Magnum Experiment 25

Asset Allocation

Position	Category/Sector	Target Weight
BSX Boston Scientific Corporation	Healthcare	4.05%
C Citigroup Inc.	Financial Services	2.74%
CHTR Charter Communications, Inc.	Communication Services	8.15%
CMG Chipotle Mexican Grill, Inc.	Consumer Cyclical	5.94%
EQIX Equinix, Inc.	Real Estate	1.61%
ETN Eaton Corporation plc	Industrials	7.70%
HES Hess Corporation	Energy	4.32%
KO The Coca-Cola Company	Consumer Defensive	11.75%
MA Mastercard Inc	Financial Services	5.35%
MDT Medtronic plc	Healthcare	7.62%
MRK Merck & Co., Inc.	Healthcare	8.34%
MSFT Microsoft Corporation	Technology	6.60%
NVDA NVIDIA Corporation	Technology	1.84%
PNC The PNC Financial Services Group, Inc.	Financial Services	4.08%
SPY State Street SPDR S&P 500 ETF	S&P 500	19.93%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 25, 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.

Loading graphics...

The earliest data available for this chart is Jan 5, 2010, corresponding to the inception date of CHTR

Returns By Period

As of Apr 11, 2026, the Magnum Experiment 25 returned 1.45% Year-To-Date and 16.05% 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 25	-0.45%	3.07%	1.45%	3.22%	16.58%	15.42%	11.20%	16.05%
Portfolio components:
BSX Boston Scientific Corporation	0.83%	-9.86%	-35.20%	-35.24%	-34.03%	6.80%	9.46%	12.33%
C Citigroup Inc.	-0.42%	17.91%	7.15%	33.91%	107.05%	43.02%	15.40%	14.84%
CHTR Charter Communications, Inc.	-1.98%	1.74%	4.82%	-15.67%	-34.56%	-15.17%	-18.65%	0.89%
CMG Chipotle Mexican Grill, Inc.	-0.44%	4.70%	-7.86%	-14.39%	-31.49%	-0.19%	2.16%	14.38%
EQIX Equinix, Inc.	-0.13%	6.05%	35.20%	30.17%	35.70%	15.81%	10.56%	14.52%
ETN Eaton Corporation plc	0.64%	15.59%	26.92%	9.83%	46.99%	38.29%	25.51%	23.59%
HES Hess Corporation	—	—	—	—	—	—	—	—
KO The Coca-Cola Company	-0.91%	0.51%	11.58%	17.17%	11.60%	10.62%	11.08%	8.55%
MA Mastercard Inc	-0.98%	0.44%	-12.37%	-10.26%	-1.60%	11.70%	6.20%	18.88%
MDT Medtronic plc	-0.80%	0.62%	-8.47%	-7.21%	8.54%	5.88%	-3.59%	3.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 6, 2010, Magnum Experiment 25's average daily return is +0.07%, while the average monthly return is +1.33%. At this rate, an investment would double in approximately 4.4 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +13.2%, while the worst month was Mar 2020 at -12.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Magnum Experiment 25 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.6%, while the worst single day was Mar 16, 2020 at -11.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.42%	1.48%	-5.65%	3.46%									1.45%
2025	2.89%	0.15%	-3.37%	-0.42%	3.84%	5.05%	-2.12%	0.99%	0.85%	-1.46%	2.20%	-0.30%	8.25%
2024	3.57%	3.30%	4.52%	-2.83%	3.59%	1.18%	2.16%	2.35%	0.93%	-2.17%	6.80%	-4.90%	19.41%
2023	5.91%	-1.89%	2.69%	5.19%	-2.57%	6.67%	1.84%	0.06%	-3.89%	-2.21%	8.08%	3.87%	25.42%
2022	-1.60%	-1.10%	1.50%	-5.71%	1.53%	-7.08%	7.08%	-4.25%	-8.96%	10.59%	6.28%	-4.63%	-8.06%
2021	-3.42%	4.33%	4.03%	5.37%	0.95%	3.17%	3.55%	2.10%	-4.68%	5.53%	-4.98%	4.47%	21.44%

Benchmark Metrics

Magnum Experiment 25 has an annualized alpha of 4.72%, beta of 0.94, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since January 06, 2010.

