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Magnum Experiment 27
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Magnum Experiment 27

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

JEL.F 36.9%NBPE.L 18.96%MLERO.PA 7.76%PME.AX 6.58%GFRD.L 6.03%NVDA 5.22%WELL.TO 3.49%OLA.TO 3.41%XAU.TO 2.92%BGL.AX 2.91%DLCG.TO 2.56%CELH 1.59%EquityEquity
PositionCategory/SectorTarget Weight
APLD
Applied Digital Corporation		Financial Services
0.63%
BGL.AX
Bellevue Gold Limited		Basic Materials
2.91%
CCEP.L
Coca-Cola Europacific Partners plc		Consumer Defensive
0.76%
CELH
Celsius Holdings, Inc.		Consumer Defensive
1.59%
DLCG.TO
Dominion Lending Centres Inc.		Financial Services
2.56%
FDY.TO
Faraday Copper Corp.		Basic Materials
0.29%
GFRD.L
Galliford Try plc		Industrials
6.03%
JEL.F
JEOL Ltd		Technology
36.90%
MLERO.PA
Euroland Corporate Société anonyme		Financial Services
7.76%
NBPE.L
NB Private Equity Partners Ltd		Financial Services
18.96%
NVDA
NVIDIA Corporation		Technology
5.22%
OLA.TO
Orla Mining Ltd.		Basic Materials
3.41%
PME.AX
Pro Medicus Limited		Healthcare
6.58%
WELL.TO
WELL Health Technologies Corp.		Healthcare
3.49%
XAU.TO
Goldmoney Inc.		Financial Services
2.92%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is May 13, 2015, corresponding to the inception date of XAU.TO

Returns By Period

As of Jun 2, 2025, the Magnum Experiment 27 returned -0.20% Year-To-Date and 99.89% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.92%4.38%-1.84%12.48%13.71%10.99%
Magnum Experiment 270.65%1.77%0.78%73.98%42.99%100.07%
Portfolio components:
APLD
Applied Digital Corporation		32.72%91.32%5.41%139.72%198.76%64.71%
BGL.AX
Bellevue Gold Limited		-11.39%6.34%-24.95%-52.70%2.12%62.24%
CCEP.L
Coca-Cola Europacific Partners plc		19.05%1.06%20.43%10,800.71%188.05%151.96%
CELH
Celsius Holdings, Inc.		44.65%10.56%33.03%-52.36%65.59%47.04%
DLCG.TO
Dominion Lending Centres Inc.		24.69%18.01%31.38%146.71%58.98%56.40%
FDY.TO
Faraday Copper Corp.		10.54%-4.14%-0.13%-5.47%40.55%142.65%
GFRD.L
Galliford Try plc		16.30%4.05%17.70%70.94%33.24%-9.89%
JEL.F
JEOL Ltd		-20.94%-12.39%-20.24%-34.37%0.36%12.33%
MLERO.PA
Euroland Corporate Société anonyme		37.14%21.11%34.91%62.98%43.33%30.79%
NBPE.L
NB Private Equity Partners Ltd		-0.87%0.86%0.03%-1.92%16.67%64.71%
NVDA
NVIDIA Corporation		2.31%19.98%-0.89%25.34%73.50%74.04%
OLA.TO
Orla Mining Ltd.		97.63%5.12%127.62%157.44%35.35%61.85%
PME.AX
Pro Medicus Limited		18.02%18.71%13.43%128.90%57.34%60.86%
WELL.TO
WELL Health Technologies Corp.		-38.54%2.56%-31.83%43.57%77.40%135.33%
XAU.TO
Goldmoney Inc.		12.37%3.92%0.84%3.25%-5.89%-9.53%
*Annualized

