Magnum Experiment 11

The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 11, 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.

As of Apr 2, 2026, the Magnum Experiment 11 returned -3.17% Year-To-Date and 53.23% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 5, 2016, Magnum Experiment 11's average daily return is +0.19%, while the average monthly return is +3.86%. At this rate, your investment would double in approximately 1.5 years.

Historically, 69% of months were positive and 31% were negative. The best month was Feb 2024 with a return of +32.3%, while the worst month was Mar 2020 at -13.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Magnum Experiment 11 closed higher 55% of trading days. The best single day was Mar 17, 2020 with a return of +13.6%, while the worst single day was Mar 16, 2020 at -20.9%.

Magnum Experiment 11 has an annualized alpha of 35.98%, beta of 1.21, and R² of 0.55 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

• This portfolio captured 249.25% of S&P 500 Index gains but only 78.73% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 35.98% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Magnum Experiment 11 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 11 ranks 76 for risk / return — better than 76% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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 11 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.56
• 5-Year: 1.72
• 10-Year: 1.81
• All Time: 1.80

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 1.00 to 1.69, 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 11 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Magnum Experiment 11 provided a 0.14% 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 11. 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 11 was 35.23%, occurring on Mar 16, 2020. Recovery took 44 trading sessions.

The current Magnum Experiment 11 drawdown is 11.97%.

The chart below shows the rolling one-month volatility.