Magnum Experiment 34
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 34, 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 May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Magnum Experiment 34 | 1.42% | 0.32% | 2.08% | 5.40% | N/A | N/A |
| Portfolio components: | ||||||
AGG iShares Core U.S. Aggregate Bond ETF | 1.98% | -0.61% | 0.25% | 6.67% | -0.93% | 1.34% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.25% | 0.37% | 2.18% | 4.84% | 2.52% | 1.75% |
BND Vanguard Total Bond Market ETF | 1.99% | -0.63% | 0.27% | 6.64% | -0.98% | 1.32% |
BSV Vanguard Short-Term Bond ETF | 2.21% | 0.59% | 2.13% | 6.89% | 1.08% | 1.72% |
GOVT iShares U.S. Treasury Bond ETF | 0.13% | -0.15% | 0.73% | 6.34% | -2.10% | 0.72% |
IGSB iShares Short-Term Corporate Bond ETF | 1.91% | 0.10% | 1.87% | 7.23% | 2.21% | 2.33% |
JPST JPMorgan Ultra-Short Income ETF | 1.37% | 0.22% | 2.17% | 5.42% | 3.10% | N/A |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.27% | 0.36% | 2.21% | 4.93% | N/A | N/A |
SHV iShares Short Treasury Bond ETF | 1.25% | 0.38% | 2.18% | 4.91% | 2.43% | 1.81% |
SHY iShares 1-3 Year Treasury Bond ETF | 1.93% | 0.63% | 2.21% | 6.11% | 1.08% | 1.39% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 1.73% | -0.79% | 0.08% | 8.04% | 1.04% | 2.56% |
VCSH Vanguard Short-Term Corporate Bond ETF | 1.86% | 0.18% | 1.87% | 7.24% | 2.10% | 2.40% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.20% | 0.60% | 1.65% | 7.53% | -0.96% | 1.19% |
VGSH Vanguard Short-Term Treasury ETF | 1.95% | 0.64% | 2.25% | 6.24% | 1.17% | 1.48% |
VTEB Vanguard Tax-Exempt Bond ETF | -2.16% | -2.06% | -2.61% | 0.55% | 0.56% | N/A |
Monthly Returns
The table below presents the monthly returns of Magnum Experiment 34, 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 | 0.39% | 0.53% | 0.33% | 0.17% | 1.42% | ||||||||
| 2024 | 0.40% | 0.15% | 0.45% | 0.10% | 0.61% | 0.46% | 0.75% | 0.64% | 0.58% | -0.01% | 0.43% | 0.25% | 4.94% |
| 2023 | 0.64% | -0.10% | 0.78% | 0.37% | 0.12% | 0.24% | 0.39% | 0.40% | 0.12% | 0.30% | 0.92% | 0.82% | 5.13% |
| 2022 | -0.33% | -0.19% | -0.50% | -0.39% | 0.21% | -0.25% | 0.38% | -0.24% | -0.42% | 0.03% | 0.71% | 0.28% | -0.72% |
| 2021 | -0.04% | -0.12% | -0.10% | 0.10% | 0.06% | 0.01% | 0.12% | -0.02% | -0.09% | -0.13% | -0.03% | -0.01% | -0.25% |
| 2020 | 0.04% | 0.18% | 0.21% | -0.02% | -0.02% | -0.01% | 0.13% | 0.06% | 0.56% |
Expense Ratio
Magnum Experiment 34 has an expense ratio of 0.10%, which is considered low. 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 100, Magnum Experiment 34 is among the top 0% 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 | |
|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 1.29 | 1.88 | 1.22 | 0.52 | 3.31 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.63 | 253.38 | 147.29 | 448.78 | 4,119.51 |
BND Vanguard Total Bond Market ETF | 1.31 | 1.90 | 1.23 | 0.51 | 3.37 |
BSV Vanguard Short-Term Bond ETF | 3.08 | 5.02 | 1.63 | 2.42 | 11.48 |
