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Magnum Experiment 97E
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AAPL 59.70%SO 22.72%JPM 11.67%PG 5.91%EquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 97E, 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 Dec 30, 1983, corresponding to the inception date of JPM

Returns By Period

As of Apr 11, 2026, the Magnum Experiment 97E returned 0.38% Year-To-Date and 22.89% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*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 97E
-0.18%1.96%0.38%4.85%26.09%19.66%15.67%22.89%
AAPL
Apple Inc
-0.00%1.85%-4.10%6.40%32.03%18.01%14.99%26.40%
JPM
JPMorgan Chase & Co.
-0.15%10.10%-2.90%3.98%33.74%37.18%17.61%21.17%
PG
The Procter & Gamble Company
-1.02%-3.55%2.01%-1.66%-10.64%1.32%3.84%8.70%
SO
The Southern Company
-0.45%-0.71%12.29%0.44%11.66%14.59%13.29%11.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 1984, Magnum Experiment 97E's average daily return is +0.09%, while the average monthly return is +1.95%. At this rate, an investment would double in approximately 3.0 years.

Historically, 59% of months were positive and 41% were negative. The best month was Jan 2001 with a return of +26.6%, while the worst month was Sep 2000 at -35.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Magnum Experiment 97E closed higher 53% of trading days. The best single day was Aug 6, 1997 with a return of +22.1%, while the worst single day was Sep 29, 2000 at -30.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.32%3.92%-3.49%2.46%0.38%
2025-1.58%3.48%-5.02%-2.81%-2.24%2.65%1.38%7.25%7.04%3.32%1.46%-2.33%12.44%
2024-1.87%-0.69%-0.35%-0.20%10.75%5.07%5.56%3.96%1.37%-1.18%4.79%0.73%30.86%
20235.73%0.38%8.84%4.17%1.00%7.10%2.74%-4.71%-6.68%0.56%9.79%1.31%33.01%
2022-1.37%-5.26%5.59%-6.52%-1.48%-8.10%13.21%-1.88%-11.39%8.64%0.81%-6.26%-15.62%
2021-1.47%-3.82%3.76%6.18%-2.83%4.05%5.28%4.06%-5.26%4.32%5.48%7.95%30.15%

Benchmark Metrics

Magnum Experiment 97E has an annualized alpha of 14.28%, beta of 1.00, and R² of 0.40 versus S&P 500 Index. Calculated based on daily prices since January 03, 1984.

  • This portfolio captured 141.70% of S&P 500 Index gains but only 85.30% of its losses — a favorable profile for investors.
  • R² of 0.40 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
14.28%
Beta
1.00
0.40
Upside Capture
141.70%
Downside Capture
85.30%

Expense Ratio

Magnum Experiment 97E has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Magnum Experiment 97E ranks 34 for risk / return — below 34% 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.


Magnum Experiment 97E Risk / Return Rank: 3434
Overall Rank
Magnum Experiment 97E Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
Magnum Experiment 97E Sortino Ratio Rank: 2828
Sortino Ratio Rank
Magnum Experiment 97E Omega Ratio Rank: 2424
Omega Ratio Rank
Magnum Experiment 97E Calmar Ratio Rank: 6363
Calmar Ratio Rank
Magnum Experiment 97E Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.96

2.23

-0.27

Sortino ratio

Return per unit of downside risk

2.94

3.12

-0.17

Omega ratio

Gain probability vs. loss probability

1.36

1.42

-0.06

Calmar ratio

Return relative to maximum drawdown

4.56

4.05

+0.51

Martin ratio

Return relative to average drawdown

13.13

17.91

-4.78


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
751.572.321.303.759.07
JPM
JPMorgan Chase & Co.
751.832.401.322.958.07
PG
The Procter & Gamble Company
17-0.49-0.580.93-0.33-0.62
SO
The Southern Company
510.811.241.151.042.56

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Magnum Experiment 97E Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

  • 1-Year: 1.96
  • 5-Year: 0.83
  • 10-Year: 1.08
  • All Time: 0.76

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.14 to 3.05, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Magnum Experiment 97E compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Magnum Experiment 97E provided a 1.32% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.32%1.37%1.39%1.62%1.77%1.55%1.77%1.91%2.78%2.35%2.61%2.69%
AAPL
Apple Inc
0.40%0.38%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%
JPM
JPMorgan Chase & Co.
1.90%1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%
PG
The Procter & Gamble Company
2.91%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%
SO
The Southern Company
3.05%3.37%3.47%3.96%3.78%3.82%4.13%3.86%5.42%4.78%4.52%4.60%

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 97E. 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 97E was 52.37%, occurring on Dec 7, 2000. Recovery took 712 trading sessions.

The current Magnum Experiment 97E drawdown is 2.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.37%Sep 8, 200064Dec 7, 2000712Oct 13, 2003776
-47.84%Dec 27, 2007301Mar 9, 2009133Sep 16, 2009434
-43.54%Jun 23, 1995512Jul 1, 1997174Mar 11, 1998686
-40.14%Jan 15, 1993186Oct 8, 1993427Jun 19, 1995613
-38.36%Oct 6, 198715Oct 26, 1987404Jun 1, 1989419

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 4 assets, with an effective number of assets of 2.35, 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.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkSOPGJPMAAPLPortfolio
Benchmark1.000.370.470.630.510.62
SO0.371.000.350.240.140.33
PG0.470.351.000.280.210.32
JPM0.630.240.281.000.290.44
AAPL0.510.140.210.291.000.96
Portfolio0.620.330.320.440.961.00
The correlation results are calculated based on daily price changes starting from Jan 3, 1984