Magnum Experiment 20
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 60,000,000% |
USD=X USD Cash | -59,999,900% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 20, 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% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Magnum Experiment 20 | 11.45% | 3.23% | 21.93% | 62.78% | N/A | N/A |
| Portfolio components: | ||||||
SGOV iShares 0-3 Month Treasury Bond ETF | 1.27% | 0.38% | 2.25% | 4.96% | N/A | N/A |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of Magnum Experiment 20, 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 | 3.22% | 2.90% | 2.83% | 2.04% | 11.45% | ||||||||
| 2024 | 6.82% | 6.53% | 5.76% | 5.76% | 5.92% | 4.70% | 5.06% | 5.10% | 4.38% | 4.06% | 3.78% | 3.61% | 82.01% |
| 2023 | 19.42% | 18.55% | 18.47% | 12.49% | 13.77% | 13.60% | 10.35% | 11.39% | 9.00% | 8.50% | 8.14% | 7.26% | 311.13% |
| 2022 | 0.00% | 7.39% | 28.69% | 22.38% | 28.71% | 40.70% | 17.46% | 65.42% | 43.73% | 25.15% | 30.83% | 29.92% | 1,719.72% |
| 2021 | 9.86% | -0.20% | 0.00% | 28.81% | 5.08% | -4.68% | 2.69% | 2.31% | 3.47% | -2.48% | 3.58% | 17.02% | 81.75% |
| 2020 | 0.00% | 9,042.03% | 39.41% | 26.14% | 25.37% | 15.52% | 13.14% | 15.23% | 30,253.41% |
Expense Ratio
Magnum Experiment 20 has a high expense ratio of 18,000.00%, indicating above-average management fees. 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 100, Magnum Experiment 20 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.
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 | |
|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 20.40 | 470.26 | 471.26 | 481.34 | 7,641.04 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
Magnum Experiment 20 provided a 2,875,632.89% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|
| Portfolio | 2,875,632.89% | 3,059,258.37% | 2,921,641.57% | 871,557.82% | 18,799.30% | 27,187.92% |
| Portfolio components: | ||||||
SGOV iShares 0-3 Month Treasury Bond ETF | 4.79% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% |
USD=X USD Cash | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Magnum Experiment 20. 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 20 was 96.83%, occurring on Jun 5, 2020. Recovery took 3 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -96.83% | Jun 5, 2020 | 1 | Jun 5, 2020 | 3 | Jun 10, 2020 | 4 |
| -65.44% | Jun 22, 2020 | 5 | Jun 26, 2020 | 1 | Jun 29, 2020 | 6 |
| -62.87% | Aug 28, 2020 | 3 | Sep 1, 2020 | 24 | Oct 5, 2020 | 27 |
| -50.26% | Aug 20, 2020 | 5 | Aug 26, 2020 | 1 | Aug 27, 2020 | 6 |
| -35.8% | Jul 13, 2020 | 2 | Jul 14, 2020 | 18 | Aug 7, 2020 | 20 |
Volatility
Volatility Chart
The current Magnum Experiment 20 volatility is 0.51%, 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
| USD=X | SGOV | |
|---|---|---|
| USD=X | 0.00 | 0.00 |
| SGOV | 0.00 | 1.00 |