Magnum Experiment 5

The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 5, 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.

Based on dividend-adjusted daily data since Oct 4, 2017, Magnum Experiment 5's average daily return is +0.20%, while the average monthly return is +4.25%. At this rate, an investment would double in approximately 1.4 years.

Historically, 73% of months were positive and 27% were negative. The best month was Apr 2019 with a return of +61.6%, while the worst month was Mar 2020 at -13.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Magnum Experiment 5 closed higher 57% of trading days. The best single day was Apr 22, 2019 with a return of +52.3%, while the worst single day was Mar 16, 2020 at -12.7%.

Magnum Experiment 5 has an annualized alpha of 45.20%, beta of 0.98, and R2 of 0.39 versus S&P 500 Index. Calculated based on daily prices since October 04, 2017.

• This portfolio captured 221.81% of S&P 500 Index gains but only 46.86% of its losses - a favorable profile for investors.
• R2 of 0.39 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

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.

Magnum Experiment 5 ranks 82 for risk / return — in the top 82% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below presents risk-adjusted performance metrics for Magnum Experiment 5 and compares them with S&P 500 Index.

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 Jun 6, 2026 (values are recalculated daily):

• 1-Year: 2.70
• 5-Year: 2.28
• 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 1.64 to 2.53, 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 5 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Magnum Experiment 5 provided a 0.19% dividend yield over the last twelve months.

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.

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 3.13%.

The chart below shows the rolling one-month volatility.