Magnum Experiment 16
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AJG Arthur J. Gallagher & Co. | Financial Services | 8.41% |
AVGO Broadcom Inc. | Technology | 3.54% |
COST Costco Wholesale Corporation | Consumer Defensive | 11.58% |
CTAS Cintas Corporation | Industrials | 5.54% |
FICO Fair Isaac Corporation | Technology | 1.22% |
IGM iShares Expanded Tech Sector ETF | Technology Equities | 2.69% |
IXN iShares Global Tech ETF | Technology Equities | 2.85% |
LLY Eli Lilly and Company | Healthcare | 3.51% |
MSI Motorola Solutions, Inc. | Technology | 6.68% |
PGR The Progressive Corporation | Financial Services | 8.36% |
PRF Invesco FTSE RAFI US 1000 ETF | Large Cap Blend Equities | 4.71% |
RSG Republic Services, Inc. | Industrials | 13.28% |
WCN Waste Connections, Inc. | Industrials | 10.70% |
WSO-B Watsco Inc | Industrials | 9.90% |
XLG Invesco S&P 500® Top 50 ETF | Large Cap Growth Equities | 7.03% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 16, 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 Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of Apr 19, 2025, the Magnum Experiment 16 returned 4.86% Year-To-Date and 23.11% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Magnum Experiment 16 | -2.41% | -1.43% | 1.69% | 30.13% | 31.07% | 24.50% |
| Portfolio components: | ||||||
RSG Republic Services, Inc. | 21.57% | 3.97% | 19.42% | 30.16% | 26.69% | 22.16% |
COST Costco Wholesale Corporation | 8.66% | 10.00% | 12.07% | 40.59% | 27.81% | 23.26% |
WCN Waste Connections, Inc. | 15.22% | 3.50% | 8.46% | 20.90% | 18.42% | 18.63% |
WSO-B Watsco Inc | -4.10% | 0.60% | 3.65% | 22.20% | 30.56% | 18.98% |
AJG Arthur J. Gallagher & Co. | 16.21% | 0.79% | 14.26% | 41.87% | 33.19% | 23.71% |
PGR The Progressive Corporation | 13.03% | -2.83% | 7.85% | 29.23% | 28.98% | 28.97% |
XLG Invesco S&P 500® Top 50 ETF | -13.38% | -7.43% | -10.39% | 7.35% | 15.87% | 13.41% |
MSI Motorola Solutions, Inc. | -8.69% | -0.80% | -10.98% | 25.23% | 23.36% | 23.29% |
CTAS Cintas Corporation | 12.84% | 4.78% | -3.50% | 25.20% | 33.52% | 27.32% |
PRF Invesco FTSE RAFI US 1000 ETF | -5.96% | -6.83% | -7.81% | 5.41% | 15.39% | 9.64% |
AVGO Broadcom Inc. | -26.02% | -12.30% | -4.40% | 37.48% | 48.99% | 33.58% |
LLY Eli Lilly and Company | 8.99% | 0.35% | -8.19% | 13.33% | 41.64% | 30.28% |
IXN iShares Global Tech ETF | -16.31% | -9.79% | -15.07% | 0.92% | 16.77% | 16.79% |
IGM iShares Expanded Tech Sector ETF | -16.67% | -10.14% | -13.17% | 3.56% | 17.01% | 17.78% |
FICO Fair Isaac Corporation | -4.13% | 1.91% | -3.28% | 64.22% | 43.12% | 35.52% |
Monthly Returns
The table below presents the monthly returns of Magnum Experiment 16, 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 | 1.52% | 1.81% | -5.54% | -0.03% | -2.41% | ||||||||
| 2024 | 4.04% | 7.07% | 3.90% | -2.21% | 4.36% | 7.91% | 1.75% | 6.35% | 1.17% | -1.64% | 6.76% | 1.65% | 48.96% |
| 2023 | 3.87% | 0.30% | 4.89% | 2.24% | 3.78% | 6.92% | 0.70% | 1.96% | -2.78% | 2.22% | 8.37% | 7.20% | 46.94% |
| 2022 | -8.31% | -1.90% | 10.23% | -6.78% | -1.45% | -4.43% | 8.61% | 0.29% | -6.67% | 5.82% | 8.26% | -5.63% | -4.33% |
| 2021 | -2.26% | 0.16% | 5.05% | 5.68% | 1.97% | 2.33% | 3.39% | 2.41% | -3.20% | 9.44% | 1.02% | 7.76% | 38.46% |
| 2020 | 4.57% | -7.06% | -12.10% | 9.51% | 6.42% | 2.91% | 8.59% | 5.18% | 0.68% | -3.29% | 8.85% | 3.87% | 28.83% |
| 2019 | 7.32% | 5.85% | 3.41% | 5.08% | -2.64% | 6.02% | 1.94% | 1.05% | -1.07% | 1.38% | 2.30% | 1.20% | 36.28% |
| 2018 | 3.35% | -0.37% | 0.08% | 0.12% | 4.17% | 0.11% | 3.14% | 4.09% | 1.77% | -5.63% | 3.09% | -6.67% | 6.74% |
| 2017 | 3.43% | 5.09% | 0.89% | 1.17% | 3.04% | 0.02% | 2.77% | 0.16% | 3.06% | 2.66% | 4.36% | 0.00% | 29.96% |
