Magnum Experiment 81
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ASBFY Associated British Foods plc | Consumer Defensive | 4.42% |
CL Colgate-Palmolive Company | Consumer Defensive | 11.67% |
DANOY Danone PK | Consumer Defensive | 10.79% |
GIS General Mills, Inc. | Consumer Defensive | 6.10% |
KHC The Kraft Heinz Company | Consumer Defensive | 3.20% |
KO The Coca-Cola Company | Consumer Defensive | 8.79% |
MDLZ Mondelez International, Inc. | Consumer Defensive | 5.36% |
NSRGY Nestlé S.A. | Consumer Defensive | 15.06% |
PEP PepsiCo, Inc. | Consumer Defensive | 11.60% |
PG The Procter & Gamble Company | Consumer Defensive | 11.45% |
UL The Unilever Group | Consumer Defensive | 11.57% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 81, 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 Jul 6, 2015, corresponding to the inception date of KHC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 12.07% | -0.74% | 10.90% | 14.73% | 10.57% |
| Magnum Experiment 81 | 9.21% | 1.89% | 1.95% | 4.64% | 7.86% | N/A |
| Portfolio components: | ||||||
NSRGY Nestlé S.A. | 33.68% | 8.56% | 15.14% | 7.92% | 3.20% | 6.20% |
CL Colgate-Palmolive Company | 0.65% | -0.74% | -1.96% | -0.49% | 7.93% | 5.36% |
PEP PepsiCo, Inc. | -11.26% | -8.77% | -17.81% | -21.54% | 3.30% | 6.57% |
UL The Unilever Group | 12.93% | 5.97% | 5.26% | 25.84% | 8.43% | 7.38% |
PG The Procter & Gamble Company | -3.05% | -1.34% | -1.55% | 0.01% | 9.41% | 10.25% |
DANOY Danone PK | 28.16% | 8.20% | 19.58% | 37.72% | 9.16% | 4.95% |
KO The Coca-Cola Company | 15.93% | 2.46% | 11.87% | 18.70% | 13.03% | 9.26% |
GIS General Mills, Inc. | -11.26% | -6.04% | -17.07% | -17.59% | 1.80% | 3.47% |
MDLZ Mondelez International, Inc. | 14.22% | 2.17% | 0.37% | -0.34% | 8.71% | 8.01% |
ASBFY Associated British Foods plc | 7.48% | 8.70% | -3.83% | -14.45% | 7.20% | -2.59% |
KHC The Kraft Heinz Company | -5.53% | -3.50% | -12.28% | -17.30% | 4.37% | N/A |
Monthly Returns
The table below presents the monthly returns of Magnum Experiment 81, 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 | -0.17% | 5.51% | 2.74% | 1.88% | -0.95% | 9.21% | |||||||
| 2024 | 1.93% | -1.63% | 3.37% | 0.89% | 1.80% | -1.82% | 3.95% | 5.61% | -0.41% | -5.81% | -1.38% | -5.15% | 0.65% |
| 2023 | -0.13% | -1.47% | 5.89% | 5.96% | -6.90% | 2.43% | 1.63% | -3.90% | -4.26% | 0.05% | 5.24% | 0.77% | 4.46% |
| 2022 | -1.82% | -1.94% | -2.87% | 3.32% | -1.31% | -2.06% | 2.09% | -3.20% | -7.80% | 6.69% | 7.85% | -0.16% | -2.25% |
| 2021 | -5.37% | -2.88% | 7.04% | 3.25% | 3.22% | -1.38% | 1.54% | -1.27% | -3.62% | 3.23% | -2.75% | 9.92% | 10.22% |
| 2020 | 2.19% | -8.93% | -5.16% | 7.06% | 1.34% | 1.15% | 5.90% | 2.84% | -1.42% | -4.56% | 7.20% | 2.52% | 9.09% |
| 2019 | 6.89% | 0.77% | 5.47% | 4.28% | -1.24% | 4.45% | 1.21% | 3.13% | -0.40% | -1.47% | -0.38% | 1.86% | 27.01% |
| 2018 | 0.49% | -8.15% | 0.45% | -2.99% | -1.35% | 3.04% | 4.16% | -0.37% | -0.62% | -0.95% | 4.23% | -6.62% | -9.11% |
