Magnum Experiment 86

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	3.28%
AVGO Broadcom Inc.	Technology	0.92%
BAC Bank of America Corporation	Financial Services	1.86%
CAT Caterpillar Inc.	Industrials	1.86%
CSCO Cisco Systems, Inc.	Technology	2.98%
DPZ Domino's Pizza, Inc.	Consumer Cyclical	4.29%
EPD Enterprise Products Partners L.P.	Energy	5.30%
INTC Intel Corporation	Technology	0.97%
JEF Jefferies Financial Group Inc.	Financial Services	1.65%
JNJ Johnson & Johnson	Healthcare	7.68%
JPM JPMorgan Chase & Co.	Financial Services	2.12%
KO The Coca-Cola Company	Consumer Defensive	7%
LOW Lowe's Companies, Inc.	Consumer Cyclical	2.48%
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne	Consumer Cyclical	3.48%
MMM 3M Company	Industrials	3.17%
MO Altria Group, Inc.	Consumer Defensive	5.31%
MSFT Microsoft Corporation	Technology	3.62%
O Realty Income Corporation	Real Estate	3.26%
SBUX Starbucks Corporation	Consumer Cyclical	2.52%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	14.80%
TGT Target Corporation	Consumer Defensive	2.96%
TROW T. Rowe Price Group, Inc.	Financial Services	1.78%
TXN Texas Instruments Incorporated	Technology	1.95%
UNH UnitedHealth Group Incorporated	Healthcare	2.87%
V Visa Inc.	Financial Services	3.12%
VICI VICI Properties Inc.	Real Estate	3%
WM Waste Management, Inc.	Industrials	5.79%

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 86, 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 Oct 17, 2017, corresponding to the inception date of VICI

Returns By Period

	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 86	-0.69%	2.09%	6.59%	11.57%	23.37%	14.48%	10.36%	—
Portfolio components:
AAPL Apple Inc	-0.00%	1.85%	-4.10%	6.40%	32.03%	18.01%	14.99%	26.40%
AVGO Broadcom Inc.	4.69%	10.82%	7.58%	14.91%	105.87%	83.91%	53.30%	40.88%
BAC Bank of America Corporation	-0.32%	11.48%	-3.93%	9.17%	49.43%	25.53%	8.21%	17.32%
CAT Caterpillar Inc.	0.46%	12.84%	38.34%	61.77%	173.14%	55.54%	30.31%	29.38%
CSCO Cisco Systems, Inc.	-1.14%	6.34%	7.89%	22.33%	46.72%	20.85%	12.74%	14.94%
DPZ Domino's Pizza, Inc.	-1.97%	-7.12%	-11.76%	-9.13%	-19.48%	4.78%	0.02%	11.60%
EPD Enterprise Products Partners L.P.	-0.45%	2.08%	18.41%	25.46%	35.01%	20.12%	18.63%	11.74%
INTC Intel Corporation	1.07%	37.86%	69.05%	71.51%	216.01%	25.48%	0.09%	9.40%
JEF Jefferies Financial Group Inc.	1.44%	27.04%	-25.60%	-8.75%	10.16%	16.65%	12.23%	15.98%
JNJ Johnson & Johnson	-1.18%	-1.48%	15.84%	26.49%	61.54%	16.65%	11.23%	11.10%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 18, 2017, Magnum Experiment 86's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, an investment would double in approximately 4.9 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +11.6%, while the worst month was Mar 2020 at -12.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Magnum Experiment 86 closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -11.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.35%	4.52%	-4.18%	2.98%									6.59%
2025	4.37%	3.11%	-2.79%	-4.52%	2.28%	2.22%	0.60%	4.86%	0.67%	-0.66%	3.67%	-0.32%	13.86%
2024	-0.10%	3.28%	4.26%	-3.38%	2.19%	1.13%	3.81%	4.19%	0.79%	-1.44%	5.26%	-5.57%	14.72%
2023	3.47%	-3.17%	2.41%	1.70%	-4.21%	5.79%	3.39%	-2.70%	-4.47%	-2.60%	7.76%	4.53%	11.50%
2022	-3.36%	-3.02%	3.11%	-3.26%	0.15%	-6.92%	7.33%	-3.40%	-8.04%	9.29%	6.61%	-4.34%	-7.40%
2021	-1.35%	3.73%	7.80%	4.13%	2.46%	0.60%	2.71%	1.44%	-5.19%	5.67%	-2.23%	7.01%	29.31%

Benchmark Metrics

Magnum Experiment 86 has an annualized alpha of 3.76%, beta of 0.81, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since October 18, 2017.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.87%) than losses (86.11%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.76% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 3.76%

Beta: 0.81

R²: 0.86

Upside Capture: 93.87%

Downside Capture: 86.11%

Expense Ratio

Magnum Experiment 86 has an expense ratio of 0.01%, 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.

