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Magnum Experiment 70
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Magnum Experiment 70

Last updated Jan 10, 2025

Asset Allocation

SSO 59.72%IWB 12.82%VV 12.78%SPXL 10.37%SPY 4.43%EquityEquity
PositionCategory/SectorTarget Weight
ARGT
Global X MSCI Argentina ETF		Latin America Equities
0.01%
EPS
WisdomTree U.S. LargeCap Fund		Large Cap Growth Equities
0.44%
FTC
First Trust Large Cap Growth AlphaDEX Fund		Large Cap Growth Equities
0.02%
FXO
First Trust Financials AlphaDEX Fund		Financials Equities
0.02%
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF		Financials Equities
0.02%
IAK
iShares U.S. Insurance ETF		Financials Equities
0.03%
IGM
iShares Expanded Tech Sector ETF		Technology Equities
0.03%
ILCG
iShares Morningstar Growth ETF		Large Cap Growth Equities
0.03%
IOO
iShares Global 100 ETF		Large Cap Growth Equities
0.04%
ITOT
iShares Core S&P Total U.S. Stock Market ETF		Large Cap Growth Equities
0.05%
IUSG
iShares Core S&P U.S. Growth ETF		Large Cap Growth Equities
0.04%
IVV
iShares Core S&P 500 ETF		Large Cap Growth Equities
0.01%
IVW
iShares S&P 500 Growth ETF		Large Cap Growth Equities
0.02%
IWB
iShares Russell 1000 ETF		Large Cap Growth Equities
12.82%
IWF
iShares Russell 1000 Growth ETF		Large Cap Growth Equities
0.02%
IWL
iShares Russell Top 200 ETF		Large Cap Growth Equities
0.03%
IWV
iShares Russell 3000 ETF		Large Cap Growth Equities
0.02%
IWY
iShares Russell Top 200 Growth ETF		Large Cap Growth Equities
0.02%
IYY
iShares Dow Jones U.S. ETF		Large Cap Growth Equities
0.02%
KCE
0.01%
MGC
0.03%
MGK
0.02%
MMTM
0.03%
OEF
0.06%
ONEQ
0.03%
PWB
0.02%
SCHB
0.01%
SCHG
0.02%
SCHX
0.01%
SPHQ
0.02%
SPLG
0.12%
SPTM
0.03%
SPUU
0%
SPXL
10.37%
SPY
4.43%
SPYG
0.02%
SSO
59.72%
UPRO
-1.67%
USD
0%
VONE
0.05%
VONG
0.02%
VOO
0.01%
VOOG
0.04%
VTHR
0.02%
VTI
0.03%
VUG
0.02%
VV
12.78%
XLG
0.03%
XMMO
0.03%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 70, 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.

-10.00%-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
8.78%
5.97%
Magnum Experiment 70
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 3, 2011, corresponding to the inception date of ARGT

