Asset Allocation
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.
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The earliest data available for this chart is Jun 6, 2014, corresponding to the inception date of SPUU
Returns By Period
As of Apr 11, 2026, the Magnum Experiment 70 returned -1.63% Year-To-Date and 20.80% of annualized return in the last 10 years.
| 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 70 | -0.18% | 3.68% | -1.63% | 5.42% | 48.07% | 29.36% | 15.27% | 20.80% |
| Portfolio components: | ||||||||
ARGT Global X MSCI Argentina ETF | 0.32% | 8.72% | 3.09% | 32.95% | 19.82% | 34.67% | 27.73% | 18.34% |
EPS WisdomTree U.S. LargeCap Fund | -0.18% | 2.93% | 0.63% | 6.13% | 28.43% | 19.16% | 11.52% | 13.87% |
FTC First Trust Large Cap Growth AlphaDEX Fund | 0.33% | 5.54% | 2.74% | 4.50% | 30.57% | 21.27% | 10.36% | 13.61% |
FXO First Trust Financials AlphaDEX Fund | -1.12% | 4.76% | -3.00% | 3.55% | 23.16% | 18.54% | 9.04% | 12.55% |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | -0.82% | 5.78% | -4.83% | -0.27% | 30.64% | 25.43% | 14.17% | 18.61% |
IAK iShares U.S. Insurance ETF | -1.76% | 0.56% | -3.28% | 0.37% | 3.18% | 16.31% | 13.50% | 12.30% |
IGM iShares Expanded Tech Sector ETF | 0.42% | 3.80% | -1.10% | 2.86% | 46.53% | 32.31% | 15.09% | 22.00% |
ILCG iShares Morningstar Growth ETF | 0.46% | 2.61% | -2.12% | -0.44% | 29.75% | 23.59% | 11.41% | 16.46% |
IOO iShares Global 100 ETF | 0.33% | 3.20% | 0.66% | 8.30% | 39.43% | 23.46% | 14.71% | 15.55% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -0.14% | 2.53% | 0.22% | 4.70% | 29.65% | 19.58% | 10.89% | 14.11% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 9, 2014, Magnum Experiment 70's average daily return is +0.09%, while the average monthly return is +1.70%. At this rate, an investment would double in approximately 3.4 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +22.3%, while the worst month was Mar 2020 at -25.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Magnum Experiment 70 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +16.3%, while the worst single day was Mar 16, 2020 at -19.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.10% | -1.87% | -9.01% | 7.91% | -1.63% | ||||||||
| 2025 | 4.35% | -2.81% | -10.28% | -3.45% | 10.84% | 8.90% | 3.68% | 3.22% | 5.98% | 3.73% | -0.14% | -0.30% | 24.22% |
| 2024 | 2.28% | 8.87% | 5.42% | -7.54% | 8.43% | 5.90% | 1.48% | 3.53% | 3.29% | -2.08% | 10.38% | -4.83% | 39.11% |
| 2023 | 10.94% | -4.92% | 5.88% | 2.30% | 0.35% | 11.29% | 5.51% | -3.50% | -8.69% | -4.38% | 16.22% | 7.89% | 42.21% |
| 2022 | -9.50% | -5.45% | 6.09% | -15.42% | -0.51% | -14.48% | 16.56% | -7.70% | -16.31% | 13.87% | 9.09% | -10.63% | -34.71% |
| 2021 | -1.97% | 4.70% | 7.78% | 9.44% | 0.93% | 4.01% | 4.10% | 5.27% | -8.37% | 12.59% | -1.61% | 7.82% | 52.42% |
Benchmark Metrics
Magnum Experiment 70 has an annualized alpha of 0.56%, beta of 1.74, and R² of 1.00 versus S&P 500 Index. Calculated based on daily prices since June 09, 2014.
- This portfolio captured 205.08% of S&P 500 Index gains and 157.04% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- Beta of 1.74 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.
