Magnum Experiment 98F
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Magnum Experiment 98F
Currency in USD · Last updated Jun 2, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AGX Argan, Inc. | Industrials | 3.73% |
ASCCY Asics Corp ADR | Consumer Cyclical | 6.05% |
BSX Boston Scientific Corporation | Healthcare | 0.24% |
BYRN Byrna Technologies Inc. | Industrials | 1.09% |
CALM Cal-Maine Foods, Inc. | Consumer Defensive | 6% |
EAT Brinker International, Inc. | Consumer Cyclical | 3.33% |
ELMD Electromed, Inc. | Healthcare | 3.69% |
FNMAS Federal National Mortgage Association | Financial Services | 1.02% |
GGAL Grupo Financiero Galicia S.A. | Financial Services | 4.81% |
HACBY Hachijuni Bank Ltd ADR | Financial Services | 0.95% |
LFVN LifeVantage Corporation | Consumer Defensive | 5.88% |
SFM Sprouts Farmers Market, Inc. | Consumer Defensive | 6.42% |
TRGP Targa Resources Corp. | Energy | 12.13% |
UCBJY UCB SA ADR | Healthcare | 15.89% |
UI Ubiquiti Inc. | Technology | 2% |
WLFC Willis Lease Finance Corporation | Industrials | 3.71% |
WMT Walmart Inc. | Consumer Defensive | 19.78% |
ZIVO ZIVO Bioscience, Inc. | Healthcare | 3.28% |
Every 3 months
Performance
Performance Chart
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The earliest data available for this chart is Nov 12, 2014, corresponding to the inception date of ASCCY
Returns By Period
As of Jun 2, 2025, the Magnum Experiment 98F returned 1.02% Year-To-Date and 35.16% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.92% | 4.38% | -1.84% | 12.48% | 13.71% | 10.99% |
| Magnum Experiment 98F | 2.25% | 4.00% | 4.49% | 84.28% | 59.41% | 35.43% |
| Portfolio components: | ||||||
AGX Argan, Inc. | 53.97% | 28.20% | 35.13% | 200.79% | 42.77% | 21.54% |
ASCCY Asics Corp ADR | 27.37% | 12.37% | 19.66% | 81.20% | 55.44% | 18.75% |
BSX Boston Scientific Corporation | 16.63% | -0.72% | 15.19% | 37.85% | 22.72% | 19.29% |
BYRN Byrna Technologies Inc. | -5.24% | 14.80% | 48.94% | 133.53% | 34.08% | 21.48% |
CALM Cal-Maine Foods, Inc. | -1.03% | 4.31% | 3.79% | 68.89% | 22.18% | 8.51% |
EAT Brinker International, Inc. | 32.98% | 32.19% | 35.10% | 149.07% | 43.06% | 13.81% |
ELMD Electromed, Inc. | -30.76% | -11.89% | -32.03% | 39.95% | 5.67% | 25.99% |
FNMAS Federal National Mortgage Association | 20.12% | 16.98% | 35.57% | 176.64% | 9.82% | 13.87% |
GGAL Grupo Financiero Galicia S.A. | -9.54% | -3.07% | -4.82% | 69.49% | 47.37% | 12.64% |
HACBY Hachijuni Bank Ltd ADR | -71.74% | 36.42% | 31.15% | 38.56% | 31.63% | 12.54% |
LFVN LifeVantage Corporation | -28.56% | 4.91% | -18.04% | 65.70% | -1.43% | 12.96% |
SFM Sprouts Farmers Market, Inc. | 41.28% | 3.22% | 18.96% | 127.31% | 48.42% | 19.95% |
TRGP Targa Resources Corp. | -8.20% | 0.30% | -15.77% | 40.01% | 52.24% | 11.56% |
UCBJY UCB SA ADR | -5.58% | -3.52% | -3.48% | 34.54% | 14.52% | 11.20% |
UI Ubiquiti Inc. | 19.68% | 15.69% | 12.97% | 178.85% | 18.21% | 29.59% |
WLFC Willis Lease Finance Corporation | -34.99% | -13.97% | -36.27% | 109.70% | 40.57% | 22.06% |
WMT Walmart Inc. | 11.00% | 1.28% | 8.49% | 53.28% | 21.36% | 17.39% |