Returns By Period

As of Jan 10, 2025, the Magnum Experiment 70 returned 0.99% Year-To-Date and 19.03% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.62%-1.93%5.98%23.72%12.67%11.33%
Magnum Experiment 700.99%-4.43%8.78%43.16%18.91%19.03%
Portfolio components:
ARGT
Global X MSCI Argentina ETF		6.30%6.12%51.61%80.66%28.50%18.57%
EPS
WisdomTree U.S. LargeCap Fund		0.77%-2.17%7.07%24.61%12.90%12.26%
FTC
First Trust Large Cap Growth AlphaDEX Fund		0.92%-3.24%12.25%28.67%14.08%12.36%
FXO
First Trust Financials AlphaDEX Fund		-0.04%-3.25%14.81%27.55%13.26%11.55%
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF		0.81%-2.74%20.33%39.34%17.87%15.42%
IAK
iShares U.S. Insurance ETF		-0.80%-2.35%10.05%25.29%14.19%12.24%
IGM
iShares Expanded Tech Sector ETF		1.18%-0.26%7.27%38.54%20.38%20.72%
ILCG
iShares Morningstar Growth ETF		1.10%-1.34%8.79%33.81%16.64%15.88%
IOO
iShares Global 100 ETF		0.70%-0.10%2.59%26.94%15.02%12.82%
ITOT
iShares Core S&P Total U.S. Stock Market ETF		0.68%-2.26%7.34%24.76%13.74%12.80%
IUSG
iShares Core S&P U.S. Growth ETF		0.96%-0.73%7.74%35.63%16.40%15.18%
IVV
iShares Core S&P 500 ETF		0.60%-1.92%6.64%25.37%14.42%13.32%
IVW
iShares S&P 500 Growth ETF		0.99%-0.47%8.02%36.59%16.63%15.32%
IWB
iShares Russell 1000 ETF		0.67%-2.12%7.23%25.00%14.06%12.99%
IWF
iShares Russell 1000 Growth ETF		0.70%-1.02%8.21%33.34%18.40%16.84%
IWL
iShares Russell Top 200 ETF		0.78%-1.46%6.94%27.42%15.47%14.13%
IWV
iShares Russell 3000 ETF		0.72%-2.30%7.25%24.49%13.63%12.63%
IWY
iShares Russell Top 200 Growth ETF		0.52%-0.64%7.54%34.65%19.91%18.11%
IYY
iShares Dow Jones U.S. ETF		0.64%-2.08%7.13%24.89%13.83%12.76%
KCE
0.05%-3.98%21.90%41.14%20.78%13.67%
MGC
0.59%-1.58%6.57%27.34%15.28%13.97%
MGK
0.64%-1.18%7.42%33.27%18.93%16.86%
MMTM
1.14%-1.09%6.54%30.78%15.06%13.37%
OEF
0.32%-1.23%7.45%30.20%16.27%14.40%
ONEQ
0.84%-0.98%6.67%30.88%17.46%16.56%
PWB
0.84%-2.91%7.83%30.78%14.73%14.14%
SCHB
0.66%-2.21%7.26%24.77%13.81%12.78%
SCHG
1.00%-0.87%8.95%35.56%19.41%16.99%
SCHX
0.78%-1.98%7.27%26.46%16.21%15.80%
SPHQ
0.31%-1.88%5.28%25.48%14.55%13.23%
SPLG
0.57%-1.88%6.63%25.35%14.44%13.31%
SPTM
0.57%-2.19%6.55%24.48%14.09%13.01%
SPUU
1.20%-4.23%9.14%45.37%20.46%20.37%
SPXL
1.35%-7.15%10.33%65.22%20.90%24.47%
SPY
0.58%-1.88%6.61%25.28%14.36%13.26%
SPYG
0.98%-0.47%8.18%36.80%16.80%15.44%
SSO
0.98%-4.49%8.91%44.52%19.93%20.28%
UPRO
1.35%-7.07%10.47%65.21%20.66%24.49%
USD
6.29%13.44%-7.23%149.99%55.27%45.77%
VONE
0.71%-2.03%7.39%25.26%14.18%13.05%
VONG
0.77%-1.02%8.32%33.60%18.53%16.96%
VOO
0.62%-1.89%6.68%25.42%14.43%13.34%
VOOG
1.06%-0.43%8.17%36.71%16.75%15.41%
VTHR
0.61%-2.40%7.15%24.37%13.72%12.68%
VTI
0.65%-2.26%7.19%24.60%13.77%12.76%
VUG
0.79%-1.36%8.07%33.37%17.98%16.06%
VV
0.83%-1.78%7.16%25.80%14.45%13.30%
XLG
0.60%-0.73%7.35%32.92%17.58%15.46%
XMMO
1.85%-3.71%8.86%41.24%16.22%15.72%
*Annualized

Monthly Returns

The table below presents the monthly returns of Magnum Experiment 70, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.42%9.56%5.84%-8.31%9.24%6.43%1.53%3.78%3.58%-2.40%11.40%-5.38%42.15%
202311.51%-5.23%6.20%2.43%0.33%11.97%5.87%-3.81%-9.34%-4.71%17.30%8.35%44.39%
2022-10.50%-6.15%6.79%-16.92%-0.64%-15.96%17.63%-8.22%-17.28%14.56%9.50%-11.16%-38.07%
2021-2.14%5.01%8.36%10.19%1.00%4.29%4.48%5.76%-9.13%13.83%-1.73%8.58%57.60%
2020-0.36%-14.82%-27.83%22.62%8.46%2.77%10.78%13.37%-7.45%-4.99%20.99%7.04%19.75%
201914.52%5.81%3.20%7.29%-11.95%13.10%2.41%-3.83%3.40%3.75%6.74%5.35%58.74%
201810.44%-7.60%-5.15%0.18%4.17%0.97%6.59%5.85%0.84%-13.22%2.96%-16.48%-13.40%
20173.18%7.13%0.00%1.72%2.35%0.98%3.63%0.30%3.55%4.23%5.48%2.23%40.55%
2016-9.33%-0.51%12.33%0.56%2.87%0.14%6.66%0.10%-0.21%-3.34%6.56%3.59%19.35%
2015-5.46%10.20%-3.00%1.60%2.11%-3.67%3.75%-11.20%-4.95%15.31%0.53%-3.41%-0.96%
20141.16%3.70%-2.59%7.02%-2.67%3.91%4.94%-0.76%15.19%