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

Risk / Return Rank

Magnum Experiment 86 ranks 61 for risk / return — better than 61% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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	2.52	2.23	+0.28
Sortino ratio Return per unit of downside risk	3.73	3.12	+0.61
Omega ratio Gain probability vs. loss probability	1.46	1.42	+0.04
Calmar ratio Return relative to maximum drawdown	5.07	4.05	+1.03
Martin ratio Return relative to average drawdown	19.71	17.91	+1.80
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
AAPL Apple Inc	75	1.57	2.32	1.30	3.75	9.07
AVGO Broadcom Inc.	86	2.76	3.36	1.43	4.89	11.77
BAC Bank of America Corporation	80	2.29	2.92	1.39	2.98	8.73
CAT Caterpillar Inc.	98	5.66	6.20	1.81	13.88	47.70
CSCO Cisco Systems, Inc.	80	1.94	2.34	1.36	4.28	11.98
DPZ Domino's Pizza, Inc.	12	-0.74	-0.98	0.89	-0.47	-0.96
EPD Enterprise Products Partners L.P.	87	2.37	3.37	1.42	6.18	15.24
INTC Intel Corporation	92	3.41	3.68	1.46	10.10	23.99
JEF Jefferies Financial Group Inc.	38	0.26	0.61	1.08	0.31	0.79
JNJ Johnson & Johnson	96	3.93	5.53	1.71	8.78	30.38

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

1-Year: 2.52
5-Year: 0.78
All Time: 0.84

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 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 86 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 86 provided a 2.93% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.93%	3.12%	3.55%	3.31%	3.20%	2.72%	3.05%	2.85%	3.04%	2.47%	2.68%	3.10%
Portfolio components:
AAPL Apple Inc	0.40%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
AVGO Broadcom Inc.	0.67%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
BAC Bank of America Corporation	2.09%	1.96%	2.28%	2.73%	2.60%	1.75%	2.38%	1.87%	2.19%	1.32%	1.13%	1.19%
CAT Caterpillar Inc.	0.75%	1.02%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%
CSCO Cisco Systems, Inc.	2.01%	2.12%	2.69%	3.07%	3.17%	2.32%	3.20%	2.88%	2.95%	2.95%	3.28%	3.02%
DPZ Domino's Pizza, Inc.	1.97%	1.67%	1.44%	1.17%	1.27%	0.67%	0.81%	0.89%	0.89%	0.97%	0.95%	1.11%
EPD Enterprise Products Partners L.P.	5.82%	6.74%	6.63%	7.51%	7.79%	8.20%	9.09%	6.23%	6.97%	6.29%	5.88%	5.90%
INTC Intel Corporation	0.00%	0.00%	1.87%	1.47%	5.52%	2.70%	2.65%	2.11%	2.56%	2.33%	2.87%	2.79%
JEF Jefferies Financial Group Inc.	3.50%	2.58%	1.66%	2.97%	3.50%	2.32%	2.44%	8.07%	2.59%	1.23%	1.08%	1.44%
JNJ Johnson & Johnson	2.18%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%

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 86. 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 86 was 33.04%, occurring on Mar 23, 2020. Recovery took 110 trading sessions.

The current Magnum Experiment 86 drawdown is 1.33%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.04%	Feb 21, 2020	22	Mar 23, 2020	110	Aug 27, 2020	132
-17.68%	Jan 5, 2022	186	Sep 30, 2022	200	Jul 20, 2023	386
-15.76%	Sep 24, 2018	64	Dec 24, 2018	56	Mar 18, 2019	120
-13.54%	Mar 3, 2025	27	Apr 8, 2025	86	Aug 12, 2025	113
-11.46%	Jul 26, 2023	67	Oct 27, 2023	33	Dec 14, 2023	100