| 2017 | 0.48% | 5.49% | 1.65% | 1.84% | 5.84% | -1.22% | 1.05% | 0.58% | -0.88% | -0.19% | 2.66% | 0.87% | 19.45% |
| 2016 | 0.47% | -1.53% | 5.02% | -0.03% | 0.47% | 3.78% | 1.37% | 0.48% | -1.20% | -4.53% | -5.86% | 3.41% | 1.31% |
| 2015 | 4.20% | -5.97% | 1.34% | 6.71% | -1.74% | 0.65% | 4.79% |
Expense Ratio
Magnum Experiment 81 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
The current rank of Magnum Experiment 81 is 12, meaning it’s performing worse than 88% of other 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 | |
|---|---|---|---|---|---|
NSRGY Nestlé S.A. | 0.38 | 0.74 | 1.09 | 0.22 | 0.62 |
CL Colgate-Palmolive Company | 0.03 | 0.17 | 1.02 | 0.03 | 0.05 |
PEP PepsiCo, Inc. | -1.10 | -1.46 | 0.82 | -0.78 | -1.80 |
UL The Unilever Group | 1.43 | 1.99 | 1.28 | 1.67 | 3.56 |
PG The Procter & Gamble Company | 0.04 | 0.18 | 1.02 | 0.07 | 0.16 |
DANOY Danone PK | 2.36 | 3.31 | 1.43 | 2.21 | 10.09 |
KO The Coca-Cola Company | 1.18 | 1.74 | 1.22 | 1.26 | 2.78 |
GIS General Mills, Inc. | -0.84 | -1.07 | 0.87 | -0.53 | -1.40 |
MDLZ Mondelez International, Inc. | -0.15 | -0.07 | 0.99 | -0.13 | -0.27 |
ASBFY Associated British Foods plc | -0.48 | -0.49 | 0.93 | -0.28 | -0.79 |
KHC The Kraft Heinz Company | -0.95 | -1.26 | 0.85 | -0.38 | -1.95 |
Dividends
Dividend yield
Magnum Experiment 81 provided a 2.86% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.86% | 3.34% | 2.98% | 2.85% | 2.71% | 2.63% | 2.69% | 3.29% | 2.60% | 2.86% | 2.69% | 2.70% |
| Portfolio components: | ||||||||||||
NSRGY Nestlé S.A. | 3.21% | 4.17% | 2.76% | 2.64% | 2.18% | 2.34% | 2.24% | 3.12% | 2.68% | 3.16% | 3.11% | 3.32% |
CL Colgate-Palmolive Company | 2.23% | 2.18% | 2.40% | 2.36% | 2.10% | 2.05% | 2.48% | 2.79% | 2.11% | 2.37% | 2.25% | 2.05% |
PEP PepsiCo, Inc. | 4.07% | 3.52% | 2.92% | 2.51% | 2.45% | 2.71% | 2.79% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% |
UL The Unilever Group | 2.95% | 3.29% | 3.83% | 3.61% | 3.77% | 3.07% | 3.17% | 3.46% | 2.79% | 3.40% | 3.02% | 3.69% |
PG The Procter & Gamble Company | 2.54% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
DANOY Danone PK | 0.00% | 3.40% | 3.36% | 3.98% | 3.77% | 3.61% | 2.62% | 3.32% | 2.17% | 2.89% | 2.39% | 3.08% |
KO The Coca-Cola Company | 2.74% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
GIS General Mills, Inc. | 4.33% | 3.73% | 3.47% | 2.50% | 3.03% | 3.37% | 3.66% | 5.03% | 3.27% | 3.01% | 3.00% | 3.02% |
MDLZ Mondelez International, Inc. | 2.71% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% |
ASBFY Associated British Foods plc | 4.22% | 4.54% | 2.45% | 2.74% | 2.03% | 0.00% | 1.74% | 2.24% | 1.41% | 1.41% | 1.08% | 1.12% |
KHC The Kraft Heinz Company | 5.59% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 2.34% | 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 81. 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 81 was 25.01%, occurring on Mar 23, 2020. Recovery took 89 trading sessions.