- Alpha
- 0.56%
- Beta
- 1.74
- R²
- 1.00
- Upside Capture
- 205.08%
- Downside Capture
- 157.04%
Expense Ratio
Magnum Experiment 70 has an expense ratio of 0.64%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Risk / Return Rank
Magnum Experiment 70 ranks 39 for risk / return — below 39% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.26 | 2.23 | +0.02 |
Sortino ratioReturn per unit of downside risk | 2.96 | 3.12 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.42 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 4.13 | 4.05 | +0.09 |
Martin ratioReturn relative to average drawdown | 17.53 | 17.91 | -0.38 |
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 | |
|---|---|---|---|---|---|---|
ARGT Global X MSCI Argentina ETF | 18 | 0.75 | 1.43 | 1.17 | 1.24 | 2.85 |
EPS WisdomTree U.S. LargeCap Fund | 69 | 2.45 | 3.44 | 1.46 | 4.39 | 19.48 |
FTC First Trust Large Cap Growth AlphaDEX Fund | 48 | 1.87 | 2.52 | 1.32 | 3.93 | 15.26 |
FXO First Trust Financials AlphaDEX Fund | 30 | 1.48 | 2.06 | 1.26 | 2.50 | 8.03 |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 33 | 1.71 | 2.30 | 1.29 | 2.48 | 7.76 |
IAK iShares U.S. Insurance ETF | 11 | 0.25 | 0.45 | 1.05 | 1.00 | 2.09 |
IGM iShares Expanded Tech Sector ETF | 56 | 2.36 | 3.08 | 1.41 | 3.67 | 12.68 |
ILCG iShares Morningstar Growth ETF | 38 | 1.85 | 2.52 | 1.33 | 2.64 | 9.23 |
IOO iShares Global 100 ETF | 82 | 3.00 | 4.09 | 1.55 | 5.20 | 23.68 |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 66 | 2.35 | 3.28 | 1.44 | 4.39 | 19.27 |
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Dividends
Dividend yield
Magnum Experiment 70 provided a 0.84% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.84% | 0.79% | 0.94% | 0.63% | 0.83% | 0.48% | 0.59% | 0.93% | 1.19% | 1.17% | 0.91% | 0.99% |
| Portfolio components: | ||||||||||||
ARGT Global X MSCI Argentina ETF | 0.82% | 0.84% | 1.41% | 1.59% | 2.45% | 0.93% | 0.28% | 1.21% | 1.34% | 0.49% | 0.36% | 0.89% |
EPS WisdomTree U.S. LargeCap Fund | 1.27% | 1.26% | 1.47% | 1.73% | 1.95% | 1.51% | 1.85% | 1.70% | 2.02% | 1.59% | 1.99% | 2.15% |
FTC First Trust Large Cap Growth AlphaDEX Fund | 0.21% | 0.20% | 0.32% | 0.65% | 0.90% | 0.00% | 0.40% | 0.64% | 0.35% | 0.40% | 0.86% | 0.52% |
FXO First Trust Financials AlphaDEX Fund | 2.23% | 1.78% | 1.97% | 2.98% | 2.49% | 1.91% | 2.60% | 1.72% | 2.60% | 1.62% | 1.35% | 1.51% |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 1.14% | 0.95% | 1.05% | 1.80% | 2.14% | 1.31% | 1.55% | 1.52% | 1.58% | 1.37% | 1.49% | 1.31% |
IAK iShares U.S. Insurance ETF | 2.72% | 1.69% | 1.49% | 1.44% | 1.69% | 2.26% | 2.07% | 1.84% | 2.33% | 1.62% | 1.68% | 1.62% |
IGM iShares Expanded Tech Sector ETF | 0.16% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
ILCG iShares Morningstar Growth ETF | 0.47% | 0.47% | 0.50% | 0.69% | 0.75% | 0.34% | 0.28% | 0.54% | 0.81% | 0.89% | 0.95% | 0.99% |
IOO iShares Global 100 ETF | 0.91% | 0.92% | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.08% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
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 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 53.32%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current Magnum Experiment 70 drawdown is 4.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.32% | Feb 20, 2020 | 23 | Mar 23, 2020 | 111 | Aug 28, 2020 | 134 |
| -42.16% | Jan 4, 2022 | 195 | Oct 12, 2022 | 333 | Feb 9, 2024 | 528 |
| -32.41% | Sep 21, 2018 | 65 | Dec 24, 2018 | 85 | Apr 29, 2019 | 150 |
| -31.67% | Feb 20, 2025 | 34 | Apr 8, 2025 | 59 | Jul 3, 2025 | 93 |
| -23.71% | May 22, 2015 | 183 | Feb 11, 2016 | 102 | Jul 8, 2016 | 285 |
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 49 assets, with an effective number of assets of 2.48, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.