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 27 assets, with an effective number of assets of 17.49, 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	DPZ	MO	UNH	JNJ	EPD	O	KO	WM	VICI	TGT	AVGO	LVMUY	INTC	MSFT	AAPL	SBUX	LOW	JEF	CAT	BAC	MMM	V	CSCO	JPM	TXN	TROW	SCHD	Portfolio
Benchmark	1.00	0.34	0.27	0.39	0.33	0.40	0.35	0.37	0.42	0.43	0.45	0.67	0.55	0.60	0.75	0.70	0.56	0.58	0.62	0.62	0.59	0.56	0.66	0.67	0.62	0.70	0.73	0.77	0.86
DPZ	0.34	1.00	0.10	0.17	0.15	0.10	0.16	0.17	0.21	0.20	0.27	0.21	0.22	0.23	0.28	0.27	0.29	0.32	0.20	0.20	0.16	0.21	0.26	0.25	0.15	0.26	0.28	0.29	0.40
MO	0.27	0.10	1.00	0.24	0.36	0.25	0.34	0.45	0.33	0.31	0.23	0.10	0.18	0.12	0.11	0.15	0.25	0.28	0.25	0.27	0.28	0.32	0.21	0.25	0.29	0.16	0.25	0.48	0.48
UNH	0.39	0.17	0.24	1.00	0.36	0.19	0.23	0.30	0.36	0.22	0.24	0.18	0.22	0.23	0.27	0.25	0.28	0.30	0.25	0.27	0.28	0.29	0.34	0.31	0.30	0.27	0.29	0.43	0.47
JNJ	0.33	0.15	0.36	0.36	1.00	0.16	0.33	0.47	0.40	0.24	0.24	0.10	0.21	0.20	0.20	0.21	0.28	0.29	0.18	0.24	0.22	0.35	0.32	0.33	0.25	0.24	0.29	0.48	0.51
EPD	0.40	0.10	0.25	0.19	0.16	1.00	0.24	0.18	0.25	0.30	0.25	0.23	0.25	0.27	0.19	0.25	0.26	0.27	0.36	0.41	0.40	0.30	0.28	0.33	0.39	0.29	0.35	0.48	0.49
O	0.35	0.16	0.34	0.23	0.33	0.24	1.00	0.47	0.41	0.58	0.25	0.15	0.22	0.17	0.20	0.21	0.34	0.31	0.25	0.22	0.23	0.30	0.32	0.24	0.23	0.26	0.31	0.46	0.50
KO	0.37	0.17	0.45	0.30	0.47	0.18	0.47	1.00	0.51	0.35	0.25	0.13	0.27	0.18	0.23	0.24	0.38	0.31	0.23	0.24	0.25	0.35	0.37	0.32	0.28	0.24	0.29	0.54	0.57
WM	0.42	0.21	0.33	0.36	0.40	0.25	0.41	0.51	1.00	0.33	0.28	0.17	0.24	0.18	0.29	0.25	0.35	0.35	0.25	0.26	0.26	0.32	0.39	0.36	0.29	0.28	0.33	0.50	0.56
VICI	0.43	0.20	0.31	0.22	0.24	0.30	0.58	0.35	0.33	1.00	0.28	0.23	0.31	0.23	0.24	0.26	0.35	0.38	0.37	0.31	0.34	0.32	0.35	0.29	0.34	0.31	0.39	0.50	0.55
TGT	0.45	0.27	0.23	0.24	0.24	0.25	0.25	0.25	0.28	0.28	1.00	0.25	0.31	0.31	0.27	0.30	0.36	0.49	0.37	0.34	0.38	0.39	0.29	0.35	0.35	0.37	0.43	0.53	0.56
AVGO	0.67	0.21	0.10	0.18	0.10	0.23	0.15	0.13	0.17	0.23	0.25	1.00	0.38	0.53	0.57	0.51	0.35	0.35	0.40	0.42	0.33	0.34	0.39	0.48	0.37	0.61	0.45	0.44	0.50
LVMUY	0.55	0.22	0.18	0.22	0.21	0.25	0.22	0.27	0.24	0.31	0.31	0.38	1.00	0.37	0.42	0.42	0.43	0.40	0.37	0.41	0.36	0.38	0.44	0.35	0.37	0.44	0.45	0.48	0.57
INTC	0.60	0.23	0.12	0.23	0.20	0.27	0.17	0.18	0.18	0.23	0.31	0.53	0.37	1.00	0.46	0.46	0.33	0.36	0.39	0.41	0.37	0.39	0.38	0.47	0.38	0.63	0.47	0.52	0.54
