Magnum Experiment 33
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 33, 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.
The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Magnum Experiment 33 | 2.39% | 0.25% | 1.36% | 7.07% | N/A | N/A |
| Portfolio components: | ||||||
AGG iShares Core U.S. Aggregate Bond ETF | 1.98% | -0.61% | 0.25% | 6.67% | -0.93% | 1.34% |
MUB iShares National AMT-Free Muni Bond ETF | -2.01% | -1.96% | -2.51% | 0.38% | 0.56% | 1.78% |
BSV Vanguard Short-Term Bond ETF | 2.21% | 0.59% | 2.13% | 6.89% | 1.08% | 1.72% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 1.05% | -1.75% | -1.49% | 6.34% | -0.62% | 2.08% |
IUSB iShares Core Total USD Bond Market ETF | 1.79% | -0.67% | 0.31% | 6.84% | -0.31% | 1.60% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.20% | 0.60% | 1.65% | 7.53% | -0.96% | 1.19% |
GOVT iShares U.S. Treasury Bond ETF | 0.13% | -0.15% | 0.73% | 6.34% | -2.10% | 0.72% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.27% | 0.36% | 2.21% | 4.93% | N/A | N/A |
USHY iShares Broad USD High Yield Corporate Bond ETF | 0.15% | -1.68% | 0.26% | 8.65% | 5.59% | N/A |
Monthly Returns
The table below presents the monthly returns of Magnum Experiment 33, 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 | 0.31% | 1.78% | 0.38% | -0.08% | 2.39% | ||||||||
| 2024 | 0.15% | -1.28% | 0.59% | -1.84% | 1.36% | 0.89% | 2.15% | 1.23% | 1.11% | -2.10% | 0.76% | -0.82% | 2.11% |
| 2023 | 2.35% | -2.18% | 2.68% | 0.58% | -0.94% | -0.82% | 0.01% | -0.21% | -1.64% | -0.83% | 3.14% | 2.68% | 4.74% |
| 2022 | -1.65% | -0.66% | -2.82% | -2.48% | 0.64% | -0.93% | 1.82% | -2.52% | -3.15% | -0.78% | 2.56% | -0.59% | -10.22% |
| 2021 | -0.43% | -1.23% | -0.97% | 0.59% | 0.25% | 0.31% | 0.98% | -0.20% | -0.82% | -0.45% | 0.31% | -0.28% | -1.95% |
| 2020 | 0.17% | 0.28% | 0.72% | -0.49% | 0.07% | -0.55% | 0.46% | -0.07% | 0.59% |
Expense Ratio
Magnum Experiment 33 has an expense ratio of 0.05%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 87, Magnum Experiment 33 is among the top 13% 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.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 1.29 | 1.88 | 1.22 | 0.52 | 3.31 |
MUB iShares National AMT-Free Muni Bond ETF | 0.12 | 0.18 | 1.03 | 0.12 | 0.42 |
BSV Vanguard Short-Term Bond ETF | 3.08 | 5.02 | 1.63 | 2.42 | 11.48 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 0.91 | 1.31 | 1.16 | 0.43 | 2.56 |
IUSB iShares Core Total USD Bond Market ETF | 1.41 | 2.07 | 1.25 | 0.61 | 3.84 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.69 | 2.59 | 1.31 | 0.62 | 4.02 |
GOVT iShares U.S. Treasury Bond ETF | 1.10 | 1.63 | 1.21 | 0.39 | 2.97 |
SGOV iShares 0-3 Month Treasury Bond ETF | 21.61 | 490.28 | 491.28 | 502.33 | 7,974.31 |
USHY iShares Broad USD High Yield Corporate Bond ETF | 1.62 | 2.36 | 1.35 | 1.92 | 10.51 |
Dividends
Dividend yield
Magnum Experiment 33 provided a 3.65% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.65% | 3.58% | 2.76% | 1.84% | 1.56% | 2.02% | 2.33% | 2.23% | 1.80% | 1.77% | 1.75% | 1.66% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.79% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
MUB iShares National AMT-Free Muni Bond ETF | 3.13% | 3.01% | 2.65% | 2.11% | 1.81% | 2.11% | 2.42% | 2.46% | 2.26% | 2.21% | 2.51% | 2.73% |
BSV Vanguard Short-Term Bond ETF | 3.51% | 3.38% | 2.46% | 1.50% | 1.36% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.48% | 4.45% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% | 3.39% |
IUSB iShares Core Total USD Bond Market ETF | 4.10% | 4.04% | 3.46% | 2.53% | 1.74% | 2.45% | 3.04% | 2.98% | 2.56% | 2.60% | 1.95% | 1.39% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.71% | 3.67% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% |
GOVT iShares U.S. Treasury Bond ETF | 3.32% | 3.14% | 2.65% | 1.77% | 0.96% | 1.28% | 1.98% | 1.97% | 1.57% | 1.40% | 1.25% | 1.17% |
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% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 6.92% | 6.89% | 6.63% | 6.08% | 5.07% | 5.30% | 5.92% | 6.30% | 0.73% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Magnum Experiment 33. 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 33 was 15.19%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current Magnum Experiment 33 drawdown is 4.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.19% | Aug 5, 2020 | 558 | Oct 20, 2022 | — | — | — |
| -0.67% | Jun 1, 2020 | 5 | Jun 5, 2020 | 6 | Jun 15, 2020 | 11 |
| -0.12% | Jun 16, 2020 | 1 | Jun 16, 2020 | 6 | Jun 24, 2020 | 7 |
| -0.12% | Jul 6, 2020 | 1 | Jul 6, 2020 | 1 | Jul 7, 2020 | 2 |
| -0.09% | Jul 24, 2020 | 2 | Jul 27, 2020 | 1 | Jul 28, 2020 | 3 |
Volatility
Volatility Chart
The current Magnum Experiment 33 volatility is 1.58%, 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.
Diversification
Asset Correlations Table
| SGOV | USHY | MUB | BSV | GOVT | LQD | VGIT | IUSB | AGG | |
|---|---|---|---|---|---|---|---|---|---|
| SGOV | 1.00 | 0.00 | 0.05 | 0.09 | 0.05 | 0.03 | 0.04 | 0.04 | 0.04 |
| USHY | 0.00 | 1.00 | 0.42 | 0.43 | 0.34 | 0.60 | 0.37 | 0.52 | 0.48 |
| MUB | 0.05 | 0.42 | 1.00 | 0.68 | 0.73 | 0.72 | 0.73 | 0.76 | 0.76 |
| BSV | 0.09 | 0.43 | 0.68 | 1.00 | 0.83 | 0.76 | 0.92 | 0.85 | 0.86 |
| GOVT | 0.05 | 0.34 | 0.73 | 0.83 | 1.00 | 0.85 | 0.94 | 0.92 | 0.94 |
| LQD | 0.03 | 0.60 | 0.72 | 0.76 | 0.85 | 1.00 | 0.83 | 0.94 | 0.94 |
| VGIT | 0.04 | 0.37 | 0.73 | 0.92 | 0.94 | 0.83 | 1.00 | 0.92 | 0.95 |
| IUSB | 0.04 | 0.52 | 0.76 | 0.85 | 0.92 | 0.94 | 0.92 | 1.00 | 0.98 |
| AGG | 0.04 | 0.48 | 0.76 | 0.86 | 0.94 | 0.94 | 0.95 | 0.98 | 1.00 |