Magnum Experiment 41

Asset Allocation

Position	Category/Sector	Target Weight
CL Colgate-Palmolive Company	Consumer Defensive	7.67%
DUK Duke Energy Corporation	Utilities	5.66%
GD General Dynamics Corporation		8.77%
ICE Intercontinental Exchange, Inc.	Financial Services	10.07%
IJR iShares Core S&P Small-Cap ETF	Small Cap Blend Equities	5.87%
ISRG Intuitive Surgical, Inc.	Healthcare	3.29%
MS Morgan Stanley	Financial Services	5.05%
MSFT Microsoft Corporation	Technology	8.02%
NVO Novo Nordisk A/S	Healthcare	7.59%
PANW Palo Alto Networks, Inc.	Technology	3.57%
QQQ Invesco QQQ ETF	Nasdaq-100	6.23%
SCHW The Charles Schwab Corporation	Financial Services	3.10%
SO The Southern Company	Utilities	11.05%
TGT Target Corporation	Consumer Defensive	5%
VOO Vanguard S&P 500 ETF	S&P 500	9.05%

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 41, 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 20, 2012, corresponding to the inception date of PANW

Returns By Period

As of Apr 11, 2026, the Magnum Experiment 41 returned -0.30% Year-To-Date and 15.26% 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 41	-1.02%	0.52%	-0.30%	0.86%	13.01%	14.04%	11.58%	15.26%
Portfolio components:
SO The Southern Company	-0.45%	-0.71%	12.29%	0.44%	11.66%	14.59%	13.29%	11.24%
ICE Intercontinental Exchange, Inc.	-0.85%	1.58%	-0.52%	2.60%	4.22%	16.26%	7.89%	14.62%
VOO Vanguard S&P 500 ETF	-0.07%	2.30%	-0.09%	4.64%	28.85%	19.99%	12.14%	14.61%
GD General Dynamics Corporation	-2.09%	-5.21%	0.42%	1.54%	23.37%	16.22%	15.30%	12.05%
MSFT Microsoft Corporation	-0.59%	-7.71%	-23.14%	-27.12%	-3.79%	10.31%	8.60%	22.66%
CL Colgate-Palmolive Company	-1.98%	-4.10%	7.39%	9.58%	-8.07%	6.00%	3.54%	4.12%
NVO Novo Nordisk A/S	0.21%	2.13%	-23.68%	-31.79%	-39.33%	-20.00%	3.53%	5.15%
QQQ Invesco QQQ ETF	0.14%	2.44%	-0.40%	3.92%	35.13%	25.34%	13.31%	19.62%
IJR iShares Core S&P Small-Cap ETF	-0.43%	6.71%	8.50%	14.64%	38.32%	12.46%	5.16%	10.50%
DUK Duke Energy Corporation	-0.91%	-0.02%	13.40%	5.55%	14.73%	14.25%	10.41%	9.48%

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

Monthly Returns

Based on dividend-adjusted daily data since Jul 23, 2012, Magnum Experiment 41's average daily return is +0.06%, while the average monthly return is +1.28%. At this rate, an investment would double in approximately 4.5 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +11.7%, while the worst month was Mar 2020 at -9.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Magnum Experiment 41 closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -11.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.90%	-2.60%	-3.03%	1.61%									-0.30%
2025	2.34%	1.26%	-4.29%	-0.25%	5.17%	3.37%	-1.29%	1.55%	0.93%	-0.56%	0.18%	0.03%	8.44%
2024	2.05%	3.00%	4.22%	-2.12%	5.04%	1.97%	2.49%	3.56%	-0.10%	-1.35%	3.21%	-5.96%	16.60%
2023	2.87%	-1.52%	3.60%	2.52%	-2.18%	5.08%	2.66%	-1.43%	-4.52%	1.00%	9.11%	5.24%	23.92%
2022	-4.25%	-1.46%	4.42%	-5.49%	-2.64%	-5.65%	7.40%	-2.06%	-9.28%	6.98%	6.93%	-2.67%	-9.12%
2021	-1.21%	2.39%	4.12%	6.19%	1.33%	2.12%	3.83%	3.50%	-4.35%	8.62%	-2.86%	5.94%	32.98%