Expense Ratio

Magnum Experiment 70 features an expense ratio of 0.66%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

FXO
First Trust Financials AlphaDEX Fund
Expense ratio chart for FXO: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
ARGT
Global X MSCI Argentina ETF
Expense ratio chart for ARGT: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
FTC
First Trust Large Cap Growth AlphaDEX Fund
Expense ratio chart for FTC: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
IGM
iShares Expanded Tech Sector ETF
Expense ratio chart for IGM: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
IAK
iShares U.S. Insurance ETF
Expense ratio chart for IAK: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF
Expense ratio chart for IAI: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%
IOO
iShares Global 100 ETF
Expense ratio chart for IOO: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
IWV
iShares Russell 3000 ETF
Expense ratio chart for IWV: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
IWY
iShares Russell Top 200 Growth ETF
Expense ratio chart for IWY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
IYY
iShares Dow Jones U.S. ETF
Expense ratio chart for IYY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
IWF
iShares Russell 1000 Growth ETF
Expense ratio chart for IWF: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
IVW
iShares S&P 500 Growth ETF
Expense ratio chart for IVW: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
IWB
iShares Russell 1000 ETF
Expense ratio chart for IWB: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
IWL
iShares Russell Top 200 ETF
Expense ratio chart for IWL: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
EPS
WisdomTree U.S. LargeCap Fund
Expense ratio chart for EPS: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
ILCG
iShares Morningstar Growth ETF
Expense ratio chart for ILCG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
IUSG
iShares Core S&P U.S. Growth ETF
Expense ratio chart for IUSG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
Expense ratio chart for ITOT: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
IVV
iShares Core S&P 500 ETF
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Magnum Experiment 70 is 57, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Magnum Experiment 70 is 5757
Overall Rank
The Sharpe Ratio Rank of Magnum Experiment 70 is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of Magnum Experiment 70 is 5050
Sortino Ratio Rank
The Omega Ratio Rank of Magnum Experiment 70 is 5656
Omega Ratio Rank
The Calmar Ratio Rank of Magnum Experiment 70 is 5858
Calmar Ratio Rank
The Martin Ratio Rank of Magnum Experiment 70 is 6262
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.