Monthly Returns

The table below presents the monthly returns of Magnum Experiment 27, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.24%-4.50%-3.34%3.60%2.06%0.87%0.65%
20242.44%1.78%-0.25%-0.44%7.69%3.49%-2.49%5.14%-1.07%63.51%1.35%-0.64%92.74%
20238.72%4.61%2.34%0.20%8.94%3.38%1.67%-1.57%-3.43%-5.37%21.91%6.89%56.54%
2022-18.71%6.00%2.52%-13.39%0.94%-13.18%12.13%-3.93%-13.61%7.23%5.00%-7.44%-34.98%
2021-2.44%1.95%3.12%26.09%-1.10%10.43%4.50%6.39%-0.13%5.38%4.62%-0.63%71.81%
20200.30%-10.14%-11.56%21.94%8.01%5.31%3.48%9.64%7.00%-1.32%19.90%15.37%83.21%
201915.82%0.61%5.32%4.26%4.44%5.39%6.38%-0.32%0.19%6.39%3.94%8.88%80.16%
20184.49%8.85%2.96%6.88%7.28%-7.47%2.84%5.33%1.78%-12.61%0.50%-13.18%4.43%
20179.74%-3.02%10.28%-2.79%1,657.64%0.39%3.12%-2.03%6.98%3.40%14.67%11.46%2,775.29%
2016-7.39%-6.23%13.40%16.77%85.90%-11.56%8.90%-1.21%12.77%-0.16%-0.22%6.94%144.35%
20150.60%1.95%-0.69%19.21%-2.99%7.27%2.88%-2.27%27.03%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Magnum Experiment 27 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 94, Magnum Experiment 27 is among the top 6% 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.

The Risk-Adjusted Performance Rank of Magnum Experiment 27 is 9494
Overall Rank
The Sharpe Ratio Rank of Magnum Experiment 27 is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of Magnum Experiment 27 is 9898
Sortino Ratio Rank
The Omega Ratio Rank of Magnum Experiment 27 is 9898
Omega Ratio Rank
The Calmar Ratio Rank of Magnum Experiment 27 is 9797
Calmar Ratio Rank
The Martin Ratio Rank of Magnum Experiment 27 is 9696
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
APLD
Applied Digital Corporation		1.002.301.281.624.75
BGL.AX
Bellevue Gold Limited		-0.87-1.060.85-0.82-1.22
CCEP.L
Coca-Cola Europacific Partners plc		1.18500.1964.221,209.363,344.18
CELH
Celsius Holdings, Inc.		-0.75-0.840.91-0.54-0.90
DLCG.TO
Dominion Lending Centres Inc.		3.003.571.483.3321.81
FDY.TO
Faraday Copper Corp.		-0.170.101.01-0.11-0.29
GFRD.L
Galliford Try plc		2.033.651.441.1018.02
JEL.F
JEOL Ltd		-0.81-1.190.85-0.55-1.73
MLERO.PA
Euroland Corporate Société anonyme		0.891.361.221.967.32
NBPE.L
NB Private Equity Partners Ltd		-0.110.101.01-0.06-0.17
NVDA
NVIDIA Corporation		0.330.731.090.370.90
OLA.TO
Orla Mining Ltd.		3.003.311.454.4722.50
PME.AX
Pro Medicus Limited		2.792.801.432.659.26
WELL.TO
WELL Health Technologies Corp.		0.901.201.160.641.42
XAU.TO
Goldmoney Inc.		0.100.871.110.190.87

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 27 Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