ZIVO ZIVO Bioscience, Inc. | -18.56% | 26.98% | -16.62% | 119.97% | 92.85% | 32.13% |
*Annualized
Monthly Returns
The table below presents the monthly returns of Magnum Experiment 98F, 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 | 8.00% | -5.09% | -6.93% | 2.88% | 2.94% | 1.21% | 2.25% | ||||||
| 2024 | 19.99% | 12.70% | 4.92% | 3.33% | 12.20% | 2.42% | 9.00% | 11.64% | 11.19% | 9.86% | 16.39% | 1.71% | 196.47% |
| 2023 | 7.25% | 0.42% | 0.26% | -0.68% | -1.73% | 5.81% | 2.82% | 5.83% | -4.07% | -3.47% | 2.63% | 5.87% | 22.08% |
| 2022 | -3.04% | 4.21% | 8.32% | -5.25% | -7.29% | -5.82% | 5.03% | -1.45% | -5.22% | 9.46% | 6.80% | -0.47% | 3.36% |
| 2021 | -0.84% | 0.85% | 3.86% | 0.20% | 109.16% | 7.73% | -2.24% | 3.83% | -1.48% | 3.52% | -4.72% | 2.54% | 137.22% |
| 2020 | -2.50% | -7.55% | -13.83% | 21.01% | 13.97% | 8.45% | 2.74% | 1.65% | -6.79% | -2.10% | 18.70% | 0.87% | 32.56% |
| 2019 | 8.35% | -0.76% | 0.76% | -2.61% | -3.78% | 8.06% | -2.31% | -3.17% | 5.95% | 1.46% | 5.92% | 3.89% | 22.78% |
| 2018 | 5.04% | -7.06% | 0.10% | 2.10% | -1.20% | 4.58% | 5.23% | 6.40% | 0.46% | -1.94% | 0.21% | -6.49% | 6.54% |
| 2017 | 1.13% | -0.91% | 2.98% | 0.54% | -3.50% | 0.26% | 2.61% | -2.74% | 5.01% | 3.72% | 5.41% | 2.39% | 17.74% |
| 2016 | -4.76% | 13.00% | 0.70% | 5.63% | 3.22% | -0.89% | 1.90% | 3.81% | -1.60% | -1.52% | 4.31% | -0.49% | 24.59% |
| 2015 | -4.28% | 5.17% | -2.74% | 0.24% | 1.34% | -5.35% | 1.57% | -2.91% | -4.93% | 6.39% | -2.76% | -1.55% | -10.12% |
| 2014 | 3.58% | -1.55% | 1.98% |
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more
Expense Ratio
Magnum Experiment 98F 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 98, Magnum Experiment 98F is among the top 2% 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 | |
|---|---|---|---|---|---|
AGX Argan, Inc. | 3.01 | 3.47 | 1.48 | 4.78 | 13.43 |
ASCCY Asics Corp ADR | 1.56 | 2.05 | 1.28 | 2.63 | 7.03 |
BSX Boston Scientific Corporation | 1.70 | 2.14 | 1.34 | 2.40 | 9.59 |
BYRN Byrna Technologies Inc. | 1.67 | 2.55 | 1.29 | 2.07 | 6.65 |
CALM Cal-Maine Foods, Inc. | 1.95 | 2.44 | 1.37 | 2.36 | 6.31 |
EAT Brinker International, Inc. | 2.73 | 2.96 | 1.40 | 4.55 | 11.09 |
ELMD Electromed, Inc. | 0.81 | 1.33 | 1.17 | 0.81 | 1.93 |
FNMAS Federal National Mortgage Association | 2.14 | 4.31 | 1.55 | 2.38 | 11.62 |
GGAL Grupo Financiero Galicia S.A. | 1.26 | 2.25 | 1.27 | 1.53 | 6.30 |
HACBY Hachijuni Bank Ltd ADR | 0.09 | 3.50 | 2.28 | 0.39 | 0.66 |
LFVN LifeVantage Corporation | 0.78 | 1.53 | 1.19 | 0.92 | 2.26 |
SFM Sprouts Farmers Market, Inc. | 3.34 | 3.66 | 1.56 | 5.16 | 15.01 |
TRGP Targa Resources Corp. | 1.19 | 1.55 | 1.23 | 1.55 | 3.74 |
UCBJY UCB SA ADR | 1.03 | 1.42 | 1.21 | 1.09 | 4.01 |
UI Ubiquiti Inc. | 3.23 | 3.61 | 1.51 | 2.82 | 12.84 |
WLFC Willis Lease Finance Corporation | 1.69 | 2.31 | 1.33 | 2.58 | 5.70 |
WMT Walmart Inc. | 2.21 | 2.89 | 1.40 | 2.34 | 7.53 |
ZIVO ZIVO Bioscience, Inc. | 0.93 | 2.00 | 1.32 | 1.50 | 8.19 |