GOVT iShares U.S. Treasury Bond ETF | 1.10 | 1.63 | 1.21 | 0.39 | 2.97 |
IGSB iShares Short-Term Corporate Bond ETF | 3.04 | 4.65 | 1.64 | 5.47 | 16.26 |
JPST JPMorgan Ultra-Short Income ETF | 9.40 | 18.82 | 4.60 | 18.39 | 133.08 |
SGOV iShares 0-3 Month Treasury Bond ETF | 21.61 | 490.28 | 491.28 | 502.33 | 7,974.31 |
SHV iShares Short Treasury Bond ETF | 21.34 | 285.57 | 134.51 | 544.35 | 4,644.45 |
SHY iShares 1-3 Year Treasury Bond ETF | 3.78 | 6.66 | 1.86 | 6.33 | 18.20 |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 1.50 | 2.17 | 1.27 | 0.77 | 4.98 |
VCSH Vanguard Short-Term Corporate Bond ETF | 3.05 | 4.64 | 1.65 | 5.66 | 16.13 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.69 | 2.59 | 1.31 | 0.62 | 4.02 |
VGSH Vanguard Short-Term Treasury ETF | 3.80 | 6.53 | 1.88 | 6.41 | 18.76 |
VTEB Vanguard Tax-Exempt Bond ETF | 0.14 | 0.20 | 1.03 | 0.13 | 0.49 |
Dividends
Dividend yield
Magnum Experiment 34 provided a 4.61% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.61% | 4.79% | 4.40% | 1.54% | 0.44% | 0.92% | 1.87% | 1.51% | 0.84% | 0.48% | 0.36% | 0.31% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.79% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.77% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.72% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
BSV Vanguard Short-Term Bond ETF | 3.51% | 3.38% | 2.46% | 1.50% | 1.36% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% |
GOVT iShares U.S. Treasury Bond ETF | 3.32% | 3.14% | 2.65% | 1.77% | 0.96% | 1.28% | 1.98% | 1.97% | 1.57% | 1.40% | 1.25% | 1.17% |
IGSB iShares Short-Term Corporate Bond ETF | 4.16% | 4.02% | 3.26% | 2.07% | 1.82% | 2.37% | 3.07% | 2.46% | 1.65% | 1.45% | 1.18% | 0.94% |
JPST JPMorgan Ultra-Short Income ETF | 4.98% | 5.16% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 4.79% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHV iShares Short Treasury Bond ETF | 4.78% | 5.02% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% | 0.00% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.94% | 3.92% | 2.99% | 1.30% | 0.24% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 4.49% | 4.43% | 3.72% | 3.04% | 2.88% | 2.78% | 3.37% | 3.61% | 3.21% | 3.29% | 3.34% | 3.34% |
VCSH Vanguard Short-Term Corporate Bond ETF | 4.08% | 3.96% | 3.09% | 2.01% | 1.81% | 2.27% | 2.87% | 2.65% | 2.25% | 2.10% | 2.08% | 2.01% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.71% | 3.67% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% |
VGSH Vanguard Short-Term Treasury ETF | 4.16% | 4.19% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% |
VTEB Vanguard Tax-Exempt Bond ETF | 3.27% | 3.14% | 2.79% | 2.09% | 1.65% | 1.99% | 2.30% | 2.25% | 1.96% | 1.66% | 0.58% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Magnum Experiment 34. 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 34 was 2.21%, occurring on Oct 20, 2022. Recovery took 99 trading sessions.
