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%

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 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.

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The earliest data available for this chart is Jul 6, 2015, corresponding to the inception date of KHC

Returns By Period

As of Apr 11, 2026, the Magnum Experiment 81 returned 0.03% Year-To-Date and 5.77% 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 81	-0.46%	-1.92%	0.03%	-0.48%	-4.14%	1.27%	3.46%	5.77%
Portfolio components:
NSRGY Nestlé S.A.	0.03%	-1.91%	1.32%	6.12%	-2.27%	-4.42%	-0.48%	6.45%
CL Colgate-Palmolive Company	-1.98%	-4.10%	7.39%	9.58%	-8.07%	6.00%	3.54%	4.12%
PEP PepsiCo, Inc.	-0.27%	-1.13%	10.41%	6.62%	13.10%	-1.69%	5.17%	7.32%
UL The Unilever Group	-0.21%	-9.41%	-10.11%	-12.87%	-13.49%	2.47%	1.69%	4.61%
PG The Procter & Gamble Company	-1.02%	-3.55%	2.01%	-1.66%	-10.64%	1.32%	3.84%	8.70%
DANOY Danone PK	0.81%	0.50%	-10.14%	-8.37%	2.80%	11.44%	6.18%	5.34%
KO The Coca-Cola Company	-0.91%	0.51%	11.58%	17.17%	11.60%	10.62%	11.08%	8.55%
GIS General Mills, Inc.	-1.52%	-8.15%	-21.07%	-25.62%	-35.12%	-22.54%	-6.54%	-2.09%
MDLZ Mondelez International, Inc.	-0.15%	9.50%	10.55%	-2.26%	-9.08%	-3.01%	2.67%	5.79%
ASBFY Associated British Foods plc	1.37%	6.17%	-9.41%	-8.05%	-0.40%	5.06%	-2.55%	-3.91%

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

Monthly Returns

Based on dividend-adjusted daily data since Jul 7, 2015, Magnum Experiment 81's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.

Historically, 57% of months were positive and 43% were negative. The best month was Dec 2021 with a return of +9.9%, while the worst month was Mar 2026 at -11.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Magnum Experiment 81 closed higher 53% of trading days. The best single day was Mar 17, 2020 with a return of +9.3%, while the worst single day was Mar 12, 2020 at -8.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.50%	8.95%	-11.28%	0.97%									0.03%
2025	-0.15%	5.51%	2.74%	1.88%	0.28%	-3.17%	-3.78%	3.96%	-2.52%	0.63%	2.00%	-2.13%	4.89%
2024	1.88%	-1.61%	3.37%	0.81%	1.87%	-1.89%	4.03%	5.61%	-0.46%	-5.79%	-1.31%	-5.25%	0.60%
2023	-0.12%	-1.58%	5.96%	5.95%	-6.88%	2.43%	1.60%	-3.85%	-4.32%	0.12%	5.20%	0.78%	4.43%
2022	-1.76%	-2.07%	-2.87%	3.29%	-1.20%	-2.10%	2.07%	-3.24%	-7.80%	6.73%	7.91%	-0.23%	-2.31%
2021	-5.40%	-2.81%	6.96%	3.25%	3.22%	-1.31%	1.50%	-1.24%	-3.68%	3.29%	-2.74%	9.89%	10.25%

Benchmark Metrics

Magnum Experiment 81 has an annualized alpha of 0.94%, beta of 0.49, and R² of 0.36 versus S&P 500 Index. Calculated based on daily prices since July 07, 2015.

This portfolio participated in 56.07% of S&P 500 Index downside but only 47.34% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.49 may look defensive, but with R² of 0.36 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R² of 0.36 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha: 0.94%

Beta: 0.49

R²: 0.36

Upside Capture: 47.34%

Downside Capture: 56.07%

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.

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

Return for Risk

Risk / Return Rank

Magnum Experiment 81 ranks 3 for risk / return — in the bottom 3% 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	-0.14	2.23	-2.38
Sortino ratio Return per unit of downside risk	-0.11	3.12	-3.22
Omega ratio Gain probability vs. loss probability	0.99	1.42	-0.43
Calmar ratio Return relative to maximum drawdown	0.10	4.05	-3.94
Martin ratio Return relative to average drawdown	0.22	17.91	-17.69
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
NSRGY Nestlé S.A.	32	0.02	0.20	1.02	0.28	0.53
CL Colgate-Palmolive Company	23	-0.28	-0.28	0.97	-0.12	-0.21
PEP PepsiCo, Inc.	49	0.61	1.09	1.12	1.32	2.60
UL The Unilever Group	16	-0.51	-0.58	0.93	-0.30	-0.90
PG The Procter & Gamble Company	17	-0.49	-0.58	0.93	-0.33	-0.62
DANOY Danone PK	38	0.26	0.52	1.07	0.48	1.20
KO The Coca-Cola Company	54	0.81	1.33	1.15	1.68	3.41
GIS General Mills, Inc.	2	-1.48	-2.14	0.75	-0.90	-1.84
MDLZ Mondelez International, Inc.	21	-0.35	-0.34	0.96	-0.19	-0.35
ASBFY Associated British Foods plc	36	0.16	0.38	1.07	0.37	0.79

