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 3, 2017, Magnum Experiment 98F's average daily return is +0.16%, while the average monthly return is +3.35%. At this rate, an investment would double in approximately 1.8 years.

Historically, 64% of months were positive and 36% were negative. The best month was May 2021 with a return of +107.7%, 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 May 28, 2021 with a return of +99.2%, while the worst single day was Mar 12, 2020 at -9.7%.

Magnum Experiment 98F has an annualized alpha of 35.15%, beta of 0.66, and R2 of 0.11 versus S&P 500 Index. Calculated based on daily prices since October 03, 2017.

• This portfolio captured 165.83% of S&P 500 Index gains but only 61.10% of its losses - a favorable profile for investors.
• Beta of 0.66 may look defensive, but with R2 of 0.11 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 0.11 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.

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 43 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 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. Learn how to interpret the Sharpe ratio.

The current Magnum Experiment 98F Sharpe ratio is 1.32 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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 1.22% 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 current Magnum Experiment 98F drawdown is 6.13%.

The chart below shows the rolling one-month volatility.