| 2016 | -3.05% | 3.12% | 6.97% | -1.10% | 1.53% | 3.16% | 4.09% | 2.42% | -1.81% | -1.96% | 3.75% | 3.61% | 22.20% |
| 2015 | -1.39% | 6.70% | 1.35% | -2.51% | 3.98% | -2.83% | 2.61% | -2.25% | -0.12% | 4.44% | 1.06% | -0.03% | 11.04% |
| 2014 | -3.91% | 5.37% | 0.10% | -0.02% | 3.17% | 1.84% | -2.80% | 4.23% | 0.95% | 4.97% | 3.97% | 1.58% | 20.70% |
Expense Ratio
Magnum Experiment 16 has an expense ratio of 0.06%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 96, Magnum Experiment 16 is among the top 4% of 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 | |
|---|---|---|---|---|---|
RSG Republic Services, Inc. | 1.77 | 2.30 | 1.34 | 3.65 | 9.98 |
COST Costco Wholesale Corporation | 1.83 | 2.43 | 1.33 | 2.29 | 7.12 |
WCN Waste Connections, Inc. | 1.23 | 1.74 | 1.24 | 1.71 | 5.19 |
WSO-B Watsco Inc | 0.84 | 1.40 | 1.55 | 1.74 | 4.74 |
AJG Arthur J. Gallagher & Co. | 2.09 | 2.58 | 1.37 | 3.54 | 10.20 |
PGR The Progressive Corporation | 1.24 | 1.72 | 1.24 | 2.44 | 6.38 |
XLG Invesco S&P 500® Top 50 ETF | 0.29 | 0.56 | 1.08 | 0.31 | 1.22 |
MSI Motorola Solutions, Inc. | 1.16 | 1.66 | 1.25 | 1.17 | 3.40 |
CTAS Cintas Corporation | 0.98 | 1.37 | 1.22 | 1.25 | 3.25 |
PRF Invesco FTSE RAFI US 1000 ETF | 0.33 | 0.57 | 1.08 | 0.34 | 1.51 |
AVGO Broadcom Inc. | 0.48 | 1.15 | 1.15 | 0.73 | 2.19 |
LLY Eli Lilly and Company | 0.37 | 0.79 | 1.10 | 0.54 | 1.11 |
IXN iShares Global Tech ETF | -0.06 | 0.12 | 1.02 | -0.07 | -0.24 |
IGM iShares Expanded Tech Sector ETF | 0.06 | 0.28 | 1.04 | 0.06 | 0.23 |
FICO Fair Isaac Corporation | 1.93 | 2.47 | 1.33 | 2.21 | 5.12 |
Dividends
Dividend yield
Magnum Experiment 16 provided a 1.03% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.03% | 0.86% | 1.30% | 1.32% | 1.56% | 1.86% | 1.83% | 1.89% | 2.07% | 1.93% | 2.52% | 2.32% |
| Portfolio components: | ||||||||||||
RSG Republic Services, Inc. | 0.94% | 0.82% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% | 2.68% |
COST Costco Wholesale Corporation | 0.47% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
WCN Waste Connections, Inc. | 0.61% | 0.68% | 0.70% | 0.71% | 0.62% | 0.74% | 0.73% | 0.78% | 0.70% | 1.64% | 3.25% | 2.61% |
WSO-B Watsco Inc | 2.19% | 1.97% | 2.32% | 3.39% | 2.49% | 2.97% | 3.53% | 4.14% | 2.72% | 2.42% | 2.36% | 1.87% |
AJG Arthur J. Gallagher & Co. | 0.74% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% |
PGR The Progressive Corporation | 1.85% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
XLG Invesco S&P 500® Top 50 ETF | 0.84% | 0.72% | 0.97% | 1.34% | 0.94% | 1.25% | 1.58% | 2.00% | 1.85% | 2.00% | 2.09% | 1.97% |
MSI Motorola Solutions, Inc. | 0.98% | 0.87% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% | 1.94% |
CTAS Cintas Corporation | 0.73% | 0.80% | 0.83% | 0.93% | 0.77% | 0.79% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% |
PRF Invesco FTSE RAFI US 1000 ETF | 1.98% | 1.78% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% | 1.73% |
AVGO Broadcom Inc. | 1.31% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
LLY Eli Lilly and Company | 0.64% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% |
IXN iShares Global Tech ETF | 0.51% | 0.43% | 0.55% | 0.81% | 0.58% | 0.63% | 1.06% | 0.94% | 0.93% | 1.03% | 1.12% | 1.14% |
IGM iShares Expanded Tech Sector ETF | 0.28% | 0.22% | 0.52% | 0.53% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% | 0.88% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% |
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 16. 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 16 was 29.93%, occurring on Mar 23, 2020. Recovery took 85 trading sessions.