The current Magnum Experiment 34 drawdown is 0.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -2.21% | Aug 4, 2021 | 307 | Oct 20, 2022 | 99 | Mar 15, 2023 | 406 |
| -0.3% | Jan 5, 2021 | 43 | Mar 8, 2021 | 92 | Jul 19, 2021 | 135 |
| -0.26% | May 12, 2023 | 10 | May 25, 2023 | 14 | Jun 15, 2023 | 24 |
| -0.24% | Apr 7, 2025 | 5 | Apr 11, 2025 | 4 | Apr 17, 2025 | 9 |
| -0.21% | Feb 2, 2024 | 8 | Feb 13, 2024 | 10 | Feb 28, 2024 | 18 |
Volatility
Volatility Chart
The current Magnum Experiment 34 volatility is 0.27%, 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
| SGOV | BIL | SHV | JPST | VTEB | VGSH | GOVT | SHY | VCIT | IGSB | VCSH | BND | AGG | VGIT | BSV | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SGOV | 1.00 | 0.57 | 0.54 | 0.25 | 0.05 | 0.11 | 0.05 | 0.11 | 0.03 | 0.07 | 0.08 | 0.04 | 0.04 | 0.04 | 0.09 |
| BIL | 0.57 | 1.00 | 0.55 | 0.28 | 0.05 | 0.14 | 0.07 | 0.14 | 0.05 | 0.08 | 0.08 | 0.07 | 0.07 | 0.07 | 0.11 |
| SHV | 0.54 | 0.55 | 1.00 | 0.37 | 0.23 | 0.37 | 0.27 | 0.38 | 0.26 | 0.32 | 0.32 | 0.27 | 0.27 | 0.29 | 0.35 |
| JPST | 0.25 | 0.28 | 0.37 | 1.00 | 0.36 | 0.54 | 0.43 | 0.54 | 0.46 | 0.51 | 0.52 | 0.47 | 0.47 | 0.49 | 0.54 |
| VTEB | 0.05 | 0.05 | 0.23 | 0.36 | 1.00 | 0.55 | 0.68 | 0.56 | 0.69 | 0.62 | 0.62 | 0.71 | 0.71 | 0.68 | 0.64 |
| VGSH | 0.11 | 0.14 | 0.37 | 0.54 | 0.55 | 1.00 | 0.75 | 0.95 | 0.72 | 0.82 | 0.83 | 0.76 | 0.76 | 0.86 | 0.91 |
| GOVT | 0.05 | 0.07 | 0.27 | 0.43 | 0.68 | 0.75 | 1.00 | 0.76 | 0.86 | 0.76 | 0.77 | 0.95 | 0.94 | 0.94 | 0.83 |
| SHY | 0.11 | 0.14 | 0.38 | 0.54 | 0.56 | 0.95 | 0.76 | 1.00 | 0.75 | 0.85 | 0.85 | 0.77 | 0.78 | 0.86 | 0.92 |
| VCIT | 0.03 | 0.05 | 0.26 | 0.46 | 0.69 | 0.72 | 0.86 | 0.75 | 1.00 | 0.89 | 0.91 | 0.94 | 0.95 | 0.89 | 0.84 |
| IGSB | 0.07 | 0.08 | 0.32 | 0.51 | 0.62 | 0.82 | 0.76 | 0.85 | 0.89 | 1.00 | 0.96 | 0.85 | 0.85 | 0.84 | 0.89 |
| VCSH | 0.08 | 0.08 | 0.32 | 0.52 | 0.62 | 0.83 | 0.77 | 0.85 | 0.91 | 0.96 | 1.00 | 0.85 | 0.86 | 0.85 | 0.91 |
| BND | 0.04 | 0.07 | 0.27 | 0.47 | 0.71 | 0.76 | 0.95 | 0.77 | 0.94 | 0.85 | 0.85 | 1.00 | 0.99 | 0.95 | 0.86 |
| AGG | 0.04 | 0.07 | 0.27 | 0.47 | 0.71 | 0.76 | 0.94 | 0.78 | 0.95 | 0.85 | 0.86 | 0.99 | 1.00 | 0.95 | 0.86 |
| VGIT | 0.04 | 0.07 | 0.29 | 0.49 | 0.68 | 0.86 | 0.94 | 0.86 | 0.89 | 0.84 | 0.85 | 0.95 | 0.95 | 1.00 | 0.92 |
| BSV | 0.09 | 0.11 | 0.35 | 0.54 | 0.64 | 0.91 | 0.83 | 0.92 | 0.84 | 0.89 | 0.91 | 0.86 | 0.86 | 0.92 | 1.00 |