Magnum Experiment 99B

Asset Allocation

Position	Category/Sector	Target Weight
LMT Lockheed Martin Corporation	Industrials	8.78%
MA Mastercard Inc	Financial Services	12.09%
MSFT Microsoft Corporation	Technology	17.28%
NVDA NVIDIA Corporation	Technology	6.96%
PG The Procter & Gamble Company	Consumer Defensive	17.32%
TSLA Tesla, Inc.	Consumer Cyclical	1.88%
UNH UnitedHealth Group Incorporated	Healthcare	29.11%
XOM Exxon Mobil Corporation	Energy	6.59%

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 99B, 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 Jun 29, 2010, corresponding to the inception date of TSLA

Returns By Period

As of Apr 11, 2026, the Magnum Experiment 99B returned -2.29% Year-To-Date and 21.12% 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 99B	-0.68%	1.01%	-2.29%	-4.72%	-5.37%	9.62%	12.85%	21.12%
Portfolio components:
LMT Lockheed Martin Corporation	-1.63%	-5.99%	27.56%	23.08%	32.76%	10.89%	12.71%	13.47%
MA Mastercard Inc	-0.98%	0.44%	-12.37%	-10.26%	-1.60%	11.70%	6.20%	18.88%
MSFT Microsoft Corporation	-0.59%	-7.71%	-23.14%	-27.12%	-3.79%	10.31%	8.60%	22.66%
NVDA NVIDIA Corporation	2.57%	3.00%	1.15%	3.00%	70.08%	90.83%	67.37%	71.10%
PG The Procter & Gamble Company	-1.02%	-3.55%	2.01%	-1.66%	-10.64%	1.32%	3.84%	8.70%
TSLA Tesla, Inc.	0.96%	-11.66%	-22.41%	-15.61%	38.30%	23.16%	9.11%	35.67%
UNH UnitedHealth Group Incorporated	-0.84%	9.85%	-7.09%	-12.90%	-47.80%	-14.75%	-2.50%	10.95%
XOM Exxon Mobil Corporation	-1.63%	-0.66%	27.58%	39.86%	52.95%	13.56%	27.02%	10.83%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 30, 2010, Magnum Experiment 99B's average daily return is +0.09%, while the average monthly return is +1.76%. At this rate, an investment would double in approximately 3.3 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +15.0%, while the worst month was Dec 2018 at -9.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Magnum Experiment 99B closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -13.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-1.24%	1.15%	-5.71%	3.75%									-2.29%
2025	1.28%	-3.38%	0.45%	-6.00%	0.54%	2.16%	-5.08%	7.34%	4.85%	-0.29%	-3.65%	1.09%	-1.55%
2024	3.17%	3.39%	3.52%	-2.39%	3.74%	3.33%	4.74%	2.80%	1.52%	-2.55%	6.26%	-7.18%	21.35%
2023	1.79%	-0.01%	6.19%	3.87%	0.56%	4.47%	2.52%	-1.04%	-1.66%	2.58%	5.78%	-1.43%	25.84%
2022	-1.25%	-0.34%	3.85%	-3.16%	-1.65%	-4.03%	6.67%	-4.86%	-8.23%	10.59%	5.79%	-3.40%	-1.68%
2021	-3.37%	2.71%	6.39%	5.48%	1.03%	3.41%	2.61%	0.79%	-3.56%	11.12%	0.40%	7.24%	38.86%

Benchmark Metrics

Magnum Experiment 99B has an annualized alpha of 10.19%, beta of 0.91, and R² of 0.76 versus S&P 500 Index. Calculated based on daily prices since June 30, 2010.