Sharpe ratio
The chart of Sharpe ratio for Magnum Experiment 70, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.811.92
The chart of Sortino ratio for Magnum Experiment 70, currently valued at 2.32, compared to the broader market-2.000.002.004.002.322.57
The chart of Omega ratio for Magnum Experiment 70, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.321.35
The chart of Calmar ratio for Magnum Experiment 70, currently valued at 2.71, compared to the broader market0.002.004.006.008.0010.002.712.86
The chart of Martin ratio for Magnum Experiment 70, currently valued at 10.85, compared to the broader market0.0010.0020.0030.0010.8512.10
Magnum Experiment 70
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ARGT
Global X MSCI Argentina ETF		2.843.501.434.9812.90
EPS
WisdomTree U.S. LargeCap Fund		2.102.831.403.1613.41
FTC
First Trust Large Cap Growth AlphaDEX Fund		1.852.531.322.5210.30
FXO
First Trust Financials AlphaDEX Fund		1.522.251.282.778.16
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF		2.233.161.425.0516.29
IAK
iShares U.S. Insurance ETF		1.662.261.302.537.80
IGM
iShares Expanded Tech Sector ETF		1.892.491.332.739.78
ILCG
iShares Morningstar Growth ETF		2.002.601.362.7711.07
IOO
iShares Global 100 ETF		1.972.591.362.4810.07
ITOT
iShares Core S&P Total U.S. Stock Market ETF		1.942.601.362.9612.09
IUSG
iShares Core S&P U.S. Growth ETF		2.142.761.392.9711.77
IVV
iShares Core S&P 500 ETF		2.062.751.383.0913.27
IVW
iShares S&P 500 Growth ETF		2.182.811.393.0111.77
IWB
iShares Russell 1000 ETF		2.002.671.373.0212.68
IWF
iShares Russell 1000 Growth ETF		2.022.611.362.6510.26
IWL
iShares Russell Top 200 ETF		2.122.801.393.1213.75
IWV
iShares Russell 3000 ETF		1.922.571.352.9612.05
IWY
iShares Russell Top 200 Growth ETF		2.032.621.362.639.86
IYY
iShares Dow Jones U.S. ETF		1.982.641.372.9812.42
KCE
2.152.931.394.4014.44
MGC
2.122.791.393.0813.59
MGK
1.972.551.352.599.74
MMTM
1.972.691.362.9212.09
OEF
2.262.971.423.1913.78
ONEQ
1.802.351.322.439.11
PWB
2.032.701.363.2412.04
SCHB
1.952.611.362.9512.14
SCHG
2.112.731.383.0211.75
SCHX
2.102.781.393.1513.38
SPHQ
2.132.921.384.2414.97
SPLG
2.072.751.383.0713.23
SPTM
1.982.651.372.9812.48
SPUU
1.882.401.332.7811.29
SPXL
1.802.231.312.2810.56
SPY
2.052.731.383.0713.22
SPYG
2.182.811.393.0211.85
SSO
1.822.331.322.7310.95
UPRO
1.792.221.302.2110.56
USD
1.932.351.303.278.06
VONE
2.032.701.373.0112.79
VONG
2.032.631.372.6910.42
VOO
2.062.751.383.0713.32
VOOG
2.182.801.392.9911.80
VTHR
1.912.551.352.8711.92
VTI
1.942.591.362.9212.07
VUG
2.022.621.362.7110.54
VV
2.042.701.383.0613.10
XLG
2.242.921.413.0312.34
XMMO
2.112.951.364.5111.85