This portfolio captured 106.62% of S&P 500 Index gains but only 85.83% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 4.72% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.94 and R² of 0.91, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 4.72%

Beta: 0.94

R²: 0.91

Upside Capture: 106.62%

Downside Capture: 85.83%

Expense Ratio

Magnum Experiment 25 has an expense ratio of 0.02%, 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.

SPY

State Street SPDR S&P 500 ETF

Return for Risk

Risk / Return Rank

Magnum Experiment 25 ranks 17 for risk / return — in the bottom 17% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.55	2.23	-0.68
Sortino ratio Return per unit of downside risk	2.27	3.12	-0.85
Omega ratio Gain probability vs. loss probability	1.28	1.42	-0.14
Calmar ratio Return relative to maximum drawdown	2.76	4.05	-1.29
Martin ratio Return relative to average drawdown	7.36	17.91	-10.55
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
BSX Boston Scientific Corporation	4	-1.16	-1.45	0.77	-0.73	-1.93
C Citigroup Inc.	94	3.81	4.32	1.58	7.94	24.04
CHTR Charter Communications, Inc.	10	-0.89	-1.13	0.85	-0.56	-0.82
CMG Chipotle Mexican Grill, Inc.	11	-0.85	-1.03	0.86	-0.53	-0.85
EQIX Equinix, Inc.	66	1.43	1.96	1.30	2.16	3.87
ETN Eaton Corporation plc	73	1.68	2.23	1.29	3.25	7.31
HES Hess Corporation	—	—	—	—	—	—
KO The Coca-Cola Company	54	0.81	1.33	1.15	1.68	3.41
MA Mastercard Inc	32	0.02	0.17	1.02	0.25	0.59
MDT Medtronic plc	43	0.47	0.82	1.10	0.56	1.58

Sharpe Ratio

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 25 Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

1-Year: 1.55
5-Year: 0.75
10-Year: 0.93
All Time: 0.95

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 2.14 to 3.05, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Magnum Experiment 25 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

Magnum Experiment 25 provided a 1.40% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.40%	1.47%	1.60%	1.67%	1.74%	1.52%	1.61%	1.64%	1.97%	1.81%	1.90%	2.01%
Portfolio components:
BSX Boston Scientific 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%
C Citigroup Inc.	1.90%	1.99%	3.10%	4.04%	4.51%	3.38%	3.31%	2.40%	2.96%	1.29%	0.71%	0.31%
CHTR Charter Communications, 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%
CMG Chipotle Mexican Grill, 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%
EQIX Equinix, Inc.	1.87%	2.45%	1.81%	1.80%	1.89%	1.36%	1.49%	1.69%	2.59%	1.77%	1.96%	5.86%
ETN Eaton Corporation plc	1.05%	1.31%	1.13%	1.43%	2.06%	1.76%	1.88%	3.00%	3.85%	3.04%	3.40%	4.23%
HES Hess Corporation	0.34%	0.67%	1.41%	1.21%	1.06%	1.35%	1.89%	1.50%	2.47%	2.11%	1.61%	2.06%
KO The Coca-Cola Company	2.66%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%
MA Mastercard Inc	0.65%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%
MDT Medtronic plc	3.26%	2.95%	3.49%	3.34%	3.44%	2.39%	1.95%	1.87%	2.15%	2.24%	2.34%	1.88%

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.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Magnum Experiment 25. 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 25 was 35.64%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.

