.23%	31.30%	144.09%	-53.84%	80.21%	29.45%
CELH Celsius Holdings, Inc.	48.25%	5.31%	45.01%	-58.40%	78.66%	45.39%

*Annualized

Monthly Returns

The table below presents the monthly returns of Magnum Experiment 5, 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	1.16%	-3.28%	-8.10%	10.56%	7.47%								6.84%
2024	5.18%	22.86%	5.86%	-2.23%	9.79%	2.46%	3.42%	6.12%	1.95%	-1.15%	13.53%	-8.55%	72.79%
2023	4.11%	5.75%	3.19%	4.82%	10.72%	11.31%	3.65%	8.79%	-4.97%	-0.20%	5.81%	3.76%	72.32%
2022	-6.60%	-1.65%	4.17%	-5.27%	5.23%	-2.16%	15.73%	1.81%	-6.16%	13.82%	8.82%	-4.63%	21.89%
2021	2.85%	5.63%	5.89%	3.19%	2.17%	6.29%	2.60%	5.07%	-2.32%	8.27%	0.89%	7.98%	60.10%
2020	0.85%	-3.17%	-12.98%	12.00%	9.00%	5.40%	5.64%	12.84%	-0.87%	-3.84%	18.76%	13.53%	67.53%
2019	7.68%	6.39%	4.22%	61.65%	12.59%	2.80%	0.47%	-0.19%	-0.43%	11.52%	6.20%	4.61%	176.36%
2018	3.91%	-4.95%	-1.71%	-0.25%	7.85%	0.69%	4.82%	6.21%	2.43%	-4.42%	3.85%	-10.04%	7.06%
2017										11.89%	8.11%	-0.02%	20.94%

Expense Ratio

Magnum Experiment 5 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

The current rank of Magnum Experiment 5 is 70, indicating average performance compared to other portfolios on our website. Here’s 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
LLY Eli Lilly and Company	-0.12	0.14	1.02	-0.13	-0.26
MUSA Murphy USA Inc.	0.11	0.48	1.06	0.28	0.63
FIX Comfort Systems USA, Inc.	0.77	1.16	1.17	0.85	2.07
UFPT UFP Technologies, Inc.	-0.13	0.17	1.02	-0.15	-0.30
FRHC Freedom Holding Corp.	3.71	4.08	1.55	4.94	18.15
EME EMCOR Group, Inc.	0.56	0.95	1.14	0.67	1.66
PWR Quanta Services, Inc.	0.69	1.15	1.17	0.87	2.16
FICO Fair Isaac Corporation	1.68	2.41	1.32	2.05	4.52
FTLF FitLife Brands Inc. Common Stock	0.07	0.32	1.04	-0.06	-0.18
IESC IES Holdings, Inc.	0.87	1.47	1.19	1.20	2.36
NVDA NVIDIA Corporation	0.72	1.39	1.18	1.29	3.18
STRL Sterling Construction Company, Inc.	0.68	1.30	1.18	0.95	2.15
TSLA Tesla, Inc.	1.34	2.07	1.25	1.59	3.83
SMCI Super Micro Computer, Inc.	-0.45	0.04	1.00	-0.55	-0.87
CELH Celsius Holdings, Inc.	-0.87	-1.44	0.84	-0.74	-0.92

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 5 Sharpe ratios as of May 16, 2025 (values are recalculated daily):

1-Year: 0.99
5-Year: 2.77
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 0.52 to 1.01, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Magnum Experiment 5 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Magnum Experiment 5 provided a 0.25% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.25%	0.21%	0.26%	0.34%	0.37%	0.45%	0.48%	0.47%	0.53%	0.61%	0.59%	0.73%
Portfolio components:
LLY Eli Lilly and Company	0.76%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%	2.84%
MUSA Murphy USA Inc.	0.52%	0.36%	0.43%	0.45%	0.52%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FIX Comfort Systems USA, Inc.	0.32%	0.28%	0.41%	0.49%	0.49%	0.81%	0.79%	0.76%	0.68%	0.83%	0.88%	1.31%
UFPT UFP 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%
FRHC Freedom Holding Corp.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EME EMCOR Group, Inc.	0.22%	0.20%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%	0.72%
PWR Quanta Services, Inc.	0.11%	0.09%	0.15%	0.25%	0.16%	0.29%	0.42%	0.13%	0.00%	0.00%	0.00%	0.00%
FICO Fair Isaac Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.01%	0.07%	0.08%	0.11%
FTLF FitLife Brands Inc. Common Stock	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IESC IES 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%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
STRL Sterling Construction Company, 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%
TSLA Tesla, 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%
SMCI Super Micro Computer, 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%
CELH Celsius 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%

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 5. 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 5 was 32.83%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.