The current Magnum Experiment 70 Sharpe ratio is 1.81. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.07, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Magnum Experiment 70 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.81
1.92
Magnum Experiment 70
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Magnum Experiment 70 provided a 0.94% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.94%0.94%0.63%0.83%0.48%0.59%0.93%1.19%1.17%0.91%0.99%0.74%
Portfolio components:
ARGT
Global X MSCI Argentina ETF		1.33%1.41%1.59%2.45%0.93%0.28%1.21%1.34%0.49%0.36%0.89%0.47%
EPS
WisdomTree U.S. LargeCap Fund		1.46%1.47%1.73%1.96%1.51%1.85%1.70%2.02%1.59%1.99%2.15%1.66%
FTC
First Trust Large Cap Growth AlphaDEX Fund		0.32%0.32%0.65%0.91%0.00%0.40%0.64%0.35%0.40%0.86%0.52%0.76%
FXO
First Trust Financials AlphaDEX Fund		1.97%1.97%2.98%2.49%1.91%2.60%1.72%2.60%1.62%1.35%1.51%1.53%
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF		1.04%1.05%1.80%2.14%1.31%1.55%1.52%1.58%1.37%1.48%1.31%1.13%
IAK
iShares U.S. Insurance ETF		1.50%1.49%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%1.57%
IGM
iShares Expanded Tech Sector ETF		0.22%0.22%0.39%0.53%0.16%0.32%0.50%0.57%0.57%0.90%0.79%0.88%
ILCG
iShares Morningstar Growth ETF		0.49%0.50%0.69%0.76%0.34%0.28%0.54%0.81%0.89%0.95%0.99%0.87%
IOO
iShares Global 100 ETF		1.07%1.08%1.49%2.00%1.53%1.49%2.02%2.54%2.23%2.75%2.89%3.52%
ITOT
iShares Core S&P Total U.S. Stock Market ETF		1.22%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%2.20%
IUSG
iShares Core S&P U.S. Growth ETF		0.58%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%1.21%
IVV
iShares Core S&P 500 ETF		1.29%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%
IVW
iShares S&P 500 Growth ETF		0.43%0.43%1.03%0.89%0.46%0.82%1.63%1.28%1.30%1.51%1.51%1.37%
IWB
iShares Russell 1000 ETF		1.14%1.14%1.31%1.56%1.09%1.37%1.71%2.06%1.64%1.89%1.95%1.71%
IWF
iShares Russell 1000 Growth ETF		0.45%0.46%0.67%0.91%0.50%0.66%0.99%1.27%1.10%1.43%1.37%1.33%
IWL
iShares Russell Top 200 ETF		1.03%1.04%1.30%1.53%1.12%1.30%1.96%1.93%1.69%1.96%2.14%1.68%
IWV
iShares Russell 3000 ETF		1.07%1.08%1.30%1.56%1.04%1.30%1.69%1.97%1.58%1.79%1.99%1.62%
IWY
iShares Russell Top 200 Growth ETF		0.42%0.42%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%
IYY
iShares Dow Jones U.S. ETF		1.05%1.05%1.29%1.49%1.04%1.31%1.80%1.97%1.62%1.81%1.97%1.66%
KCE
1.56%1.56%1.82%2.42%1.53%2.20%2.32%2.67%1.95%2.30%2.43%1.59%
MGC
1.14%1.15%1.35%1.65%1.17%1.45%1.81%2.10%1.82%2.14%2.11%1.81%
MGK
0.43%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%
MMTM
0.82%0.83%1.16%1.67%0.95%1.14%1.55%1.63%1.52%1.98%1.68%1.54%
OEF
1.02%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%1.85%
ONEQ
0.65%0.65%0.71%0.97%0.54%0.71%1.64%1.08%0.84%1.12%1.04%1.19%
PWB
0.08%0.08%0.37%0.31%0.03%0.21%0.58%0.97%0.54%0.82%0.67%0.43%
SCHB
1.23%1.24%1.40%1.61%1.21%1.63%1.80%2.13%1.65%1.86%2.00%1.72%
SCHG
0.39%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%
SCHX
2.35%2.37%3.50%4.24%2.42%4.11%1.82%4.10%5.10%4.85%4.09%2.63%
SPHQ
1.15%1.15%1.43%1.85%1.19%1.56%1.50%1.86%1.57%1.68%2.29%1.66%
SPLG
1.27%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%
SPTM
1.28%1.28%1.44%1.69%1.25%1.56%1.71%1.90%1.66%1.91%1.92%2.08%
SPUU
0.55%0.55%0.83%0.88%3.04%8.03%1.80%5.50%6.96%8.08%1.26%0.00%
SPXL
0.73%0.74%0.98%0.33%0.11%0.22%0.84%1.02%3.88%0.00%0.00%0.00%
SPY
1.20%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%
SPYG
0.60%0.60%1.15%1.03%0.62%0.90%1.36%1.51%1.41%1.55%1.57%1.37%
SSO
0.84%0.85%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%0.32%
UPRO
0.91%0.93%0.74%0.52%0.06%0.11%0.41%0.63%0.00%0.12%0.34%0.22%
USD
0.10%0.10%0.05%0.59%0.00%0.20%1.23%0.93%0.55%7.33%0.39%3.60%
VONE
1.19%1.20%1.40%1.59%1.16%1.45%1.66%1.96%1.69%1.89%1.89%1.68%
VONG
0.55%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%
VOO
1.24%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
VOOG
0.48%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%
VTHR
1.18%1.19%1.47%1.52%1.16%1.37%1.65%1.89%1.63%1.82%1.84%1.66%
VTI
1.26%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%
VUG
0.46%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%
VV
1.23%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%
XLG
0.72%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%1.97%
XMMO
0.33%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%1.24%

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.

-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.03%
-2.82%
Magnum Experiment 70
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Magnum Experiment 70. 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 70 was 56.34%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current Magnum Experiment 70 drawdown is 6.03%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.34%Feb 20, 202023Mar 23, 2020114Sep 2, 2020137
-45.45%Jan 4, 2022195Oct 12, 2022347Mar 1, 2024542
-34.3%Sep 21, 201865Dec 24, 2018129Jul 1, 2019194
-24.21%May 22, 2015183Feb 11, 2016103Jul 11, 2016286
-18.66%Jan 29, 201844Apr 2, 2018103Aug 27, 2018147

Volatility

Volatility Chart

The current Magnum Experiment 70 volatility is 8.74%, 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.

