Magnum Experiment 36
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BLDR Builders FirstSource, Inc. | Industrials | 14.72% |
CB Chubb Limited | Financial Services | 28.39% |
CNC Centene Corporation | Healthcare | 11.20% |
DDS Dillard's, Inc. | Consumer Cyclical | 1.37% |
DE Deere & Company | Industrials | 1.78% |
GL Globe Life Inc. | Financial Services | 15.83% |
MSB Mesabi Trust | Basic Materials | 17.88% |
VRTS Virtus Investment Partners, Inc. | Financial Services | 8.83% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 36, 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 Jan 2, 2009, corresponding to the inception date of VRTS
Returns By Period
As of Apr 19, 2025, the Magnum Experiment 36 returned 0.11% Year-To-Date and 17.87% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Magnum Experiment 36 | -13.16% | -7.19% | -27.69% | -21.25% | 29.61% | 15.26% |
| Portfolio components: | ||||||
CB Chubb Limited | 3.69% | -3.60% | -4.71% | 17.92% | 21.27% | 12.31% |
MSB Mesabi Trust | 20.74% | 3.90% | 36.04% | 109.04% | 30.63% | 17.16% |
BLDR Builders FirstSource, Inc. | -18.18% | -8.85% | -40.02% | -35.85% | 51.72% | 24.55% |
GL Globe Life Inc. | 9.18% | -4.63% | 10.97% | 88.30% | 10.40% | 8.95% |
CNC Centene Corporation | 0.20% | 2.48% | -2.13% | -17.69% | -3.17% | 5.56% |
DDS Dillard's, Inc. | -25.42% | -13.26% | -12.93% | -15.03% | 71.26% | 11.75% |
VRTS Virtus Investment Partners, Inc. | -32.47% | -15.77% | -32.87% | -30.39% | 16.19% | 3.24% |
DE Deere & Company | 7.07% | -5.37% | 11.42% | 14.52% | 28.47% | 19.96% |
Monthly Returns
The table below presents the monthly returns of Magnum Experiment 36, 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 | 10.49% | -10.85% | -6.28% | -5.93% | -13.16% | ||||||||
| 2024 | 2.69% | 8.25% | 5.92% | -11.61% | -6.59% | -9.95% | 14.14% | 1.75% | 9.28% | -8.28% | 8.99% | -15.85% | -6.56% |
| 2023 | 14.55% | 1.10% | -1.78% | 3.10% | 8.52% | 13.77% | 4.99% | -0.73% | -8.31% | -8.02% | 15.23% | 18.88% | 74.34% |
| 2022 | -10.65% | 3.55% | -5.26% | -6.64% | 5.16% | -12.17% | 16.36% | -6.59% | -6.04% | 8.87% | 3.80% | -1.45% | -14.03% |
| 2021 | -3.96% | 10.11% | 4.65% | 8.13% | 0.94% | -2.38% | 0.94% | 9.08% | -4.01% | 7.35% | 7.34% | 13.29% | 62.67% |
| 2020 | -2.84% | -10.23% | -25.38% | 16.74% | 9.83% | 0.89% | 8.22% | 11.04% | 1.47% | 2.33% | 14.29% | 9.86% | 31.90% |
| 2019 | 14.53% | 3.45% | -4.26% | 5.45% | -1.53% | 4.72% | 0.21% | -1.57% | 3.58% | 4.75% | 8.38% | 1.82% | 45.67% |
| 2018 | 3.73% | -5.72% | 1.74% | -4.65% | 6.13% | -1.23% | 4.62% | -2.14% | -4.16% | -7.97% | 4.21% | -14.48% | -19.97% |
| 2017 | 1.19% | 8.94% | 2.77% | 3.65% | -6.21% | 7.43% | 3.14% | 0.61% | 10.67% | 0.82% | 7.40% | 1.91% | 49.95% |
| 2016 | -14.15% | 0.18% | 9.93% | 2.09% | 3.63% | 0.52% | 5.76% | 2.31% | -4.15% | -3.44% | 7.32% | 0.46% | 8.58% |
| 2015 | -9.49% | 4.38% | 1.31% | 12.71% | -1.09% | 2.22% | -0.02% | -3.88% | -9.54% | 2.15% | 4.62% | -8.43% | -7.23% |
| 2014 | -4.06% | 4.70% | -1.43% | 0.27% | 0.27% | 6.12% | -5.54% | 7.27% | -11.56% | 4.21% | -1.93% | 5.62% | 2.17% |
Expense Ratio
