Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | Ultrashort Bond | 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.
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The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV
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 20 | — | — | — | — | — | — | — | — |
| Portfolio components: | ||||||||
SGOV iShares 0-3 Month Treasury Bond ETF | 0.04% | 0.30% | 0.99% | 1.86% | 4.04% | 4.80% | 3.43% | — |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2,852.29% | 93.31% | 50.68% | 79,322.04% | 6,829,994.75% | ||||||||
| 2025 | 1,193.35% | 85.76% | 46.30% | 218,904.00% | 97.26% | 47.11% | 225,528.22% | 101.73% | 42.36% | 219,211.20% | 81.42% | 9,070.47% | 52,810,522,777,009,806.00% |
| 2024 | 263,289.12% | 102.27% | 47.56% | 263,261.88% | 108.99% | 43.84% | 268,551.69% | 105.89% | 46.23% | 245,071.81% | 96.83% | 26,071.04% | 63,570,000,000,000,000,000.00% |
| 2023 | 191,731.58% | 114.00% | 9,691.57% | 3,371.85% | 120.46% | 61.37% | 243,467.55% | 121.36% | 48.23% | 264,371.48% | 103.85% | 49.16% | 319,093,360,202,957,050.00% |
| 2022 | 0.00% | 66.90% | 166.86% | 17,053.82% | 155.86% | 22,144.86% | 243.37% | 312.05% | 10,863.63% | 1,936.53% | 145.76% | 75.36% | 5,919,978,936,509.19% |
| 2021 | 2,999.55% | -0.62% | -17,486.62% | -161.76% | 59.48% | -35.59% | 1,142.14% | 82.10% | -8,776.43% | 39.58% | -41.51% | 956.99% | -5,754,015,752.43% |
Benchmark Metrics
Magnum Experiment 20 has an annualized alpha of 6800177072890297768988897351452605116857982176374647427726471618822873487880477730154621123820095245513654272.00%, beta of -35.63, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since May 29, 2020.
- Beta of -35.63 may look defensive, but with R² of 0.00 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.00 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 6,800,177,072,890,298,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
- Beta
- -35.63
- R²
- 0.00
- Upside Capture
- 58,381,646,367,649.15%
Expense Ratio
Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Magnum Experiment 20 ranks 100 for risk / return — in the top 100% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 | |
|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 100 | 20.58 | 285.86 | 202.33 | 412.76 | 4,634.34 |
USD=X USD Cash | — | — | — | — | — | — |
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Dividends
Dividend yield
Magnum Experiment 20 provided a 2,368,517.61% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
| Portfolio | 2,368,517.61% | 2,460,043.04% | 3,059,263.16% | 2,921,647.55% | 871,586.58% | 18,778.91% | 27,217.92% |
| Portfolio components: | |||||||
SGOV iShares 0-3 Month Treasury Bond ETF | 3.95% | 4.10% | 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% | 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 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 2,221,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%, occurring on Apr 10, 2026. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -2.221e+63% | Apr 6, 2022 | 1466 | Apr 10, 2026 | — | — | — |
| -7145.78% | Sep 30, 2021 | 2 | Oct 1, 2021 | 17 | Oct 18, 2021 | 19 |
| -4533.72% | Mar 3, 2021 | 29 | Mar 31, 2021 | 1 | Apr 1, 2021 | 30 |
| -2470.96% | Dec 17, 2020 | 21 | Jan 6, 2021 | 19 | Jan 25, 2021 | 40 |
| -2339.56% | Jun 30, 2020 | 2 | Jul 1, 2020 | 1 | Jul 2, 2020 | 3 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Asset Correlations Table
| Benchmark | USD=X | SGOV | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | -0.02 | 0.01 |
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 |
| SGOV | -0.02 | 0.00 | 1.00 | 0.82 |
| Portfolio | 0.01 | 0.00 | 0.82 | 1.00 |