Benchmark Metrics

Magnum Experiment 41 has an annualized alpha of 4.78%, beta of 0.85, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since July 23, 2012.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.07%) than losses (72.37%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.78% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 4.78%

Beta: 0.85

R²: 0.87

Upside Capture: 93.07%

Downside Capture: 72.37%

Expense Ratio

Magnum Experiment 41 has an expense ratio of 0.02%, 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.

QQQ

Invesco QQQ ETF

IJR

iShares Core S&P Small-Cap ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

Magnum Experiment 41 ranks 13 for risk / return — in the bottom 13% 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	1.30	2.23	-0.94
Sortino ratio Return per unit of downside risk	1.86	3.12	-1.25
Omega ratio Gain probability vs. loss probability	1.23	1.42	-0.19
Calmar ratio Return relative to maximum drawdown	2.24	4.05	-1.81
Martin ratio Return relative to average drawdown	6.73	17.91	-11.18
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
SO The Southern Company	51	0.81	1.24	1.15	1.04	2.56
ICE Intercontinental Exchange, Inc.	36	0.22	0.43	1.06	0.32	0.63
VOO Vanguard S&P 500 ETF	67	2.37	3.29	1.44	4.31	19.24
GD General Dynamics Corporation	73	1.36	2.03	1.25	4.18	12.17
MSFT Microsoft Corporation	29	-0.08	0.05	1.01	0.16	0.40
CL Colgate-Palmolive Company	23	-0.28	-0.28	0.97	-0.12	-0.21
NVO Novo Nordisk A/S	11	-0.68	-0.72	0.90	-0.66	-1.11
QQQ Invesco QQQ ETF	57	2.23	3.00	1.40	3.98	14.88
IJR iShares Core S&P Small-Cap ETF	62	2.19	3.14	1.38	5.27	17.08
DUK Duke Energy Corporation	59	1.12	1.60	1.19	1.63	4.08

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

1-Year: 1.30
5-Year: 0.81
10-Year: 0.94
All Time: 1.03

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 41 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 41 provided a 1.97% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.97%	1.95%	1.88%	1.92%	1.94%	1.68%	1.89%	2.00%	2.33%	2.02%	2.19%	2.08%
Portfolio components:
SO The Southern Company	3.05%	3.37%	3.47%	3.96%	3.78%	3.82%	4.13%	3.86%	5.42%	4.78%	4.52%	4.60%
ICE Intercontinental Exchange, Inc.	1.22%	1.19%	1.21%	1.31%	1.48%	0.97%	1.04%	1.19%	1.27%	1.13%	1.21%	1.13%
VOO Vanguard S&P 500 ETF	1.14%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
GD General Dynamics Corporation	1.82%	1.76%	2.12%	2.01%	2.00%	2.24%	2.90%	2.26%	2.31%	1.61%	1.72%	1.96%
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%
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%
NVO Novo Nordisk A/S	4.80%	3.31%	1.68%	1.00%	1.20%	1.35%	1.87%	2.14%	1.45%	1.52%	2.87%	0.92%
QQQ Invesco QQQ ETF	0.46%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
IJR iShares Core S&P Small-Cap ETF	1.23%	1.44%	2.05%	1.31%	1.41%	1.53%	1.11%	1.44%	1.58%	1.20%	1.22%	1.48%
DUK Duke Energy Corporation	3.22%	3.60%	3.84%	4.18%	3.86%	3.72%	4.17%	4.11%	4.21%	4.15%	4.33%	4.54%

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 41. 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 41 was 33.01%, occurring on Mar 23, 2020. Recovery took 104 trading sessions.

