Magnum Experiment 69

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Magnum Experiment 69

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

Position	Category/Sector	Target 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 BondBloxx Bloomberg Six Month Target Duration US Treasury ETF	Government Bonds	2.85%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.92%	4.38%	-1.84%	12.48%	13.71%	10.99%
Magnum Experiment 69	1.71%	0.25%	2.10%	4.84%	N/A	N/A
Portfolio components:
BIL SPDR Barclays 1-3 Month T-Bill ETF	1.73%	0.32%	2.12%	4.73%	2.61%	1.79%
BILS SPDR Bloomberg 3-12 Month T-Bill ETF	1.34%	-0.05%	1.73%	4.47%	N/A	N/A
BILZ PIMCO Ultra Short Government Active Exchange-Traded Fund	1.35%	-0.07%	1.73%	4.37%	N/A	N/A
BKUI BNY Mellon Ultra Short Income ETF	1.63%	0.02%	2.03%	5.18%	N/A	N/A
BOXX Alpha Architect 1-3 Month Box ETF	1.86%	0.36%	2.29%	4.89%	N/A	N/A
GSST Goldman Sachs Access Ultra Short Bond ETF	2.09%	0.35%	2.45%	5.70%	3.09%	N/A
GSY Invesco Ultra Short Duration ETF	1.97%	0.40%	2.37%	5.61%	2.97%	2.51%
ICSH iShares Ultra Short-Term Bond ETF	2.02%	0.35%	2.39%	5.36%	2.92%	2.40%
MINT PIMCO Enhanced Short Maturity Strategy Fund	1.85%	0.43%	2.26%	5.12%	2.82%	2.34%
OPER ClearShares Ultra-Short Maturity ETF	1.83%	0.35%	2.22%	4.88%	2.91%	N/A
PULS PGIM Ultra Short Bond ETF	1.98%	0.52%	2.40%	5.43%	3.53%	N/A
RAVI FlexShares Ready Access Variable Income Fund	1.96%	0.49%	2.30%	5.24%	2.83%	2.31%
SGOV iShares 0-3 Month Treasury Bond ETF	1.78%	0.34%	2.16%	4.81%	2.75%	N/A
SHV iShares Short Treasury Bond ETF	1.70%	0.31%	2.10%	4.76%	2.52%	1.85%
TBIL US Treasury 3 Month Bill ETF	1.38%	-0.02%	1.77%	4.34%	N/A	N/A
TBLL Invesco Short Term Treasury ETF	1.70%	0.30%	2.12%	4.76%	2.57%	N/A
TFLO iShares Treasury Floating Rate Bond ETF	1.41%	-0.02%	1.83%	4.37%	2.75%	1.93%
USFR WisdomTree Bloomberg Floating Rate Treasury Fund	1.81%	0.42%	2.24%	4.76%	2.89%	2.00%
XBIL US Treasury 6 Month Bill ETF	1.31%	-0.04%	1.74%	4.45%	N/A	N/A
XHLF BondBloxx Bloomberg Six Month Target Duration US Treasury ETF	1.33%	-0.06%	1.74%	4.47%	N/A	N/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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	0.40%	0.36%	0.34%	0.32%	0.37%	-0.09%							1.71%
2024	0.47%	0.42%	0.43%	0.42%	0.49%	0.40%	0.49%	0.51%	0.46%	0.36%	0.40%	0.42%	5.40%
2023						0.09%	0.45%	0.49%	0.40%	0.44%	0.52%	0.51%	2.93%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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

