Magnum Experiment 30
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 30, 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.
The earliest data available for this chart is Nov 18, 2021, corresponding to the inception date of FSIG
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.81% | -4.89% | -7.77% | 4.68% | 13.56% | 9.83% |
| Magnum Experiment 30 | 1.53% | 0.31% | 1.88% | 5.55% | N/A | N/A |
| Portfolio components: | ||||||
BSV Vanguard Short-Term Bond ETF | 1.54% | 0.14% | 1.50% | 5.95% | 0.97% | 1.65% |
DFSD Dimensional Short-Duration Fixed Income ETF | 0.96% | -0.39% | 1.31% | 5.12% | N/A | N/A |
FLOT iShares Floating Rate Bond ETF | 0.14% | -0.81% | 1.45% | 4.42% | 3.52% | 2.42% |
FLTR VanEck Vectors Investment Grade Floating Rate ETF | -0.22% | -1.24% | 1.20% | 4.31% | 3.99% | 2.80% |
FSIG First Trust Limited Duration Investment Grade Corporate ETF | 0.62% | -0.62% | 0.50% | 5.27% | N/A | N/A |
IBTE iShares iBonds Dec 2024 Term Treasury ETF | 0.00% | 0.00% | 0.72% | 3.35% | N/A | N/A |
LDUR PIMCO Enhanced Low Duration Active ETF | 0.94% | -0.61% | 1.62% | 5.43% | 2.28% | 2.18% |
MINT PIMCO Enhanced Short Maturity Strategy Fund | 1.03% | 0.07% | 2.17% | 5.04% | 2.91% | 2.27% |
SCHO Schwab Short-Term U.S. Treasury ETF | 1.91% | 0.39% | 1.89% | 5.71% | 1.08% | 1.41% |
SHY iShares 1-3 Year Treasury Bond ETF | 1.54% | 0.35% | 1.87% | 5.62% | 1.01% | 1.34% |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 1.06% | -0.06% | 1.50% | 5.88% | 2.24% | 2.23% |
SPTS SPDR Portfolio Short Term Treasury ETF | 1.54% | 0.42% | 2.01% | 5.82% | 1.12% | 1.42% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 1.14% | 0.22% | 2.30% | 4.86% | 2.76% | 2.48% |
USTB VictoryShares USAA Core Short-Term Bond ETF | 1.29% | -0.06% | 1.85% | 6.58% | 3.55% | N/A |
VGSH Vanguard Short-Term Treasury ETF | 1.57% | 0.37% | 1.92% | 5.73% | 1.09% | 1.43% |
Monthly Returns
The table below presents the monthly returns of Magnum Experiment 30, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.46% | 0.69% | 0.41% | -0.04% | 1.53% | ||||||||
| 2024 | 0.37% | -0.29% | 0.36% | -0.31% | 0.70% | 0.54% | 1.09% | 0.84% | 0.75% | -0.49% | 0.34% | 0.19% | 4.13% |
| 2023 | 0.78% | -0.67% | 1.47% | 0.28% | -0.27% | -0.37% | 0.35% | 0.43% | -0.02% | 0.34% | 1.00% | 1.06% | 4.46% |
| 2022 | -0.65% | -0.42% | -1.33% | -0.48% | 0.53% | -0.60% | 0.43% | -0.71% | -1.08% | -0.12% | 0.67% | 0.17% | -3.55% |
| 2021 | 0.00% | -0.20% | -0.21% |
Expense Ratio
Magnum Experiment 30 has an expense ratio of 0.14%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 99, Magnum Experiment 30 is among the top 1% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
Dividends
Dividend yield
Magnum Experiment 30 provided a 4.17% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.17% | 4.18% | 3.43% | 1.39% | 0.35% | 1.09% | 2.17% | 1.77% | 1.06% | 0.79% | 0.61% | 0.43% |
| Portfolio components: | ||||||||||||
BSV Vanguard Short-Term Bond ETF | 3.53% | 3.38% | 2.46% | 1.50% | 1.36% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% |
DFSD Dimensional Short-Duration Fixed Income ETF | 4.65% | 4.81% | 3.89% | 2.11% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLOT iShares Floating Rate Bond ETF | 5.57% | 5.82% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.45% | 0.97% | 0.53% | 0.44% |
FLTR VanEck Vectors Investment Grade Floating Rate ETF | 5.65% | 5.93% | 6.08% | 2.30% | 0.63% | 1.49% | 3.05% | 2.67% | 1.69% | 1.16% | 0.71% | 0.66% |
FSIG First Trust Limited Duration Investment Grade Corporate ETF | 4.64% | 4.61% | 4.42% | 2.48% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBTE iShares iBonds Dec 2024 Term Treasury ETF | 3.47% | 4.60% | 4.23% | 2.00% | 0.47% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LDUR PIMCO Enhanced Low Duration Active ETF | 4.78% | 4.77% | 4.87% | 2.22% | 0.90% | 2.15% | 3.14% | 3.03% | 2.08% | 1.85% | 2.92% | 1.66% |
MINT PIMCO Enhanced Short Maturity Strategy Fund | 5.14% | 5.22% | 4.91% | 1.90% | 0.44% | 1.15% | 2.65% | 2.32% | 1.61% | 1.35% | 0.88% | 0.80% |
SCHO Schwab Short-Term U.S. Treasury ETF | 4.23% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.26% | 1.78% | 1.12% | 0.82% | 0.68% | 0.47% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.96% | 3.92% | 2.99% | 1.30% | 0.24% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 4.88% | 4.85% | 4.05% | 1.92% | 1.19% | 1.94% | 2.77% | 2.36% | 1.94% | 1.65% | 1.43% | 1.26% |
SPTS SPDR Portfolio Short Term Treasury ETF | 4.19% | 4.25% | 3.61% | 1.27% | 0.19% | 0.70% | 2.21% | 2.04% | 1.20% | 0.95% | 0.83% | 0.68% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.86% | 5.17% | 5.12% | 1.78% | 0.02% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% | 0.00% |
USTB VictoryShares USAA Core Short-Term Bond ETF | 4.88% | 5.05% | 4.49% | 2.54% | 1.84% | 2.40% | 2.69% | 2.32% | 0.31% | 0.00% | 0.00% | 0.00% |
VGSH Vanguard Short-Term Treasury ETF | 4.18% | 4.19% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Magnum Experiment 30. 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 30 was 4.92%, occurring on Oct 20, 2022. Recovery took 288 trading sessions.