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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 98F provided a 1.41% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.41% | 1.01% | 2.53% | 1.68% | 0.90% | 1.55% | 2.62% | 2.71% | 2.21% | 2.38% | 3.12% | 1.60% |
| Portfolio components: | ||||||||||||
AGX Argan, Inc. | 0.68% | 0.93% | 2.24% | 2.71% | 1.94% | 2.81% | 2.49% | 1.98% | 2.22% | 1.42% | 2.16% | 2.08% |
ASCCY Asics Corp ADR | 0.00% | 0.00% | 1.38% | 1.33% | 0.93% | 4.56% | 6.67% | 6.76% | 5.79% | 4.18% | 3.94% | 3.01% |
BSX Boston Scientific 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% |
BYRN Byrna Technologies 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% |
CALM Cal-Maine Foods, Inc. | 6.95% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% | 2.26% |
EAT Brinker International, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.67% | 3.62% | 3.46% | 3.71% | 2.67% | 2.50% | 1.77% |
ELMD Electromed, 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% |
FNMAS Federal National Mortgage Association | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GGAL Grupo Financiero Galicia S.A. | 4.68% | 3.81% | 6.49% | 4.62% | 0.67% | 0.94% | 1.93% | 1.31% | 0.18% | 0.30% | 0.32% | 0.23% |
HACBY Hachijuni Bank Ltd ADR | 5.12% | 2.91% | 12.82% | 10.71% | 12.03% | 3.99% | 14.72% | 2.84% | 8.42% | 14.55% | 10.48% | 8.32% |
LFVN LifeVantage Corporation | 1.33% | 0.88% | 8.92% | 2.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SFM Sprouts Farmers Market, 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% |
TRGP Targa Resources Corp. | 2.00% | 1.54% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% | 2.52% |
UCBJY UCB SA ADR | 0.85% | 0.73% | 2.35% | 1.79% | 1.35% | 1.30% | 1.69% | 1.78% | 1.55% | 1.93% | 1.26% | 1.88% |
UI Ubiquiti Inc. | 0.61% | 0.72% | 1.72% | 0.88% | 0.65% | 0.50% | 0.58% | 0.50% | 0.00% | 0.00% | 0.00% | 0.57% |
WLFC Willis Lease Finance Corporation | 1.30% | 1.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WMT Walmart Inc. | 0.89% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
ZIVO ZIVO Bioscience, 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% |
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 98F. 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 98F was 32.78%, occurring on Mar 23, 2020. Recovery took 39 trading sessions.
The current Magnum Experiment 98F drawdown is 8.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.78% | Feb 24, 2020 | 21 | Mar 23, 2020 | 39 | May 18, 2020 | 60 |
| -22.34% | Nov 28, 2014 | 288 | Jan 20, 2016 | 62 | Apr 19, 2016 | 350 |
| -21.68% | Feb 6, 2025 | 43 | Apr 8, 2025 | — | — | — |
| -20.18% | Apr 8, 2022 | 117 | Sep 26, 2022 | 87 | Jan 31, 2023 | 204 |
| -14.39% | Nov 9, 2018 | 30 | Dec 24, 2018 | 33 | Feb 12, 2019 | 63 |
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 18 assets, with an effective number of assets of 9.68, 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.
| ^GSPC | ZIVO | HACBY | BYRN | ASCCY | FNMAS | ELMD | UCBJY | LFVN | CALM | SFM | GGAL | WMT | WLFC | EAT | AGX | UI | TRGP | BSX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.05 | 0.03 | 0.13 | 0.12 | 0.14 | 0.17 | 0.19 | 0.22 | 0.26 | 0.27 | 0.35 | 0.41 | 0.31 | 0.39 | 0.41 | 0.50 | 0.45 | 0.58 | 0.58 |