RAVI

FlexShares Ready Access Variable Income Fund

GSY

Invesco Ultra Short Duration ETF

BOXX

Alpha Architect 1-3 Month Box ETF

OPER

ClearShares Ultra-Short Maturity ETF

GSST

Goldman Sachs Access Ultra Short Bond ETF

PULS

PGIM Ultra Short Bond ETF

SHV

iShares Short Treasury Bond ETF

TBIL

US Treasury 3 Month Bill ETF

TFLO

iShares Treasury Floating Rate Bond ETF

USFR

WisdomTree Bloomberg Floating Rate Treasury Fund

XBIL

US Treasury 6 Month Bill ETF

BIL

SPDR Barclays 1-3 Month T-Bill ETF

BILS

SPDR Bloomberg 3-12 Month T-Bill ETF

BILZ

PIMCO Ultra Short Government Active Exchange-Traded Fund

BKUI

BNY Mellon Ultra Short Income ETF

ICSH

iShares Ultra Short-Term Bond ETF

TBLL

Invesco Short Term Treasury ETF

SGOV

iShares 0-3 Month Treasury Bond ETF

XHLF

BondBloxx Bloomberg Six Month Target Duration US Treasury ETF

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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BIL SPDR Barclays 1-3 Month T-Bill ETF	20.86	303.00	215.25	437.77	4,923.07
BILS SPDR Bloomberg 3-12 Month T-Bill ETF	10.04	12.79	9.40	13.22	207.44
BILZ PIMCO Ultra Short Government Active Exchange-Traded Fund	8.13	10.41	7.11	11.72	168.98
BKUI BNY Mellon Ultra Short Income ETF	8.13	11.70	4.75	13.42	119.80
BOXX Alpha Architect 1-3 Month Box ETF	13.73	36.67	10.84	45.26	557.49
GSST Goldman Sachs Access Ultra Short Bond ETF	7.59	14.68	3.86	23.21	152.31
GSY Invesco Ultra Short Duration ETF	11.01	27.15	6.11	31.78	208.17
ICSH iShares Ultra Short-Term Bond ETF	11.63	27.27	6.13	65.54	355.70
MINT PIMCO Enhanced Short Maturity Strategy Fund	10.30	20.37	5.96	32.33	231.95
OPER ClearShares Ultra-Short Maturity ETF	15.60	48.07	16.59	54.73	445.78
PULS PGIM Ultra Short Bond ETF	9.61	19.20	5.16	16.07	110.27
RAVI FlexShares Ready Access Variable Income Fund	9.75	18.30	4.78	14.52	96.74
SGOV iShares 0-3 Month Treasury Bond ETF	21.65	480.39	481.39	491.92	7,808.94
SHV iShares Short Treasury Bond ETF	20.64	288.94	149.85	529.93	4,695.89
TBIL US Treasury 3 Month Bill ETF	9.31	13.13	7.66	13.83	212.13
TBLL Invesco Short Term Treasury ETF	14.00	41.19	14.41	63.43	626.16
TFLO iShares Treasury Floating Rate Bond ETF	8.99	11.80	6.68	12.43	191.17
USFR WisdomTree Bloomberg Floating Rate Treasury Fund	14.93	44.81	10.88	80.90	626.93
XBIL US Treasury 6 Month Bill ETF	8.88	13.12	6.29	14.12	207.08
XHLF BondBloxx Bloomberg Six Month Target Duration US Treasury ETF	8.37	12.88	5.26	14.35	199.86

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

1-Year: 20.68
All Time: 23.68

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 is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Magnum Experiment 69 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 69 provided a 4.67% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	4.67%	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	5.04%	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	4.68%	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	4.56%	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	5.61%	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	5.05%	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	5.37%	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	5.51%	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	4.74%	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	5.69%	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	5.52%	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	5.07%	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	5.07%	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	4.66%	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	4.60%	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	4.72%	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	4.67%	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	4.57%	4.89%	4.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XHLF BondBloxx Bloomberg Six Month Target Duration US Treasury ETF	4.58%	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.

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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 0.09%, occurring on Jun 2, 2025. The portfolio has not yet recovered.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-0.09%	Jun 2, 2025	1	Jun 2, 2025	—	—	—
-0.02%	Apr 7, 2025	1	Apr 7, 2025	4	Apr 11, 2025	5
-0.01%	Apr 10, 2024	1	Apr 10, 2024	1	Apr 11, 2024	2
-0.01%	Jun 23, 2023	1	Jun 23, 2023	1	Jun 26, 2023	2
-0.01%	Dec 18, 2024	1	Dec 18, 2024	1	Dec 19, 2024	2

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 20 assets, with an effective number of assets of 17.39, 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.