This portfolio captured 109.75% of S&P 500 Index gains but only 60.35% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 10.19% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.91 and R² of 0.76, 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: 10.19%

Beta: 0.91

R²: 0.76

Upside Capture: 109.75%

Downside Capture: 60.35%

Expense Ratio

Magnum Experiment 99B 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.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Magnum Experiment 99B ranks 2 for risk / return — in the bottom 2% 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	-0.22	2.23	-2.45
Sortino ratio Return per unit of downside risk	-0.18	3.12	-3.29
Omega ratio Gain probability vs. loss probability	0.97	1.42	-0.44
Calmar ratio Return relative to maximum drawdown	0.16	4.05	-3.89
Martin ratio Return relative to average drawdown	0.29	17.91	-17.62
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
LMT Lockheed Martin Corporation	68	1.39	1.83	1.26	2.71	6.86
MA Mastercard Inc	32	0.02	0.17	1.02	0.25	0.59
MSFT Microsoft Corporation	29	-0.08	0.05	1.01	0.16	0.40
NVDA NVIDIA Corporation	81	2.19	2.75	1.34	4.75	11.78
PG The Procter & Gamble Company	17	-0.49	-0.58	0.93	-0.33	-0.62
TSLA Tesla, Inc.	57	0.80	1.34	1.16	1.91	4.84
UNH UnitedHealth Group Incorporated	8	-0.93	-1.17	0.81	-0.72	-0.94
XOM Exxon Mobil Corporation	86	2.54	3.18	1.40	5.11	16.76

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 99B Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

1-Year: -0.22
5-Year: 0.81
10-Year: 1.13
All Time: 1.26

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 99B 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 99B provided a 1.96% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.96%	1.92%	1.53%	1.52%	1.44%	1.50%	1.81%	1.63%	1.91%	1.75%	1.97%	2.09%
Portfolio components:
LMT Lockheed Martin Corporation	2.20%	2.76%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%
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%
MSFT Microsoft Corporation	0.94%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
PG The Procter & Gamble Company	2.91%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
TSLA Tesla, 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%
UNH UnitedHealth Group Incorporated	2.90%	2.64%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%
XOM Exxon Mobil Corporation	2.65%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%

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 99B. 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 99B was 33.75%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current Magnum Experiment 99B drawdown is 10.92%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.75%	Feb 20, 2020	23	Mar 23, 2020	72	Jul 6, 2020	95
-18.25%	Nov 12, 2024	179	Aug 1, 2025	—	—	—
-17.02%	Oct 3, 2018	57	Dec 24, 2018	57	Mar 19, 2019	114
-16.87%	Apr 11, 2022	128	Oct 12, 2022	109	Mar 21, 2023	237
-14.31%	Jul 25, 2011	13	Aug 10, 2011	83	Dec 7, 2011	96

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 5.67, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

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	TSLA	PG	XOM	LMT	UNH	NVDA	MSFT	MA	Portfolio
Benchmark	1.00	0.46	0.42	0.49	0.42	0.47	0.60	0.71	0.67	0.81
TSLA	0.46	1.00	0.10	0.15	0.13	0.16	0.39	0.35	0.29	0.39
PG	0.42	0.10	1.00	0.25	0.32	0.32	0.13	0.30	0.35	0.51
XOM	0.49	0.15	0.25	1.00	0.33	0.28	0.20	0.25	0.34	0.44
LMT	0.42	0.13	0.32	0.33	1.00	0.33	0.17	0.27	0.35	0.49
UNH	0.47	0.16	0.32	0.28	0.33	1.00	0.22	0.31	0.35	0.74
NVDA	0.60	0.39	0.13	0.20	0.17	0.22	1.00	0.54	0.41	0.57
MSFT	0.71	0.35	0.30	0.25	0.27	0.31	0.54	1.00	0.52	0.70
MA	0.67	0.29	0.35	0.34	0.35	0.35	0.41	0.52	1.00	0.68
Portfolio	0.81	0.39	0.51	0.44	0.49	0.74	0.57	0.70	0.68	1.00

The correlation results are calculated based on daily price changes starting from Jun 30, 2010

Magnum Experiment 99B

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