2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
8.74%
4.46%
Magnum Experiment 70
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
ARGTIAKIAIFXOUSDKCEMMTMXMMOFTCIGMPWBIOOSPHQONEQEPSIWYILCGMGKSPLGXLGVUGSPTMSCHGSPUUVONGVTHRIWFSPYGVOOGIVWIUSGIWLOEFSCHXITOTVTIIWVSCHBVONEIYYMGCSPXLUPROVOOSSOSPYIVVIWBVV
ARGT1.000.410.480.490.470.530.500.560.580.540.560.580.550.560.560.530.560.550.570.540.560.580.560.570.550.590.560.550.550.550.560.570.560.590.600.600.600.600.590.590.570.580.580.580.580.580.580.590.59
IAK0.411.000.750.850.390.740.510.600.560.450.530.590.640.490.710.480.490.480.640.560.500.650.510.650.500.660.500.520.520.520.540.620.610.650.670.670.670.670.660.670.640.660.660.660.660.660.660.660.65
IAI0.480.751.000.860.540.900.590.680.670.610.640.680.700.640.770.610.630.610.730.660.630.750.640.730.630.740.640.640.640.640.660.710.710.750.760.770.770.760.750.760.730.750.750.750.750.750.750.750.74
FXO0.490.850.861.000.510.870.590.720.660.570.620.680.720.620.800.580.600.590.740.640.610.760.620.740.610.770.610.620.620.620.640.710.700.760.790.790.790.790.770.770.730.760.760.760.760.760.760.770.76
USD0.470.390.540.511.000.590.660.650.730.840.760.730.740.810.710.780.780.790.740.760.790.740.790.730.790.730.790.790.790.790.790.750.750.750.750.750.750.750.750.760.760.750.750.750.750.750.750.750.75
KCE0.530.740.900.870.591.000.640.740.720.660.690.720.750.710.820.660.690.670.780.700.690.800.700.780.690.810.690.690.690.690.710.760.750.800.820.820.820.820.810.810.770.790.790.790.790.790.790.810.80
MMTM0.500.510.590.590.660.641.000.710.770.760.790.770.780.780.780.790.790.780.800.790.790.800.790.800.800.810.800.800.800.800.800.810.800.800.800.800.800.800.810.800.810.800.800.800.800.800.800.800.80
XMMO0.560.600.680.720.650.740.711.000.860.740.800.720.800.780.790.730.770.740.790.720.770.810.770.790.770.820.780.770.770.770.790.770.750.820.830.840.830.840.820.830.780.800.800.800.800.800.800.820.81
FTC0.580.560.670.660.730.720.770.861.000.860.920.810.870.870.830.860.900.860.850.830.890.860.890.860.890.880.900.890.890.890.900.860.850.890.900.900.900.900.890.900.880.880.880.880.880.880.880.900.89
IGM0.540.450.610.570.840.660.760.740.861.000.900.870.850.960.820.950.950.960.860.920.960.860.960.870.960.870.960.950.950.950.950.900.910.890.890.890.890.890.890.890.910.890.890.890.890.890.890.890.90
PWB0.560.530.640.620.760.690.790.800.920.901.000.850.890.910.840.930.950.930.870.890.940.880.940.880.940.880.940.940.940.940.940.900.900.910.910.910.910.910.910.910.910.910.910.910.910.910.910.910.92
IOO0.580.590.680.680.730.720.770.720.810.870.851.000.890.880.900.910.890.910.900.950.900.900.900.920.910.900.910.920.920.920.920.940.950.930.920.920.920.920.930.930.950.940.940.940.940.940.940.930.94
SPHQ0.550.640.700.720.740.750.780.800.870.850.890.891.000.860.920.880.870.880.910.900.890.920.890.920.900.910.900.910.910.910.910.930.930.940.940.940.940.940.940.940.940.950.950.950.950.950.950.940.95
ONEQ0.560.490.640.620.810.710.780.780.870.960.910.880.861.000.850.960.960.960.890.930.970.890.970.890.970.900.970.960.960.960.960.920.920.920.920.920.920.920.920.920.930.910.910.910.910.910.910.920.92
EPS0.560.710.770.800.710.820.780.790.830.820.840.900.920.851.000.850.850.850.930.900.870.940.870.940.870.940.870.880.880.880.890.940.940.950.960.960.960.960.960.960.950.960.960.960.960.960.960.960.96
IWY0.530.480.610.580.780.660.790.730.860.950.930.910.880.960.851.000.970.990.890.970.980.890.980.900.990.890.990.980.980.980.980.940.950.920.910.910.910.910.920.920.950.930.930.930.930.930.930.920.93