The current Magnum Experiment 25 drawdown is 3.50%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.64%	Feb 20, 2020	23	Mar 23, 2020	102	Aug 17, 2020	125
-19.82%	Nov 9, 2021	225	Sep 30, 2022	144	Apr 28, 2023	369
-17.96%	Jul 8, 2011	61	Oct 3, 2011	74	Jan 19, 2012	135
-17.36%	Sep 24, 2018	64	Dec 24, 2018	40	Feb 22, 2019	104
-15.46%	Dec 6, 2024	83	Apr 8, 2025	52	Jun 24, 2025	135

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 10.41, 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.

	Benchmark	CHTR	MRK	CMG	HES	KO	EQIX	NVDA	BSX	MDT	PNC	MSFT	C	ETN	MA	SPY	Portfolio
Benchmark	1.00	0.42	0.42	0.45	0.50	0.46	0.50	0.61	0.55	0.58	0.63	0.71	0.66	0.71	0.67	1.00	0.92
CHTR	0.42	1.00	0.22	0.22	0.21	0.27	0.30	0.23	0.27	0.29	0.31	0.30	0.30	0.25	0.33	0.42	0.53
MRK	0.42	0.22	1.00	0.16	0.24	0.39	0.28	0.13	0.35	0.42	0.28	0.26	0.26	0.29	0.32	0.42	0.50
CMG	0.45	0.22	0.16	1.00	0.21	0.20	0.29	0.32	0.29	0.27	0.27	0.36	0.28	0.31	0.36	0.44	0.51
HES	0.50	0.21	0.24	0.21	1.00	0.24	0.17	0.26	0.28	0.30	0.43	0.28	0.46	0.43	0.33	0.50	0.54
KO	0.46	0.27	0.39	0.20	0.24	1.00	0.32	0.14	0.35	0.42	0.32	0.30	0.28	0.32	0.37	0.45	0.55
EQIX	0.50	0.30	0.28	0.29	0.17	0.32	1.00	0.34	0.34	0.34	0.27	0.39	0.27	0.33	0.39	0.50	0.50
NVDA	0.61	0.23	0.13	0.32	0.26	0.14	0.34	1.00	0.32	0.28	0.30	0.54	0.37	0.43	0.41	0.60	0.53
BSX	0.55	0.27	0.35	0.29	0.28	0.35	0.34	0.32	1.00	0.56	0.35	0.40	0.36	0.40	0.46	0.54	0.62
MDT	0.58	0.29	0.42	0.27	0.30	0.42	0.34	0.28	0.56	1.00	0.41	0.38	0.40	0.41	0.47	0.58	0.66
PNC	0.63	0.31	0.28	0.27	0.43	0.32	0.27	0.30	0.35	0.41	1.00	0.34	0.72	0.52	0.44	0.63	0.64
MSFT	0.71	0.30	0.26	0.36	0.28	0.30	0.39	0.54	0.40	0.38	0.34	1.00	0.38	0.44	0.51	0.71	0.66
C	0.66	0.30	0.26	0.28	0.46	0.28	0.27	0.37	0.36	0.40	0.72	0.38	1.00	0.54	0.45	0.66	0.65
ETN	0.71	0.25	0.29	0.31	0.43	0.32	0.33	0.43	0.40	0.41	0.52	0.44	0.54	1.00	0.46	0.70	0.71
MA	0.67	0.33	0.32	0.36	0.33	0.37	0.39	0.41	0.46	0.47	0.44	0.51	0.45	0.46	1.00	0.67	0.69
SPY	1.00	0.42	0.42	0.44	0.50	0.45	0.50	0.60	0.54	0.58	0.63	0.71	0.66	0.70	0.67	1.00	0.92
Portfolio	0.92	0.53	0.50	0.51	0.54	0.55	0.50	0.53	0.62	0.66	0.64	0.66	0.65	0.71	0.69	0.92	1.00

The correlation results are calculated based on daily price changes starting from Jan 6, 2010

Magnum Experiment 25

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table