  • 1-Year: 1.13
  • 5-Year: 1.19
  • 10-Year: 0.19
  • All Time: 0.19

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 0.59 to 1.13, 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 27 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Magnum Experiment 27 provided a 1.71% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.71%1.51%2.15%1.80%1.08%5.91%8.63%2.58%1.53%81.43%91.16%62.50%
Portfolio components:
APLD
Applied Digital Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BGL.AX
Bellevue Gold Limited		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%59.09%48.39%92.44%
CCEP.L
Coca-Cola Europacific Partners plc		0.03%0.03%2.99%3.15%2.86%2.02%2.65%3.00%2.91%1.31%0.00%0.00%
CELH
Celsius Holdings, 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%
DLCG.TO
Dominion Lending Centres Inc.		1.41%1.54%4.29%2.81%0.00%0.00%0.00%4.00%2.13%0.00%116.00%0.00%
FDY.TO
Faraday Copper Corp.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%112.86%196.43%372.78%262.33%
GFRD.L
Galliford Try plc		4.15%3.99%10.00%5.03%2.61%80.96%6.75%11.91%6.72%5.71%4.01%3.70%
JEL.F
JEOL Ltd		0.02%0.01%0.01%0.01%0.00%0.00%0.00%0.00%0.01%0.01%0.00%0.01%
MLERO.PA
Euroland Corporate Société anonyme		5.27%4.71%6.84%7.02%4.40%3.33%7.79%11.88%0.00%0.00%0.00%37.50%
NBPE.L
NB Private Equity Partners Ltd		5.23%4.50%4.53%4.35%2.85%3.82%3.78%3.96%3.54%415.11%450.07%293.75%
NVDA
NVIDIA Corporation		0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
OLA.TO
Orla Mining Ltd.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PME.AX
Pro Medicus Limited		0.17%0.16%0.31%0.40%0.24%0.35%0.31%0.55%0.46%0.62%0.60%1.83%
WELL.TO
WELL Health Technologies Corp.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XAU.TO
Goldmoney Inc.		0.00%0.00%0.00%0.00%0.00%0.00%234.69%0.00%0.00%0.00%0.00%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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Magnum Experiment 27. 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 27 was 40.50%, occurring on Mar 19, 2020. Recovery took 47 trading sessions.

The current Magnum Experiment 27 drawdown is 4.82%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.5%Jan 27, 202039Mar 19, 202047May 26, 202086
-40.02%Nov 22, 2021221Sep 27, 2022340Jan 22, 2024561
-36.12%May 20, 20164May 25, 20161May 26, 20165
-26.5%Oct 2, 201859Dec 21, 2018119Jun 11, 2019178
-19.14%Nov 23, 201559Feb 15, 201638Apr 8, 201697
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 15 assets, with an effective number of assets of 5.16, 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.
^GSPCMLERO.PADLCG.TOXAU.TOBGL.AXAPLDCCEP.LFDY.TOOLA.TOCELHJEL.FPME.AXGFRD.LNBPE.LWELL.TONVDAPortfolio
^GSPC1.000.010.120.140.100.160.190.180.150.310.110.150.220.220.350.640.30
MLERO.PA0.011.000.010.00-0.000.010.050.020.01-0.010.000.010.060.00-0.01-0.010.25
DLCG.TO0.120.011.000.040.030.050.050.110.080.050.040.080.100.100.080.090.16
XAU.TO0.140.000.041.000.070.040.030.090.160.060.040.060.080.070.140.070.16
BGL.AX0.10-0.000.030.071.000.040.070.090.100.050.080.110.050.100.090.060.22
APLD0.160.010.050.040.041.000.030.060.090.140.050.080.050.070.130.140.17
CCEP.L0.190.050.050.030.070.031.000.070.040.090.080.100.140.140.080.060.17
FDY.TO0.180.020.110.090.090.060.071.000.110.08-0.000.070.130.130.140.130.12
OLA.TO0.150.010.080.160.100.090.040.111.000.090.080.090.050.140.180.110.24
CELH0.31-0.010.050.060.050.140.090.080.091.000.040.060.080.090.200.260.16
JEL.F0.110.000.040.040.080.050.08-0.000.080.041.000.190.090.130.060.060.72
PME.AX0.150.010.080.060.110.080.100.070.090.060.191.000.100.160.110.100.35
GFRD.L0.220.060.100.080.050.050.140.130.050.080.090.101.000.240.120.100.27
NBPE.L0.220.000.100.070.100.070.140.130.140.090.130.160.241.000.170.140.37
WELL.TO0.35-0.010.080.140.090.130.080.140.180.200.060.110.120.171.000.260.28
NVDA0.64-0.010.090.070.060.140.060.130.110.260.060.100.100.140.261.000.26
Portfolio0.300.250.160.160.220.170.170.120.240.160.720.350.270.370.280.261.00
The correlation results are calculated based on daily price changes starting from May 14, 2015
Go to the full Correlations tool for more customization options