Magnum Experiment 36 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 87, Magnum Experiment 36 is among the top 13% 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 | |
|---|---|---|---|---|---|
CB Chubb Limited | 0.86 | 1.26 | 1.17 | 1.25 | 3.15 |
MSB Mesabi Trust | 2.17 | 2.99 | 1.41 | 2.23 | 12.01 |
BLDR Builders FirstSource, Inc. | -0.77 | -0.95 | 0.88 | -0.77 | -1.58 |
GL Globe Life Inc. | 3.15 | 3.92 | 1.54 | 2.06 | 23.46 |
CNC Centene Corporation | -0.50 | -0.51 | 0.93 | -0.38 | -0.86 |
DDS Dillard's, Inc. | -0.40 | -0.32 | 0.96 | -0.42 | -1.02 |
VRTS Virtus Investment Partners, Inc. | -0.93 | -1.27 | 0.85 | -0.59 | -1.77 |
DE Deere & Company | 0.59 | 1.10 | 1.13 | 0.78 | 2.26 |
Dividends
Dividend yield
Magnum Experiment 36 provided a 5.55% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.55% | 1.79% | 1.19% | 4.50% | 2.76% | 1.91% | 3.41% | 3.13% | 1.88% | 1.81% | 3.65% | 2.87% |
| Portfolio components: | ||||||||||||
CB Chubb Limited | 1.27% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 2.28% | 2.79% |
MSB Mesabi Trust | 24.78% | 4.80% | 1.71% | 20.14% | 10.83% | 5.95% | 14.27% | 11.78% | 5.92% | 5.14% | 15.04% | 10.24% |
BLDR Builders FirstSource, 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% |
GL Globe Life Inc. | 0.82% | 0.85% | 0.73% | 0.68% | 0.83% | 0.78% | 0.65% | 0.85% | 0.65% | 0.75% | 0.71% | 0.94% |
CNC Centene Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DDS Dillard's, Inc. | 8.08% | 6.02% | 5.18% | 4.89% | 6.41% | 0.95% | 0.68% | 0.66% | 0.57% | 0.45% | 0.40% | 0.19% |
VRTS Virtus Investment Partners, Inc. | 5.57% | 3.60% | 2.83% | 3.21% | 1.33% | 1.30% | 1.91% | 2.39% | 1.56% | 1.52% | 1.53% | 0.53% |
DE Deere & Company | 1.37% | 1.42% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% | 2.61% |
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 36. 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 36 was 49.81%, occurring on Mar 23, 2020. Recovery took 136 trading sessions.
The current Magnum Experiment 36 drawdown is 7.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.81% | Feb 21, 2020 | 22 | Mar 23, 2020 | 136 | Oct 5, 2020 | 158 |
| -43.57% | Jan 7, 2009 | 42 | Mar 9, 2009 | 36 | Apr 29, 2009 | 78 |
| -35.97% | Apr 17, 2015 | 208 | Feb 11, 2016 | 264 | Mar 1, 2017 | 472 |
| -34.16% | Mar 22, 2024 | 262 | Apr 8, 2025 | — | — | — |
| -34.04% | Apr 6, 2011 | 125 | Oct 3, 2011 | 72 | Jan 17, 2012 | 197 |
Volatility
Volatility Chart
The current Magnum Experiment 36 volatility is 13.38%, 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
| MSB | CNC | DDS | BLDR | CB | VRTS | DE | GL | |
|---|---|---|---|---|---|---|---|---|
| MSB | 1.00 | 0.19 | 0.24 | 0.26 | 0.22 | 0.30 | 0.34 | 0.30 |
| CNC | 0.19 | 1.00 | 0.22 | 0.25 | 0.32 | 0.27 | 0.28 | 0.34 |
| DDS | 0.24 | 0.22 | 1.00 | 0.35 | 0.28 | 0.34 | 0.35 | 0.37 |
| BLDR | 0.26 | 0.25 | 0.35 | 1.00 | 0.33 | 0.41 | 0.41 | 0.41 |
| CB | 0.22 | 0.32 | 0.28 | 0.33 | 1.00 | 0.38 | 0.41 | 0.61 |
| VRTS | 0.30 | 0.27 | 0.34 | 0.41 | 0.38 | 1.00 | 0.43 | 0.48 |
| DE | 0.34 | 0.28 | 0.35 | 0.41 | 0.41 | 0.43 | 1.00 | 0.50 |
| GL | 0.30 | 0.34 | 0.37 | 0.41 | 0.61 | 0.48 | 0.50 | 1.00 |