The current Magnum Experiment 5 drawdown is 2.72%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.83%	Feb 20, 2020	23	Mar 23, 2020	52	Jun 5, 2020	75
-24.39%	Dec 5, 2024	82	Apr 4, 2025	—	—	—
-19.57%	Oct 4, 2018	56	Dec 24, 2018	37	Feb 19, 2019	93
-14.6%	Dec 30, 2021	117	Jun 16, 2022	22	Jul 20, 2022	139
-12.32%	Aug 26, 2022	21	Sep 26, 2022	24	Oct 28, 2022	45

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 10.93, 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.

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	FTLF	LLY	MUSA	CELH	UFPT	TSLA	FRHC	SMCI	FICO	IESC	NVDA	STRL	PWR	EME	FIX	Portfolio
^GSPC	1.00	0.10	0.38	0.33	0.38	0.37	0.50	0.47	0.45	0.60	0.43	0.68	0.48	0.62	0.59	0.58	0.75
FTLF	0.10	1.00	0.05	0.03	0.08	0.05	0.07	0.05	0.06	0.07	0.11	0.06	0.10	0.09	0.09	0.08	0.25
LLY	0.38	0.05	1.00	0.18	0.14	0.16	0.11	0.15	0.19	0.25	0.15	0.22	0.18	0.22	0.22	0.24	0.46
MUSA	0.33	0.03	0.18	1.00	0.15	0.18	0.11	0.15	0.15	0.24	0.24	0.18	0.26	0.30	0.33	0.31	0.46
CELH	0.38	0.08	0.14	0.15	1.00	0.21	0.29	0.26	0.26	0.26	0.27	0.32	0.23	0.28	0.26	0.26	0.41
UFPT	0.37	0.05	0.16	0.18	0.21	1.00	0.22	0.19	0.22	0.25	0.32	0.26	0.32	0.31	0.34	0.32	0.49
TSLA	0.50	0.07	0.11	0.11	0.29	0.22	1.00	0.31	0.27	0.31	0.24	0.44	0.25	0.29	0.24	0.27	0.43
FRHC	0.47	0.05	0.15	0.15	0.26	0.19	0.31	1.00	0.23	0.31	0.26	0.38	0.26	0.33	0.30	0.29	0.52
SMCI	0.45	0.06	0.19	0.15	0.26	0.22	0.27	0.23	1.00	0.30	0.28	0.43	0.35	0.36	0.36	0.37	0.50
FICO	0.60	0.07	0.25	0.24	0.26	0.25	0.31	0.31	0.30	1.00	0.32	0.49	0.30	0.37	0.38	0.38	0.56
IESC	0.43	0.11	0.15	0.24	0.27	0.32	0.24	0.26	0.28	0.32	1.00	0.31	0.49	0.48	0.52	0.54	0.58
NVDA	0.68	0.06	0.22	0.18	0.32	0.26	0.44	0.38	0.43	0.49	0.31	1.00	0.33	0.41	0.37	0.38	0.57
STRL	0.48	0.10	0.18	0.26	0.23	0.32	0.25	0.26	0.35	0.30	0.49	0.33	1.00	0.55	0.59	0.60	0.60
PWR	0.62	0.09	0.22	0.30	0.28	0.31	0.29	0.33	0.36	0.37	0.48	0.41	0.55	1.00	0.65	0.65	0.66
EME	0.59	0.09	0.22	0.33	0.26	0.34	0.24	0.30	0.36	0.38	0.52	0.37	0.59	0.65	1.00	0.72	0.68
FIX	0.58	0.08	0.24	0.31	0.26	0.32	0.27	0.29	0.37	0.38	0.54	0.38	0.60	0.65	0.72	1.00	0.70
Portfolio	0.75	0.25	0.46	0.46	0.41	0.49	0.43	0.52	0.50	0.56	0.58	0.57	0.60	0.66	0.68	0.70	1.00

The correlation results are calculated based on daily price changes starting from Oct 4, 2017

Performance Analysis

Risk Analysis

Optimization

Factor Model

Magnum Experiment 5

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