The current Magnum Experiment 81 drawdown is 5.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.01% | Feb 11, 2020 | 29 | Mar 23, 2020 | 89 | Jul 29, 2020 | 118 |
| -17.12% | Sep 5, 2024 | 88 | Jan 10, 2025 | — | — | — |
| -16.82% | Jan 18, 2022 | 183 | Oct 7, 2022 | 118 | Mar 29, 2023 | 301 |
| -14.45% | May 8, 2023 | 106 | Oct 6, 2023 | 149 | May 10, 2024 | 255 |
| -14.28% | Jan 25, 2018 | 68 | May 2, 2018 | 225 | Mar 26, 2019 | 293 |
Volatility
Volatility Chart
The current Magnum Experiment 81 volatility is 7.70%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 11 assets, with an effective number of assets of 9.51, 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
| ^GSPC | ASBFY | DANOY | NSRGY | GIS | KHC | UL | PG | CL | KO | MDLZ | PEP | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.25 | 0.37 | 0.35 | 0.21 | 0.35 | 0.40 | 0.39 | 0.37 | 0.44 | 0.46 | 0.42 | 0.50 |
| ASBFY | 0.25 | 1.00 | 0.32 | 0.23 | 0.09 | 0.17 | 0.29 | 0.12 | 0.13 | 0.19 | 0.18 | 0.14 | 0.34 |
| DANOY | 0.37 | 0.32 | 1.00 | 0.52 | 0.24 | 0.30 | 0.55 | 0.35 | 0.34 | 0.36 | 0.37 | 0.34 | 0.64 |
| NSRGY | 0.35 | 0.23 | 0.52 | 1.00 | 0.30 | 0.32 | 0.54 | 0.36 | 0.38 | 0.38 | 0.40 | 0.40 | 0.67 |
| GIS | 0.21 | 0.09 | 0.24 | 0.30 | 1.00 | 0.58 | 0.37 | 0.49 | 0.51 | 0.48 | 0.60 | 0.57 | 0.62 |
| KHC | 0.35 | 0.17 | 0.30 | 0.32 | 0.58 | 1.00 | 0.38 | 0.42 | 0.44 | 0.49 | 0.59 | 0.53 | 0.60 |
| UL | 0.40 | 0.29 | 0.55 | 0.54 | 0.37 | 0.38 | 1.00 | 0.52 | 0.52 | 0.48 | 0.48 | 0.48 | 0.76 |
| PG | 0.39 | 0.12 | 0.35 | 0.36 | 0.49 | 0.42 | 0.52 | 1.00 | 0.74 | 0.61 | 0.59 | 0.65 | 0.75 |
| CL | 0.37 | 0.13 | 0.34 | 0.38 | 0.51 | 0.44 | 0.52 | 0.74 | 1.00 | 0.60 | 0.60 | 0.65 | 0.76 |
| KO | 0.44 | 0.19 | 0.36 | 0.38 | 0.48 | 0.49 | 0.48 | 0.61 | 0.60 | 1.00 | 0.61 | 0.72 | 0.74 |
| MDLZ | 0.46 | 0.18 | 0.37 | 0.40 | 0.60 | 0.59 | 0.48 | 0.59 | 0.60 | 0.61 | 1.00 | 0.66 | 0.74 |
| PEP | 0.42 | 0.14 | 0.34 | 0.40 | 0.57 | 0.53 | 0.48 | 0.65 | 0.65 | 0.72 | 0.66 | 1.00 | 0.78 |
| Portfolio | 0.50 | 0.34 | 0.64 | 0.67 | 0.62 | 0.60 | 0.76 | 0.75 | 0.76 | 0.74 | 0.74 | 0.78 | 1.00 |