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

1-Year: -0.14
5-Year: 0.26
10-Year: 0.39
All Time: 0.43

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

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Dividends

Dividend yield

Magnum Experiment 81 provided a 3.52% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.52%	3.40%	3.31%	3.00%	2.83%	2.71%	2.63%	2.69%	3.29%	3.38%	3.70%	3.42%
Portfolio components:
NSRGY Nestlé S.A.	3.39%	3.44%	4.01%	2.86%	2.57%	2.18%	2.34%	2.28%	3.12%	5.64%	6.54%	3.13%
CL Colgate-Palmolive Company	2.47%	2.61%	2.18%	2.40%	2.36%	2.10%	2.05%	2.48%	2.79%	2.11%	2.37%	2.25%
PEP PepsiCo, Inc.	3.62%	3.92%	3.51%	2.91%	2.50%	2.45%	2.71%	2.77%	3.25%	2.64%	2.83%	2.76%
UL The Unilever Group	3.98%	3.51%	3.29%	3.83%	3.57%	3.77%	3.07%	3.18%	3.49%	2.80%	3.42%	3.02%
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%
DANOY Danone PK	2.90%	2.61%	3.40%	3.36%	3.98%	3.77%	3.61%	2.62%	3.32%	4.78%	5.83%	2.42%
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%
GIS General Mills, Inc.	6.86%	5.20%	3.73%	3.47%	2.50%	3.03%	3.37%	3.66%	5.03%	3.27%	3.01%	3.00%
MDLZ Mondelez International, Inc.	3.34%	3.60%	3.00%	2.24%	2.21%	2.01%	2.05%	1.98%	2.40%	1.92%	1.62%	1.43%
ASBFY Associated British Foods plc	3.19%	2.89%	4.55%	2.43%	2.71%	2.01%	0.00%	1.68%	2.06%	2.51%	1.52%	1.09%

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.

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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 24.99%, occurring on Mar 23, 2020. Recovery took 89 trading sessions.

The current Magnum Experiment 81 drawdown is 10.42%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-24.99%	Feb 11, 2020	29	Mar 23, 2020	89	Jul 29, 2020	118
-17.12%	Sep 5, 2024	88	Jan 10, 2025	280	Feb 24, 2026	368
-16.92%	Jan 18, 2022	183	Oct 7, 2022	118	Mar 29, 2023	301
-14.47%	May 8, 2023	106	Oct 6, 2023	149	May 10, 2024	255
-14.27%	Jan 25, 2018	68	May 2, 2018	225	Mar 26, 2019	293

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	ASBFY	DANOY	NSRGY	GIS	KHC	UL	PG	CL	KO	MDLZ	PEP	Portfolio
Benchmark	1.00	0.35	0.34	0.32	0.19	0.33	0.36	0.35	0.33	0.39	0.43	0.39	0.46
ASBFY	0.35	1.00	0.35	0.28	0.13	0.21	0.32	0.20	0.19	0.26	0.25	0.20	0.41
DANOY	0.34	0.35	1.00	0.51	0.25	0.29	0.53	0.34	0.33	0.35	0.36	0.33	0.63
NSRGY	0.32	0.28	0.51	1.00	0.31	0.32	0.53	0.36	0.38	0.38	0.39	0.39	0.67
GIS	0.19	0.13	0.25	0.31	1.00	0.59	0.37	0.49	0.51	0.48	0.61	0.57	0.62
KHC	0.33	0.21	0.29	0.32	0.59	1.00	0.37	0.42	0.43	0.48	0.59	0.54	0.60
UL	0.36	0.32	0.53	0.53	0.37	0.37	1.00	0.54	0.53	0.48	0.47	0.48	0.76
PG	0.35	0.20	0.34	0.36	0.49	0.42	0.54	1.00	0.73	0.61	0.58	0.64	0.75
CL	0.33	0.19	0.33	0.38	0.51	0.43	0.53	0.73	1.00	0.60	0.59	0.63	0.76
KO	0.39	0.26	0.35	0.38	0.48	0.48	0.48	0.61	0.60	1.00	0.60	0.71	0.74
MDLZ	0.43	0.25	0.36	0.39	0.61	0.59	0.47	0.58	0.59	0.60	1.00	0.65	0.73
PEP	0.39	0.20	0.33	0.39	0.57	0.54	0.48	0.64	0.63	0.71	0.65	1.00	0.77
Portfolio	0.46	0.41	0.63	0.67	0.62	0.60	0.76	0.75	0.76	0.74	0.73	0.77	1.00

The correlation results are calculated based on daily price changes starting from Jul 7, 2015

Magnum Experiment 81

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