| ZIVO | 0.05 | 1.00 | -0.00 | 0.01 | 0.01 | 0.01 | -0.01 | 0.04 | -0.01 | 0.02 | 0.03 | 0.02 | 0.01 | 0.01 | 0.04 | 0.01 | 0.03 | 0.00 | 0.02 | 0.28 |
| HACBY | 0.03 | -0.00 | 1.00 | -0.01 | 0.19 | 0.05 | -0.00 | 0.05 | 0.01 | 0.01 | 0.01 | 0.02 | -0.00 | 0.05 | 0.02 | 0.02 | 0.01 | 0.04 | 0.02 | 0.09 |
| BYRN | 0.13 | 0.01 | -0.01 | 1.00 | 0.04 | 0.06 | 0.05 | 0.06 | 0.08 | 0.05 | 0.06 | 0.06 | 0.06 | 0.09 | 0.06 | 0.09 | 0.11 | 0.09 | 0.07 | 0.18 |
| ASCCY | 0.12 | 0.01 | 0.19 | 0.04 | 1.00 | 0.04 | 0.03 | 0.09 | 0.05 | 0.02 | 0.02 | 0.04 | 0.04 | 0.06 | 0.10 | 0.08 | 0.05 | 0.11 | 0.07 | 0.24 |
| FNMAS | 0.14 | 0.01 | 0.05 | 0.06 | 0.04 | 1.00 | 0.06 | 0.03 | 0.09 | 0.05 | 0.02 | 0.12 | 0.07 | 0.07 | 0.10 | 0.09 | 0.10 | 0.13 | 0.10 | 0.16 |
| ELMD | 0.17 | -0.01 | -0.00 | 0.05 | 0.03 | 0.06 | 1.00 | 0.11 | 0.09 | 0.09 | 0.08 | 0.11 | 0.05 | 0.11 | 0.09 | 0.11 | 0.16 | 0.14 | 0.13 | 0.28 |
| UCBJY | 0.19 | 0.04 | 0.05 | 0.06 | 0.09 | 0.03 | 0.11 | 1.00 | 0.08 | 0.05 | 0.04 | 0.10 | 0.08 | 0.08 | 0.05 | 0.07 | 0.12 | 0.11 | 0.18 | 0.38 |
| LFVN | 0.22 | -0.01 | 0.01 | 0.08 | 0.05 | 0.09 | 0.09 | 0.08 | 1.00 | 0.12 | 0.10 | 0.10 | 0.11 | 0.16 | 0.14 | 0.15 | 0.17 | 0.13 | 0.17 | 0.39 |
| CALM | 0.26 | 0.02 | 0.01 | 0.05 | 0.02 | 0.05 | 0.09 | 0.05 | 0.12 | 1.00 | 0.20 | 0.10 | 0.20 | 0.12 | 0.16 | 0.19 | 0.12 | 0.18 | 0.15 | 0.34 |
| SFM | 0.27 | 0.03 | 0.01 | 0.06 | 0.02 | 0.02 | 0.08 | 0.04 | 0.10 | 0.20 | 1.00 | 0.12 | 0.30 | 0.13 | 0.20 | 0.21 | 0.21 | 0.18 | 0.19 | 0.39 |
| GGAL | 0.35 | 0.02 | 0.02 | 0.06 | 0.04 | 0.12 | 0.11 | 0.10 | 0.10 | 0.10 | 0.12 | 1.00 | 0.11 | 0.19 | 0.19 | 0.20 | 0.19 | 0.25 | 0.23 | 0.40 |
| WMT | 0.41 | 0.01 | -0.00 | 0.06 | 0.04 | 0.07 | 0.05 | 0.08 | 0.11 | 0.20 | 0.30 | 0.11 | 1.00 | 0.11 | 0.16 | 0.18 | 0.20 | 0.15 | 0.26 | 0.43 |
| WLFC | 0.31 | 0.01 | 0.05 | 0.09 | 0.06 | 0.07 | 0.11 | 0.08 | 0.16 | 0.12 | 0.13 | 0.19 | 0.11 | 1.00 | 0.21 | 0.23 | 0.21 | 0.24 | 0.21 | 0.37 |
| EAT | 0.39 | 0.04 | 0.02 | 0.06 | 0.10 | 0.10 | 0.09 | 0.05 | 0.14 | 0.16 | 0.20 | 0.19 | 0.16 | 0.21 | 1.00 | 0.26 | 0.27 | 0.27 | 0.26 | 0.39 |
| AGX | 0.41 | 0.01 | 0.02 | 0.09 | 0.08 | 0.09 | 0.11 | 0.07 | 0.15 | 0.19 | 0.21 | 0.20 | 0.18 | 0.23 | 0.26 | 1.00 | 0.25 | 0.30 | 0.25 | 0.42 |
| UI | 0.50 | 0.03 | 0.01 | 0.11 | 0.05 | 0.10 | 0.16 | 0.12 | 0.17 | 0.12 | 0.21 | 0.19 | 0.20 | 0.21 | 0.27 | 0.25 | 1.00 | 0.22 | 0.32 | 0.38 |
| TRGP | 0.45 | 0.00 | 0.04 | 0.09 | 0.11 | 0.13 | 0.14 | 0.11 | 0.13 | 0.18 | 0.18 | 0.25 | 0.15 | 0.24 | 0.27 | 0.30 | 0.22 | 1.00 | 0.27 | 0.57 |
| BSX | 0.58 | 0.02 | 0.02 | 0.07 | 0.07 | 0.10 | 0.13 | 0.18 | 0.17 | 0.15 | 0.19 | 0.23 | 0.26 | 0.21 | 0.26 | 0.25 | 0.32 | 0.27 | 1.00 | 0.39 |
| Portfolio | 0.58 | 0.28 | 0.09 | 0.18 | 0.24 | 0.16 | 0.28 | 0.38 | 0.39 | 0.34 | 0.39 | 0.40 | 0.43 | 0.37 | 0.39 | 0.42 | 0.38 | 0.57 | 0.39 | 1.00 |
The correlation results are calculated based on daily price changes starting from Nov 13, 2014
Go to the full Correlations tool for more customization options