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Magnum Experiment 69
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Magnum Experiment 69

Last updated Apr 18, 2025

Asset Allocation

BOXX 6.7%SGOV 9.95%BIL 8.35%TFLO 6.61%USFR 6.48%RAVI 6.4%SHV 5.14%BILZ 5.08%OPER 5.05%TBIL 4.93%BKUI 4.82%ICSH 4.55%BILS 4.36%MINT 4.27%PULS 3.85%XBIL 3.04%GSST 2.67%TBLL 2.64%GSY 2.24%XHLF 2.85%AlternativesAlternativesBondBondEquityEquity
PositionCategory/SectorTarget Weight
BIL
SPDR Barclays 1-3 Month T-Bill ETF		Government Bonds
8.35%
BILS
SPDR Bloomberg 3-12 Month T-Bill ETF		Ultrashort Bond
4.36%
BILZ
PIMCO Ultra Short Government Active Exchange-Traded Fund		Ultrashort Bond
5.08%
BKUI
BNY Mellon Ultra Short Income ETF		Ultrashort Bond
4.82%
BOXX
Alpha Architect 1-3 Month Box ETF		Ultrashort Bond
6.70%
GSST
Goldman Sachs Access Ultra Short Bond ETF		Mortgage Backed Securities, Actively Managed
2.67%
GSY
Invesco Ultra Short Duration ETF		Corporate Bonds, Actively Managed
2.24%
ICSH
iShares Ultra Short-Term Bond ETF		Money Market, Actively Managed
4.55%
MINT
PIMCO Enhanced Short Maturity Strategy Fund		Total Bond Market, Actively Managed
4.27%
OPER
ClearShares Ultra-Short Maturity ETF		Total Bond Market, Actively Managed
5.05%
PULS
PGIM Ultra Short Bond ETF		Total Bond Market, Actively Managed
3.85%
RAVI
FlexShares Ready Access Variable Income Fund		Total Bond Market, Actively Managed
6.40%
SGOV
iShares 0-3 Month Treasury Bond ETF		Government Bonds
9.95%
SHV
iShares Short Treasury Bond ETF		Government Bonds
5.14%
TBIL
US Treasury 3 Month Bill ETF		Ultrashort Bond
4.93%
TBLL
Invesco Short Term Treasury ETF		Ultrashort Bond
2.64%
TFLO
iShares Treasury Floating Rate Bond ETF		Government Bonds
6.61%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund		Government Bonds
6.48%
XBIL
US Treasury 6 Month Bill ETF		Ultrashort Bond
3.04%
XHLF
2.85%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 69, 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.

10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
9.86%
20.56%
Magnum Experiment 69
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 22, 2023, corresponding to the inception date of BILZ

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.18%-5.91%-9.57%5.19%12.98%9.68%
Magnum Experiment 691.26%0.33%2.26%5.09%N/AN/A
Portfolio components:
BIL
SPDR Barclays 1-3 Month T-Bill ETF		1.25%0.38%2.21%4.90%2.52%1.75%
BILS
SPDR Bloomberg 3-12 Month T-Bill ETF		1.27%0.38%2.24%5.03%N/AN/A
BILZ
PIMCO Ultra Short Government Active Exchange-Traded Fund		1.24%0.36%2.19%4.93%N/AN/A
BKUI
BNY Mellon Ultra Short Income ETF		1.34%0.28%2.28%5.64%N/AN/A
BOXX
Alpha Architect 1-3 Month Box ETF		1.33%0.38%2.36%5.00%N/AN/A
GSST
Goldman Sachs Access Ultra Short Bond ETF		1.50%0.33%2.42%5.89%3.26%N/A
GSY
Invesco Ultra Short Duration ETF		1.31%0.25%2.34%5.76%3.06%2.48%
ICSH
iShares Ultra Short-Term Bond ETF		1.47%0.46%2.40%5.57%2.98%2.49%
MINT
PIMCO Enhanced Short Maturity Strategy Fund		1.16%0.17%2.26%5.14%2.91%2.28%
OPER
ClearShares Ultra-Short Maturity ETF		1.31%0.40%2.30%5.03%2.83%N/A
PULS
PGIM Ultra Short Bond ETF		1.11%0.16%2.18%5.32%3.62%N/A
RAVI
FlexShares Ready Access Variable Income Fund		1.12%0.04%2.07%5.11%2.85%2.23%
SGOV
iShares 0-3 Month Treasury Bond ETF		1.27%0.38%2.25%4.96%N/AN/A
SHV
iShares Short Treasury Bond ETF		1.25%0.38%2.22%4.96%2.43%1.81%
TBIL
US Treasury 3 Month Bill ETF		1.23%0.37%2.19%4.86%N/AN/A
TBLL
Invesco Short Term Treasury ETF		1.24%0.35%2.23%4.97%2.49%N/A
TFLO
iShares Treasury Floating Rate Bond ETF		1.26%0.36%2.34%4.91%2.72%2.02%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund		1.24%0.32%2.34%4.92%2.78%2.45%
XBIL
US Treasury 6 Month Bill ETF		1.24%0.38%2.18%5.02%N/AN/A
XHLF
1.26%0.43%2.23%5.06%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Magnum Experiment 69, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.40%0.36%0.34%0.16%1.26%
20240.47%0.42%0.43%0.42%0.49%0.40%0.49%0.51%0.46%0.36%0.40%0.42%5.40%
20230.09%0.45%0.49%0.40%0.44%0.52%0.51%2.93%