ILCG0.560.490.630.600.780.690.790.770.900.950.950.890.870.960.850.971.000.980.890.940.980.890.980.900.980.900.980.970.970.970.970.930.930.930.920.920.920.920.930.920.940.920.920.920.920.920.920.930.93
MGK0.550.480.610.590.790.670.780.740.860.960.930.910.880.960.850.990.981.000.890.960.990.890.990.900.990.890.990.980.980.980.980.940.950.930.910.920.920.920.920.920.950.930.930.930.930.930.930.930.93
SPLG0.570.640.730.740.740.780.800.790.850.860.870.900.910.890.930.890.890.891.000.910.900.950.900.930.910.940.910.910.910.910.920.940.940.950.950.950.950.950.950.950.950.960.960.960.960.960.960.960.95
XLG0.540.560.660.640.760.700.790.720.830.920.890.950.900.930.900.970.940.960.911.000.960.910.960.930.960.910.960.970.970.970.960.960.990.950.940.930.940.940.950.940.970.960.960.960.960.960.960.950.96
VUG0.560.500.630.610.790.690.790.770.890.960.940.900.890.970.870.980.980.990.900.961.000.900.990.910.990.900.990.980.980.980.980.940.950.940.930.930.930.930.940.940.950.940.940.940.940.940.940.940.95
SPTM0.580.650.750.760.740.800.800.810.860.860.880.900.920.890.940.890.890.890.950.910.901.000.900.940.910.950.910.910.910.910.920.950.940.960.960.960.960.970.960.960.960.960.960.960.960.960.960.960.96
SCHG0.560.510.640.620.790.700.790.770.890.960.940.900.890.970.870.980.980.990.900.960.990.901.000.910.990.910.990.980.980.980.980.940.950.940.930.930.930.940.940.940.950.940.940.940.940.940.940.940.95
SPUU0.570.650.730.740.730.780.800.790.860.870.880.920.920.890.940.900.900.900.930.930.910.940.911.000.910.940.910.920.920.920.930.960.950.960.960.960.960.960.960.960.960.960.970.970.970.970.970.960.96
VONG0.550.500.630.610.790.690.800.770.890.960.940.910.900.970.870.990.980.990.910.960.990.910.990.911.000.911.000.980.990.990.980.940.950.940.930.930.930.930.940.940.950.940.940.940.940.940.940.940.95
VTHR0.590.660.740.770.730.810.810.820.880.870.880.900.910.900.940.890.900.890.940.910.900.950.910.940.911.000.910.910.910.910.920.940.940.960.970.970.970.970.970.970.950.960.960.960.960.960.960.970.96
IWF0.560.500.640.610.790.690.800.780.900.960.940.910.900.970.870.990.980.990.910.960.990.910.990.911.000.911.000.990.990.990.990.940.960.940.940.940.940.940.940.940.960.940.940.940.940.940.940.950.95
SPYG0.550.520.640.620.790.690.800.770.890.950.940.920.910.960.880.980.970.980.910.970.980.910.980.920.980.910.991.000.991.000.990.950.960.950.940.940.940.940.940.940.960.950.950.950.950.950.950.950.95
VOOG0.550.520.640.620.790.690.800.770.890.950.940.920.910.960.880.980.970.980.910.970.980.910.980.920.990.910.990.991.001.000.990.950.960.950.940.940.940.940.940.940.960.950.950.950.950.950.950.950.95
IVW0.550.520.640.620.790.690.800.770.890.950.940.920.910.960.880.980.970.980.910.970.980.910.980.920.990.910.991.001.001.000.990.950.970.950.940.940.940.940.940.940.960.950.950.950.950.950.950.950.96
IUSG0.560.540.660.640.790.710.800.790.900.950.940.920.910.960.890.980.970.980.920.960.980.920.980.930.980.920.990.990.990.991.000.950.960.950.950.950.950.950.950.950.970.960.960.960.960.960.960.960.96
IWL0.570.620.710.710.750.760.810.770.860.900.900.940.930.920.940.940.930.940.940.960.940.950.940.960.940.940.940.950.950.950.951.000.980.970.960.960.960.960.970.970.980.970.970.970.970.970.970.970.97
OEF0.560.610.710.700.750.750.800.750.850.910.900.950.930.920.940.950.930.950.940.990.950.940.950.950.950.940.960.960.960.970.960.981.000.970.970.970.970.970.970.970.990.980.980.980.980.980.980.980.98