The current Magnum Experiment 41 drawdown is 5.40%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.01%	Feb 19, 2020	24	Mar 23, 2020	104	Aug 19, 2020	128
-19.46%	Dec 30, 2021	200	Oct 14, 2022	167	Jun 15, 2023	367
-16.21%	Oct 21, 2024	116	Apr 8, 2025	56	Jun 30, 2025	172
-15.86%	Sep 24, 2018	64	Dec 24, 2018	56	Mar 18, 2019	120
-10.83%	Dec 30, 2015	30	Feb 11, 2016	45	Apr 18, 2016	75

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 13.29, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

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	DUK	SO	NVO	CL	PANW	TGT	ICE	SCHW	GD	ISRG	MS	MSFT	IJR	QQQ	VOO	Portfolio
Benchmark	1.00	0.24	0.25	0.38	0.38	0.48	0.45	0.53	0.58	0.55	0.61	0.67	0.71	0.80	0.91	1.00	0.88
DUK	0.24	1.00	0.81	0.13	0.46	0.03	0.16	0.25	0.07	0.27	0.14	0.10	0.14	0.19	0.12	0.25	0.42
SO	0.25	0.81	1.00	0.13	0.45	0.03	0.17	0.24	0.07	0.27	0.15	0.10	0.15	0.19	0.13	0.25	0.43
NVO	0.38	0.13	0.13	1.00	0.22	0.24	0.20	0.25	0.17	0.22	0.31	0.22	0.31	0.27	0.35	0.38	0.50
CL	0.38	0.46	0.45	0.22	1.00	0.10	0.27	0.31	0.19	0.33	0.23	0.19	0.25	0.28	0.27	0.38	0.49
PANW	0.48	0.03	0.03	0.24	0.10	1.00	0.19	0.28	0.29	0.24	0.40	0.30	0.42	0.40	0.53	0.47	0.50
TGT	0.45	0.16	0.17	0.20	0.27	0.19	1.00	0.28	0.32	0.28	0.24	0.34	0.26	0.47	0.36	0.45	0.50
ICE	0.53	0.25	0.24	0.25	0.31	0.28	0.28	1.00	0.41	0.36	0.35	0.42	0.40	0.43	0.45	0.53	0.64
SCHW	0.58	0.07	0.07	0.17	0.19	0.29	0.32	0.41	1.00	0.43	0.32	0.70	0.34	0.62	0.45	0.58	0.58
GD	0.55	0.27	0.27	0.22	0.33	0.24	0.28	0.36	0.43	1.00	0.32	0.45	0.33	0.55	0.40	0.55	0.62
ISRG	0.61	0.14	0.15	0.31	0.23	0.40	0.24	0.35	0.32	0.32	1.00	0.35	0.51	0.47	0.62	0.61	0.60
MS	0.67	0.10	0.10	0.22	0.19	0.30	0.34	0.42	0.70	0.45	0.35	1.00	0.39	0.68	0.53	0.67	0.64
MSFT	0.71	0.14	0.15	0.31	0.25	0.42	0.26	0.40	0.34	0.33	0.51	0.39	1.00	0.46	0.78	0.71	0.67
IJR	0.80	0.19	0.19	0.27	0.28	0.40	0.47	0.43	0.62	0.55	0.47	0.68	0.46	1.00	0.66	0.80	0.75
QQQ	0.91	0.12	0.13	0.35	0.27	0.53	0.36	0.45	0.45	0.40	0.62	0.53	0.78	0.66	1.00	0.90	0.77
VOO	1.00	0.25	0.25	0.38	0.38	0.47	0.45	0.53	0.58	0.55	0.61	0.67	0.71	0.80	0.90	1.00	0.88
Portfolio	0.88	0.42	0.43	0.50	0.49	0.50	0.50	0.64	0.58	0.62	0.60	0.64	0.67	0.75	0.77	0.88	1.00

The correlation results are calculated based on daily price changes starting from Jul 23, 2012

Magnum Experiment 41

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