MSFT	0.75	0.28	0.11	0.27	0.20	0.19	0.20	0.23	0.29	0.24	0.27	0.57	0.42	0.46	1.00	0.63	0.39	0.38	0.34	0.31	0.30	0.33	0.55	0.52	0.33	0.52	0.50	0.44	0.56
AAPL	0.70	0.27	0.15	0.25	0.21	0.25	0.21	0.24	0.25	0.26	0.30	0.51	0.42	0.46	0.63	1.00	0.41	0.39	0.35	0.34	0.32	0.35	0.48	0.49	0.34	0.54	0.47	0.47	0.57
SBUX	0.56	0.29	0.25	0.28	0.28	0.26	0.34	0.38	0.35	0.35	0.36	0.35	0.43	0.33	0.39	0.41	1.00	0.42	0.38	0.35	0.37	0.38	0.46	0.42	0.39	0.42	0.43	0.52	0.62
LOW	0.58	0.32	0.28	0.30	0.29	0.27	0.31	0.31	0.35	0.38	0.49	0.35	0.40	0.36	0.38	0.39	0.42	1.00	0.44	0.43	0.39	0.47	0.42	0.42	0.38	0.45	0.52	0.61	0.65
JEF	0.62	0.20	0.25	0.25	0.18	0.36	0.25	0.23	0.25	0.37	0.37	0.40	0.37	0.39	0.34	0.35	0.38	0.44	1.00	0.55	0.68	0.49	0.40	0.42	0.66	0.45	0.61	0.64	0.63
CAT	0.62	0.20	0.27	0.27	0.24	0.41	0.22	0.24	0.26	0.31	0.34	0.42	0.41	0.41	0.31	0.34	0.35	0.43	0.55	1.00	0.57	0.57	0.41	0.45	0.59	0.49	0.55	0.67	0.64
BAC	0.59	0.16	0.28	0.28	0.22	0.40	0.23	0.25	0.26	0.34	0.38	0.33	0.36	0.37	0.30	0.32	0.37	0.39	0.68	0.57	1.00	0.50	0.43	0.44	0.85	0.42	0.59	0.66	0.63
MMM	0.56	0.21	0.32	0.29	0.35	0.30	0.30	0.35	0.32	0.32	0.39	0.34	0.38	0.39	0.33	0.35	0.38	0.47	0.49	0.57	0.50	1.00	0.41	0.46	0.51	0.45	0.53	0.68	0.67
V	0.66	0.26	0.21	0.34	0.32	0.28	0.32	0.37	0.39	0.35	0.29	0.39	0.44	0.38	0.55	0.48	0.46	0.42	0.40	0.41	0.43	0.41	1.00	0.49	0.46	0.48	0.50	0.56	0.65
CSCO	0.67	0.25	0.25	0.31	0.33	0.33	0.24	0.32	0.36	0.29	0.35	0.48	0.35	0.47	0.52	0.49	0.42	0.42	0.42	0.45	0.44	0.46	0.49	1.00	0.45	0.52	0.51	0.62	0.66
JPM	0.62	0.15	0.29	0.30	0.25	0.39	0.23	0.28	0.29	0.34	0.35	0.37	0.37	0.38	0.33	0.34	0.39	0.38	0.66	0.59	0.85	0.51	0.46	0.45	1.00	0.42	0.58	0.67	0.65
TXN	0.70	0.26	0.16	0.27	0.24	0.29	0.26	0.24	0.28	0.31	0.37	0.61	0.44	0.63	0.52	0.54	0.42	0.45	0.45	0.49	0.42	0.45	0.48	0.52	0.42	1.00	0.56	0.62	0.65
TROW	0.73	0.28	0.25	0.29	0.29	0.35	0.31	0.29	0.33	0.39	0.43	0.45	0.45	0.47	0.50	0.47	0.43	0.52	0.61	0.55	0.59	0.53	0.50	0.51	0.58	0.56	1.00	0.70	0.72
SCHD	0.77	0.29	0.48	0.43	0.48	0.48	0.46	0.54	0.50	0.50	0.53	0.44	0.48	0.52	0.44	0.47	0.52	0.61	0.64	0.67	0.66	0.68	0.56	0.62	0.67	0.62	0.70	1.00	0.92
Portfolio	0.86	0.40	0.48	0.47	0.51	0.49	0.50	0.57	0.56	0.55	0.56	0.50	0.57	0.54	0.56	0.57	0.62	0.65	0.63	0.64	0.63	0.67	0.65	0.66	0.65	0.65	0.72	0.92	1.00

The correlation results are calculated based on daily price changes starting from Oct 18, 2017

Magnum Experiment 86

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