SCHX0.590.650.750.760.750.800.800.820.890.890.910.930.940.920.950.920.930.930.950.950.940.960.940.960.940.960.940.950.950.950.950.970.971.000.990.990.990.990.990.990.990.990.990.990.990.990.990.990.99
ITOT0.600.670.760.790.750.820.800.830.900.890.910.920.940.920.960.910.920.910.950.940.930.960.930.960.930.970.940.940.940.940.950.960.970.991.001.001.001.000.990.990.980.990.990.990.990.990.991.000.99
VTI0.600.670.770.790.750.820.800.840.900.890.910.920.940.920.960.910.920.920.950.930.930.960.930.960.930.970.940.940.940.940.950.960.970.991.001.001.001.000.990.990.980.990.990.990.990.990.991.000.99
IWV0.600.670.770.790.750.820.800.830.900.890.910.920.940.920.960.910.920.920.950.940.930.960.930.960.930.970.940.940.940.940.950.960.970.991.001.001.001.000.990.990.980.990.990.990.990.990.991.000.99
SCHB0.600.670.760.790.750.820.800.840.900.890.910.920.940.920.960.910.920.920.950.940.930.970.940.960.930.970.940.940.940.940.950.960.970.991.001.001.001.000.990.990.980.990.990.990.990.990.991.000.99
VONE0.590.660.750.770.750.810.810.820.890.890.910.930.940.920.960.920.930.920.950.950.940.960.940.960.940.970.940.940.940.940.950.970.970.990.990.990.990.991.000.990.990.990.990.990.990.990.990.990.99
IYY0.590.670.760.770.760.810.800.830.900.890.910.930.940.920.960.920.920.920.950.940.940.960.940.960.940.970.940.940.940.940.950.970.970.990.990.990.990.990.991.000.990.990.990.990.990.990.990.990.99
MGC0.570.640.730.730.760.770.810.780.880.910.910.950.940.930.950.950.940.950.950.970.950.960.950.960.950.950.960.960.960.960.970.980.990.990.980.980.980.980.990.991.000.990.990.990.990.990.990.990.99
SPXL0.580.660.750.760.750.790.800.800.880.890.910.940.950.910.960.930.920.930.960.960.940.960.940.960.940.960.940.950.950.950.960.970.980.990.990.990.990.990.990.990.991.001.001.001.001.001.001.001.00
UPRO0.580.660.750.760.750.790.800.800.880.890.910.940.950.910.960.930.920.930.960.960.940.960.940.970.940.960.940.950.950.950.960.970.980.990.990.990.990.990.990.990.991.001.001.001.001.001.001.001.00
VOO0.580.660.750.760.750.790.800.800.880.890.910.940.950.910.960.930.920.930.960.960.940.960.940.970.940.960.940.950.950.950.960.970.980.990.990.990.990.990.990.990.991.001.001.001.001.001.001.001.00
SSO0.580.660.750.760.750.790.800.800.880.890.910.940.950.910.960.930.920.930.960.960.940.960.940.970.940.960.940.950.950.950.960.970.980.990.990.990.990.990.990.990.991.001.001.001.001.001.001.001.00
SPY0.580.660.750.760.750.790.800.800.880.890.910.940.950.910.960.930.920.930.960.960.940.960.940.970.940.960.940.950.950.950.960.970.980.990.990.990.990.990.990.990.991.001.001.001.001.001.001.001.00
IVV0.580.660.750.760.750.790.800.800.880.890.910.940.950.910.960.930.920.930.960.960.940.960.940.970.940.960.940.950.950.950.960.970.980.990.990.990.990.990.990.990.991.001.001.001.001.001.001.001.00
IWB0.590.660.750.770.750.810.800.820.900.890.910.930.940.920.960.920.930.930.960.950.940.960.940.960.940.970.950.950.950.950.960.970.980.991.001.001.001.000.990.990.991.001.001.001.001.001.001.001.00
VV0.590.650.740.760.750.800.800.810.890.900.920.940.950.920.960.930.930.930.950.960.950.960.950.960.950.960.950.950.950.960.960.970.980.990.990.990.990.990.990.990.991.001.001.001.001.001.001.001.00
The correlation results are calculated based on daily price changes starting from May 29, 2014
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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