Expense Ratio

Magnum Experiment 69 has an expense ratio of 0.15%, 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.

MINT
PIMCO Enhanced Short Maturity Strategy Fund
Expense ratio chart for MINT: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MINT: 0.36%
RAVI
FlexShares Ready Access Variable Income Fund
Expense ratio chart for RAVI: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
RAVI: 0.25%
GSY
Invesco Ultra Short Duration ETF
Expense ratio chart for GSY: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GSY: 0.22%
BOXX
Alpha Architect 1-3 Month Box ETF
Expense ratio chart for BOXX: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BOXX: 0.20%
OPER
ClearShares Ultra-Short Maturity ETF
Expense ratio chart for OPER: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
OPER: 0.20%
GSST
Goldman Sachs Access Ultra Short Bond ETF
Expense ratio chart for GSST: current value is 0.16%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GSST: 0.16%
PULS
PGIM Ultra Short Bond ETF
Expense ratio chart for PULS: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PULS: 0.15%
SHV
iShares Short Treasury Bond ETF
Expense ratio chart for SHV: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SHV: 0.15%
TBIL
US Treasury 3 Month Bill ETF
Expense ratio chart for TBIL: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TBIL: 0.15%
TFLO
iShares Treasury Floating Rate Bond ETF
Expense ratio chart for TFLO: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TFLO: 0.15%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
Expense ratio chart for USFR: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
USFR: 0.15%
XBIL
US Treasury 6 Month Bill ETF
Expense ratio chart for XBIL: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XBIL: 0.15%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
Expense ratio chart for BIL: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BIL: 0.14%
BILS
SPDR Bloomberg 3-12 Month T-Bill ETF
Expense ratio chart for BILS: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BILS: 0.14%
BILZ
PIMCO Ultra Short Government Active Exchange-Traded Fund
Expense ratio chart for BILZ: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BILZ: 0.14%
BKUI
BNY Mellon Ultra Short Income ETF
Expense ratio chart for BKUI: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BKUI: 0.12%
ICSH
iShares Ultra Short-Term Bond ETF
Expense ratio chart for ICSH: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ICSH: 0.08%
TBLL
Invesco Short Term Treasury ETF
Expense ratio chart for TBLL: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TBLL: 0.08%
SGOV
iShares 0-3 Month Treasury Bond ETF
Expense ratio chart for SGOV: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SGOV: 0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 100, Magnum Experiment 69 is among the top 0% 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 69 is 100100
Overall Rank
The Sharpe Ratio Rank of Magnum Experiment 69 is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of Magnum Experiment 69 is 100100
Sortino Ratio Rank
The Omega Ratio Rank of Magnum Experiment 69 is 100100
Omega Ratio Rank
The Calmar Ratio Rank of Magnum Experiment 69 is 100100
Calmar Ratio Rank
The Martin Ratio Rank of Magnum Experiment 69 is 100100
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.

Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 24.48, compared to the broader market-4.00-2.000.002.00
Portfolio: 24.48
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 227.85, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 227.85
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 127.05, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 127.05
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 260.92, compared to the broader market0.001.002.003.004.005.006.00
Portfolio: 260.92
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 2358.41, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 2,358.41
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BIL
SPDR Barclays 1-3 Month T-Bill ETF		20.63253.38147.29448.784,119.51
BILS
SPDR Bloomberg 3-12 Month T-Bill ETF		19.1599.7731.55167.081,623.25
BILZ
PIMCO Ultra Short Government Active Exchange-Traded Fund		13.0627.8216.1329.35451.53
BKUI
BNY Mellon Ultra Short Income ETF		11.8028.666.9122.43156.70
BOXX
Alpha Architect 1-3 Month Box ETF		14.0838.6312.3346.08586.19
GSST
Goldman Sachs Access Ultra Short Bond ETF		8.1215.504.1823.78158.53
GSY
Invesco Ultra Short Duration ETF		11.1327.096.0632.20210.31
ICSH
iShares Ultra Short-Term Bond ETF		12.5931.117.0067.32405.39
MINT
PIMCO Enhanced Short Maturity Strategy Fund		10.6220.566.2632.42233.61
OPER
ClearShares Ultra-Short Maturity ETF		15.5847.4915.5356.32452.57
PULS
PGIM Ultra Short Bond ETF		10.0019.325.4115.68108.34
RAVI
FlexShares Ready Access Variable Income Fund		10.1719.415.1414.3698.57
SGOV
iShares 0-3 Month Treasury Bond ETF		21.61490.28491.28502.337,974.31
SHV
iShares Short Treasury Bond ETF		21.34285.57134.51544.354,644.45
TBIL
US Treasury 3 Month Bill ETF		14.8259.3215.50242.53886.55
TBLL
Invesco Short Term Treasury ETF		14.2641.5014.1665.73626.28
TFLO
iShares Treasury Floating Rate Bond ETF		15.3654.0712.87191.45841.48
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund		15.6451.3113.0382.16705.13
XBIL
US Treasury 6 Month Bill ETF		13.3148.2511.5371.72615.84
XHLF
12.2738.458.6084.70482.73

The current Magnum Experiment 69 Sharpe ratio is 24.51. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.21 to 0.77, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Magnum Experiment 69 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.0025.00NovemberDecember2025FebruaryMarchApril
24.48
0.24
Magnum Experiment 69
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Magnum Experiment 69 provided a 4.58% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio4.58%4.83%4.39%1.36%0.21%0.49%1.33%0.99%0.49%0.25%0.14%0.13%
Portfolio components:
BIL
SPDR Barclays 1-3 Month T-Bill ETF		4.77%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%
BILS
SPDR Bloomberg 3-12 Month T-Bill ETF		4.75%5.01%4.98%1.61%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BILZ
PIMCO Ultra Short Government Active Exchange-Traded Fund		4.68%4.95%2.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BKUI
BNY Mellon Ultra Short Income ETF		4.94%5.11%4.29%1.81%0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BOXX
Alpha Architect 1-3 Month Box ETF		0.26%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GSST
Goldman Sachs Access Ultra Short Bond ETF		5.31%5.45%4.98%1.97%0.71%1.12%1.66%0.00%0.00%0.00%0.00%0.00%
GSY
Invesco Ultra Short Duration ETF		5.17%5.31%4.95%1.70%0.58%1.45%2.71%2.30%1.80%1.30%1.17%1.29%
ICSH
iShares Ultra Short-Term Bond ETF		5.04%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%0.46%
MINT
PIMCO Enhanced Short Maturity Strategy Fund		5.13%5.22%4.91%1.90%0.44%1.15%2.65%2.32%1.61%1.35%0.88%0.80%
OPER
ClearShares Ultra-Short Maturity ETF		4.97%5.21%5.03%1.71%0.36%0.64%2.08%0.88%0.00%0.00%0.00%0.00%
PULS
PGIM Ultra Short Bond ETF		5.35%5.62%5.48%2.30%1.19%1.85%2.92%1.87%0.00%0.00%0.00%0.00%
RAVI
FlexShares Ready Access Variable Income Fund		5.19%5.34%4.55%1.70%0.90%1.29%2.53%2.22%1.28%0.90%0.66%0.68%
SGOV
iShares 0-3 Month Treasury Bond ETF		4.79%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%0.00%
SHV
iShares Short Treasury Bond ETF		4.78%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%0.00%
TBIL
US Treasury 3 Month Bill ETF		4.74%5.24%5.00%1.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TBLL
Invesco Short Term Treasury ETF		4.77%4.99%4.63%1.37%0.05%0.80%2.24%1.69%0.71%0.00%0.00%0.00%
TFLO
iShares Treasury Floating Rate Bond ETF		4.79%5.21%4.89%1.67%0.00%0.36%2.08%1.65%0.86%0.30%0.15%0.08%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund		4.86%5.17%5.12%1.78%0.02%0.40%2.08%1.67%1.03%0.29%0.00%0.00%
XBIL
US Treasury 6 Month Bill ETF		4.65%4.89%4.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XHLF
4.69%4.97%4.51%0.86%0.00%0.00%0.00%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.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-14.02%
Magnum Experiment 69
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Magnum Experiment 69. 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 69 was 0.02%, occurring on Apr 8, 2025. Recovery took 3 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.02%Apr 7, 20252Apr 8, 20253Apr 11, 20255
-0.01%Apr 10, 20241Apr 10, 20241Apr 11, 20242
-0.01%Jun 23, 20231Jun 23, 20231Jun 26, 20232
-0.01%Dec 18, 20241Dec 18, 20241Dec 19, 20242
0%Nov 11, 20241Nov 11, 20241Nov 12, 20242

