Magnum Experiment 98F

The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 98F, 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.

Based on dividend-adjusted daily data since Oct 4, 2017, Magnum Experiment 98F's average daily return is +0.11%, while the average monthly return is +2.38%. At this rate, an investment would double in approximately 2.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +22.5%, while the worst month was Mar 2020 at -15.1%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Magnum Experiment 98F closed higher 55% of trading days. The best single day was Jun 15, 2020 with a return of +6.5%, while the worst single day was Mar 12, 2020 at -9.7%.

Magnum Experiment 98F has an annualized alpha of 20.63%, beta of 0.66, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since October 04, 2017.

• This portfolio captured 124.50% of S&P 500 Index gains but only 58.43% of its losses - a favorable profile for investors.
• Beta of 0.66 may look defensive, but with R2 of 0.46 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 0.46 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Magnum Experiment 98F 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.

Magnum Experiment 98F ranks 42 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below presents risk-adjusted performance metrics for Magnum Experiment 98F and compares them with S&P 500 Index.

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 98F Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 1.57
• 5-Year: 2.06
• All Time: 1.61

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 1.64 to 2.53, 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 98F compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Magnum Experiment 98F provided a 1.23% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Magnum Experiment 98F. 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 98F was 32.52%, occurring on Mar 18, 2020. Recovery took 42 trading sessions.

The chart below shows the rolling one-month volatility.