The current Magnum Experiment 16 drawdown is 3.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.93% | Feb 18, 2020 | 25 | Mar 23, 2020 | 85 | Jul 23, 2020 | 110 |
| -18.37% | Jul 8, 2011 | 22 | Aug 8, 2011 | 121 | Jan 31, 2012 | 143 |
| -17.84% | Dec 30, 2021 | 118 | Jun 17, 2022 | 42 | Aug 18, 2022 | 160 |
| -15.54% | Sep 24, 2018 | 64 | Dec 24, 2018 | 33 | Feb 12, 2019 | 97 |
| -15.13% | Feb 14, 2025 | 35 | Apr 4, 2025 | — | — | — |
Volatility
Volatility Chart
The current Magnum Experiment 16 volatility is 11.41%, 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
Asset Correlations Table
| WSO-B | LLY | WCN | PGR | COST | AVGO | RSG | MSI | AJG | FICO | CTAS | IGM | IXN | PRF | XLG | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WSO-B | 1.00 | 0.09 | 0.12 | 0.15 | 0.13 | 0.14 | 0.18 | 0.17 | 0.18 | 0.18 | 0.21 | 0.20 | 0.20 | 0.24 | 0.21 |
| LLY | 0.09 | 1.00 | 0.27 | 0.32 | 0.32 | 0.26 | 0.35 | 0.30 | 0.35 | 0.28 | 0.35 | 0.36 | 0.37 | 0.41 | 0.45 |
| WCN | 0.12 | 0.27 | 1.00 | 0.34 | 0.33 | 0.26 | 0.56 | 0.38 | 0.41 | 0.38 | 0.44 | 0.39 | 0.40 | 0.45 | 0.43 |
| PGR | 0.15 | 0.32 | 0.34 | 1.00 | 0.36 | 0.26 | 0.45 | 0.40 | 0.53 | 0.36 | 0.45 | 0.40 | 0.40 | 0.55 | 0.48 |
| COST | 0.13 | 0.32 | 0.33 | 0.36 | 1.00 | 0.35 | 0.40 | 0.38 | 0.38 | 0.39 | 0.44 | 0.49 | 0.49 | 0.51 | 0.55 |
| AVGO | 0.14 | 0.26 | 0.26 | 0.26 | 0.35 | 1.00 | 0.29 | 0.40 | 0.33 | 0.43 | 0.44 | 0.68 | 0.68 | 0.53 | 0.61 |
| RSG | 0.18 | 0.35 | 0.56 | 0.45 | 0.40 | 0.29 | 1.00 | 0.44 | 0.50 | 0.39 | 0.55 | 0.42 | 0.44 | 0.54 | 0.50 |
| MSI | 0.17 | 0.30 | 0.38 | 0.40 | 0.38 | 0.40 | 0.44 | 1.00 | 0.45 | 0.42 | 0.53 | 0.55 | 0.54 | 0.57 | 0.56 |
| AJG | 0.18 | 0.35 | 0.41 | 0.53 | 0.38 | 0.33 | 0.50 | 0.45 | 1.00 | 0.44 | 0.53 | 0.48 | 0.48 | 0.60 | 0.54 |
| FICO | 0.18 | 0.28 | 0.38 | 0.36 | 0.39 | 0.43 | 0.39 | 0.42 | 0.44 | 1.00 | 0.53 | 0.63 | 0.61 | 0.56 | 0.59 |
| CTAS | 0.21 | 0.35 | 0.44 | 0.45 | 0.44 | 0.44 | 0.55 | 0.53 | 0.53 | 0.53 | 1.00 | 0.62 | 0.62 | 0.67 | 0.65 |
| IGM | 0.20 | 0.36 | 0.39 | 0.40 | 0.49 | 0.68 | 0.42 | 0.55 | 0.48 | 0.63 | 0.62 | 1.00 | 0.96 | 0.75 | 0.91 |
| IXN | 0.20 | 0.37 | 0.40 | 0.40 | 0.49 | 0.68 | 0.44 | 0.54 | 0.48 | 0.61 | 0.62 | 0.96 | 1.00 | 0.76 | 0.91 |
| PRF | 0.24 | 0.41 | 0.45 | 0.55 | 0.51 | 0.53 | 0.54 | 0.57 | 0.60 | 0.56 | 0.67 | 0.75 | 0.76 | 1.00 | 0.85 |
| XLG | 0.21 | 0.45 | 0.43 | 0.48 | 0.55 | 0.61 | 0.50 | 0.56 | 0.54 | 0.59 | 0.65 | 0.91 | 0.91 | 0.85 | 1.00 |