	^GSPC	USFR	BKUI	RAVI	BOXX	TFLO	OPER	MINT	PULS	TBLL	ICSH	TBIL	GSST	GSY	BILZ	SGOV	XHLF	XBIL	BIL	BILS	SHV	Portfolio
^GSPC	1.00	0.01	0.07	0.17	0.03	-0.08	-0.02	0.08	0.06	-0.06	0.09	0.04	0.09	0.12	-0.03	0.04	-0.04	-0.01	-0.07	0.01	0.04	0.07
USFR	0.01	1.00	-0.02	0.08	0.21	0.32	0.24	0.21	0.12	0.20	0.05	0.20	0.17	0.08	0.28	0.30	0.23	0.19	0.26	0.24	0.25	0.40
BKUI	0.07	-0.02	1.00	0.46	-0.05	-0.00	0.01	0.06	0.36	0.12	0.42	0.06	0.43	0.60	0.07	0.04	0.22	0.20	0.03	0.25	0.19	0.44
RAVI	0.17	0.08	0.46	1.00	-0.02	0.03	0.00	0.25	0.39	0.08	0.35	0.03	0.37	0.43	0.03	0.09	0.21	0.12	0.08	0.25	0.23	0.48
BOXX	0.03	0.21	-0.05	-0.02	1.00	0.26	0.33	0.23	0.07	0.21	0.09	0.33	0.10	0.09	0.32	0.35	0.23	0.30	0.34	0.31	0.38	0.43
TFLO	-0.08	0.32	-0.00	0.03	0.26	1.00	0.32	0.17	0.14	0.23	0.13	0.29	0.17	0.15	0.34	0.33	0.24	0.29	0.42	0.37	0.32	0.49
OPER	-0.02	0.24	0.01	0.00	0.33	0.32	1.00	0.28	0.16	0.26	0.17	0.37	0.17	0.15	0.39	0.35	0.27	0.30	0.43	0.30	0.37	0.47
MINT	0.08	0.21	0.06	0.25	0.23	0.17	0.28	1.00	0.24	0.18	0.22	0.36	0.25	0.25	0.28	0.30	0.23	0.29	0.33	0.31	0.35	0.49
PULS	0.06	0.12	0.36	0.39	0.07	0.14	0.16	0.24	1.00	0.20	0.41	0.13	0.46	0.49	0.17	0.20	0.23	0.26	0.21	0.30	0.28	0.54
TBLL	-0.06	0.20	0.12	0.08	0.21	0.23	0.26	0.18	0.20	1.00	0.23	0.29	0.23	0.23	0.39	0.36	0.43	0.40	0.31	0.41	0.38	0.48
ICSH	0.09	0.05	0.42	0.35	0.09	0.13	0.17	0.22	0.41	0.23	1.00	0.17	0.41	0.53	0.21	0.24	0.32	0.28	0.16	0.37	0.32	0.56
TBIL	0.04	0.20	0.06	0.03	0.33	0.29	0.37	0.36	0.13	0.29	0.17	1.00	0.21	0.24	0.35	0.37	0.28	0.37	0.41	0.41	0.43	0.49
GSST	0.09	0.17	0.43	0.37	0.10	0.17	0.17	0.25	0.46	0.23	0.41	0.21	1.00	0.51	0.22	0.25	0.36	0.31	0.28	0.39	0.35	0.59
GSY	0.12	0.08	0.60	0.43	0.09	0.15	0.15	0.25	0.49	0.23	0.53	0.24	0.51	1.00	0.19	0.19	0.37	0.28	0.23	0.39	0.35	0.61
BILZ	-0.03	0.28	0.07	0.03	0.32	0.34	0.39	0.28	0.17	0.39	0.21	0.35	0.22	0.19	1.00	0.46	0.39	0.47	0.47	0.43	0.50	0.54
SGOV	0.04	0.30	0.04	0.09	0.35	0.33	0.35	0.30	0.20	0.36	0.24	0.37	0.25	0.19	0.46	1.00	0.41	0.44	0.55	0.49	0.55	0.56
XHLF	-0.04	0.23	0.22	0.21	0.23	0.24	0.27	0.23	0.23	0.43	0.32	0.28	0.36	0.37	0.39	0.41	1.00	0.47	0.40	0.53	0.55	0.59
XBIL	-0.01	0.19	0.20	0.12	0.30	0.29	0.30	0.29	0.26	0.40	0.28	0.37	0.31	0.28	0.47	0.44	0.47	1.00	0.48	0.57	0.54	0.59
BIL	-0.07	0.26	0.03	0.08	0.34	0.42	0.43	0.33	0.21	0.31	0.16	0.41	0.28	0.23	0.47	0.55	0.40	0.48	1.00	0.51	0.58	0.59
BILS	0.01	0.24	0.25	0.25	0.31	0.37	0.30	0.31	0.30	0.41	0.37	0.41	0.39	0.39	0.43	0.49	0.53	0.57	0.51	1.00	0.58	0.69
SHV	0.04	0.25	0.19	0.23	0.38	0.32	0.37	0.35	0.28	0.38	0.32	0.43	0.35	0.35	0.50	0.55	0.55	0.54	0.58	0.58	1.00	0.68
Portfolio	0.07	0.40	0.44	0.48	0.43	0.49	0.47	0.49	0.54	0.48	0.56	0.49	0.59	0.61	0.54	0.56	0.59	0.59	0.59	0.69	0.68	1.00

The correlation results are calculated based on daily price changes starting from Jun 23, 2023

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Magnum Experiment 69

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community