The current Magnum Experiment 30 drawdown is 0.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -4.92% | Nov 30, 2021 | 225 | Oct 20, 2022 | 288 | Dec 13, 2023 | 513 |
| -0.77% | Sep 25, 2024 | 35 | Nov 12, 2024 | 42 | Jan 15, 2025 | 77 |
| -0.64% | Feb 2, 2024 | 8 | Feb 13, 2024 | 30 | Mar 27, 2024 | 38 |
| -0.5% | Mar 28, 2024 | 9 | Apr 10, 2024 | 17 | May 3, 2024 | 26 |
| -0.36% | Apr 4, 2025 | 6 | Apr 11, 2025 | — | — | — |
Volatility
Volatility Chart
The current Magnum Experiment 30 volatility is 0.50%, 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.
Diversification
Asset Correlations Table
| USFR | FLTR | FLOT | MINT | LDUR | IBTE | USTB | DFSD | FSIG | SPTS | SPSB | SCHO | BSV | VGSH | SHY | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USFR | 1.00 | 0.07 | 0.09 | 0.15 | 0.09 | 0.13 | 0.02 | 0.04 | 0.03 | 0.08 | 0.05 | 0.06 | 0.05 | 0.05 | 0.06 |
| FLTR | 0.07 | 1.00 | 0.41 | 0.19 | 0.01 | 0.07 | 0.12 | 0.10 | 0.08 | -0.01 | 0.11 | -0.01 | 0.02 | -0.00 | 0.01 |
| FLOT | 0.09 | 0.41 | 1.00 | 0.17 | 0.07 | 0.08 | 0.15 | 0.14 | 0.11 | 0.04 | 0.17 | 0.04 | 0.07 | 0.05 | 0.08 |
| MINT | 0.15 | 0.19 | 0.17 | 1.00 | 0.33 | 0.43 | 0.32 | 0.39 | 0.34 | 0.36 | 0.41 | 0.37 | 0.37 | 0.40 | 0.40 |
| LDUR | 0.09 | 0.01 | 0.07 | 0.33 | 1.00 | 0.46 | 0.58 | 0.56 | 0.59 | 0.68 | 0.64 | 0.69 | 0.68 | 0.70 | 0.71 |
| IBTE | 0.13 | 0.07 | 0.08 | 0.43 | 0.46 | 1.00 | 0.51 | 0.59 | 0.54 | 0.65 | 0.62 | 0.67 | 0.65 | 0.69 | 0.68 |
| USTB | 0.02 | 0.12 | 0.15 | 0.32 | 0.58 | 0.51 | 1.00 | 0.68 | 0.74 | 0.73 | 0.77 | 0.74 | 0.78 | 0.75 | 0.76 |
| DFSD | 0.04 | 0.10 | 0.14 | 0.39 | 0.56 | 0.59 | 0.68 | 1.00 | 0.74 | 0.74 | 0.82 | 0.77 | 0.82 | 0.79 | 0.80 |
| FSIG | 0.03 | 0.08 | 0.11 | 0.34 | 0.59 | 0.54 | 0.74 | 0.74 | 1.00 | 0.78 | 0.81 | 0.80 | 0.85 | 0.81 | 0.82 |
| SPTS | 0.08 | -0.01 | 0.04 | 0.36 | 0.68 | 0.65 | 0.73 | 0.74 | 0.78 | 1.00 | 0.85 | 0.93 | 0.91 | 0.95 | 0.94 |
| SPSB | 0.05 | 0.11 | 0.17 | 0.41 | 0.64 | 0.62 | 0.77 | 0.82 | 0.81 | 0.85 | 1.00 | 0.86 | 0.89 | 0.87 | 0.89 |
| SCHO | 0.06 | -0.01 | 0.04 | 0.37 | 0.69 | 0.67 | 0.74 | 0.77 | 0.80 | 0.93 | 0.86 | 1.00 | 0.93 | 0.96 | 0.96 |
| BSV | 0.05 | 0.02 | 0.07 | 0.37 | 0.68 | 0.65 | 0.78 | 0.82 | 0.85 | 0.91 | 0.89 | 0.93 | 1.00 | 0.94 | 0.95 |
| VGSH | 0.05 | -0.00 | 0.05 | 0.40 | 0.70 | 0.69 | 0.75 | 0.79 | 0.81 | 0.95 | 0.87 | 0.96 | 0.94 | 1.00 | 0.98 |
| SHY | 0.06 | 0.01 | 0.08 | 0.40 | 0.71 | 0.68 | 0.76 | 0.80 | 0.82 | 0.94 | 0.89 | 0.96 | 0.95 | 0.98 | 1.00 |