Volatility

Volatility Chart

The current Magnum Experiment 69 volatility is 0.07%, 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.

0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
0.07%
13.60%
Magnum Experiment 69
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
BKUIUSFRRAVIBOXXTFLOPULSOPERMINTTBLLTBILICSHGSSTGSYBILZSGOVBILXHLFXBILBILSSHV
BKUI1.00-0.030.46-0.08-0.030.360.010.070.120.040.440.460.610.050.040.030.190.180.230.20
USFR-0.031.000.080.220.320.120.230.190.210.210.050.130.090.280.290.250.280.200.230.25
RAVI0.460.081.00-0.010.060.400.010.260.090.050.370.410.440.040.120.090.240.140.260.25
BOXX-0.080.22-0.011.000.220.060.330.230.210.330.110.080.080.300.350.310.230.300.290.38
TFLO-0.030.320.060.221.000.170.310.180.190.240.130.150.140.300.320.400.190.260.340.29
PULS0.360.120.400.060.171.000.160.240.180.120.430.470.490.150.210.190.230.250.280.28
OPER0.010.230.010.330.310.161.000.280.270.370.160.160.140.380.350.430.270.300.280.36
MINT0.070.190.260.230.180.240.281.000.160.340.230.260.280.270.300.350.250.330.300.35
TBLL0.120.210.090.210.190.180.270.161.000.290.240.220.230.400.370.280.410.400.390.40
TBIL0.040.210.050.330.240.120.370.340.291.000.170.200.240.340.360.420.320.380.390.42
ICSH0.440.050.370.110.130.430.160.230.240.171.000.430.530.230.290.160.330.270.340.34
GSST0.460.130.410.080.150.470.160.260.220.200.431.000.530.210.220.250.370.300.400.35
GSY0.610.090.440.080.140.490.140.280.230.240.530.531.000.200.220.220.370.270.380.36
BILZ0.050.280.040.300.300.150.380.270.400.340.230.210.201.000.480.480.370.480.430.50
SGOV0.040.290.120.350.320.210.350.300.370.360.290.220.220.481.000.530.390.450.510.55
BIL0.030.250.090.310.400.190.430.350.280.420.160.250.220.480.531.000.400.510.540.58
XHLF0.190.280.240.230.190.230.270.250.410.320.330.370.370.370.390.401.000.460.550.54
XBIL0.180.200.140.300.260.250.300.330.400.380.270.300.270.480.450.510.461.000.570.55
BILS0.230.230.260.290.340.280.280.300.390.390.340.400.380.430.510.540.550.571.000.59
SHV0.200.250.250.380.290.280.360.350.400.420.340.350.360.500.550.580.540.550.591.00
The correlation results are calculated based on daily price changes starting from Jun 23, 2023
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