Magnum Experiment 97B
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 4.92% |
AVGO Broadcom Inc. | Technology | 5.22% |
GE General Electric Company | Industrials | 10.14% |
GOOGL Alphabet Inc. | Communication Services | 6.47% |
NFLX Netflix, Inc. | Communication Services | 12.14% |
NVDA NVIDIA Corporation | Technology | 4.33% |
PM Philip Morris International Inc. | Consumer Defensive | 29.58% |
UNH UnitedHealth Group Incorporated | Healthcare | 3.11% |
WMT Walmart Inc. | Consumer Defensive | 23.54% |
XOM Exxon Mobil Corporation | Energy | 0.55% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Magnum Experiment 97B, 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 Jan 2, 2013, corresponding to the inception date of ABBV
Returns By Period
As of Apr 19, 2025, the Magnum Experiment 97B returned 9.82% Year-To-Date and 22.02% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Magnum Experiment 97B | 9.82% | 0.27% | 15.99% | 53.07% | 29.37% | 22.02% |
| Portfolio components: | ||||||
ABBV AbbVie Inc. | -0.82% | -17.74% | -6.68% | 8.88% | 20.59% | 15.26% |
AVGO Broadcom Inc. | -26.02% | -12.30% | -4.40% | 37.48% | 48.99% | 33.58% |
GE General Electric Company | 9.20% | -11.57% | -5.29% | 19.66% | 40.52% | 5.13% |
GOOGL Alphabet Inc. | -20.06% | -7.77% | -7.29% | -2.65% | 18.94% | 18.84% |
NFLX Netflix, Inc. | 9.17% | 1.41% | 27.38% | 59.37% | 18.18% | 28.45% |
NVDA NVIDIA Corporation | -24.42% | -13.64% | -26.44% | 19.90% | 69.59% | 69.30% |
PM Philip Morris International Inc. | 36.81% | 6.72% | 38.49% | 86.99% | 22.22% | 12.46% |
UNH UnitedHealth Group Incorporated | -9.85% | -9.76% | -19.63% | -6.45% | 10.99% | 16.11% |
WMT Walmart Inc. | 3.46% | 8.28% | 15.22% | 59.09% | 17.94% | 15.92% |
XOM Exxon Mobil Corporation | 0.28% | -7.36% | -9.37% | -6.74% | 25.76% | 6.68% |
Monthly Returns
The table below presents the monthly returns of Magnum Experiment 97B, 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 | 8.12% | 5.02% | -3.59% | 0.32% | 9.82% | ||||||||
| 2024 | 4.06% | 6.26% | 4.81% | 0.85% | 8.34% | 3.69% | 4.57% | 6.98% | 2.34% | 3.60% | 5.37% | -1.81% | 61.13% |
| 2023 | 7.97% | -2.24% | 6.59% | 1.25% | 2.50% | 7.38% | 3.52% | -0.37% | -3.94% | -0.27% | 5.15% | 3.94% | 35.40% |
| 2022 | -3.52% | -1.47% | 1.48% | -8.76% | -1.02% | -7.51% | 8.43% | -2.42% | -6.89% | 12.65% | 8.69% | -2.79% | -5.51% |
| 2021 | -1.88% | 3.37% | 3.76% | 4.41% | 2.12% | 2.70% | 0.83% | 4.67% | -4.42% | 6.71% | -4.44% | 5.13% | 24.62% |
| 2020 | -0.05% | -2.53% | -6.14% | 5.66% | 2.46% | 0.71% | 5.29% | 6.92% | -2.74% | -0.44% | 12.31% | 4.39% | 27.43% |
| 2019 | 12.71% | 6.33% | 1.76% | 1.59% | -7.79% | 6.48% | 1.06% | -7.03% | 3.76% | 5.94% | 5.34% | 2.35% | 35.45% |
| 2018 | 9.34% | -4.95% | -3.26% | -3.99% | 1.33% | 2.47% | 1.75% | 0.35% | 0.63% | -2.57% | -3.35% | -9.84% | -12.58% |
| 2017 | 2.64% | 6.16% | 3.19% | 1.32% | 6.42% | -2.16% | 4.15% | -0.46% | 0.38% | 2.28% | 1.89% | 1.09% | 30.06% |
| 2016 | -1.80% | 0.63% | 7.87% | -2.63% | 5.40% | 0.99% | 1.76% | 0.93% | 0.09% | 1.80% | -0.81% | 3.80% | 19.03% |
| 2015 | 2.14% | 5.19% | -5.24% | 7.15% | 2.38% | -1.88% | 6.10% | -4.71% | -1.33% | 4.92% | 3.19% | 2.22% | 20.98% |
| 2014 | -3.98% | 4.56% | -1.76% | 1.36% | 5.04% | -0.58% | -3.06% | 5.95% | -0.47% | 1.27% | 2.88% | -2.53% | 8.38% |
Expense Ratio
Magnum Experiment 97B 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 99, Magnum Experiment 97B 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ABBV AbbVie Inc. | 0.38 | 0.65 | 1.10 | 0.51 | 1.30 |
AVGO Broadcom Inc. | 0.48 | 1.15 | 1.15 | 0.73 | 2.19 |
GE General Electric Company | 0.48 | 0.87 | 1.12 | 0.78 | 2.47 |
GOOGL Alphabet Inc. | -0.05 | 0.15 | 1.02 | -0.05 | -0.13 |
NFLX Netflix, Inc. | 1.71 | 2.34 | 1.32 | 2.82 | 9.42 |
NVDA NVIDIA Corporation | 0.27 | 0.79 | 1.10 | 0.44 | 1.21 |
PM Philip Morris International Inc. | 3.63 | 4.80 | 1.73 | 8.25 | 25.12 |
UNH UnitedHealth Group Incorporated | -0.04 | 0.18 | 1.03 | -0.06 | -0.15 |
WMT Walmart Inc. | 2.32 | 3.15 | 1.44 | 2.62 | 9.19 |
XOM Exxon Mobil Corporation | -0.29 | -0.24 | 0.97 | -0.36 | -0.86 |
Dividends
Dividend yield
Magnum Experiment 97B provided a 1.62% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.62% | 1.90% | 2.32% | 2.27% | 2.29% | 2.55% | 2.57% | 3.45% | 2.46% | 2.65% | 2.76% | 2.61% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 3.69% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
AVGO Broadcom Inc. | 1.31% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
GE General Electric Company | 0.66% | 0.67% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% |
GOOGL Alphabet Inc. | 0.53% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NFLX Netflix, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.04% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
PM Philip Morris International Inc. | 3.28% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
UNH UnitedHealth Group Incorporated | 1.85% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
WMT Walmart Inc. | 0.92% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
XOM Exxon Mobil Corporation | 3.63% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
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 97B. 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 97B was 26.90%, occurring on Dec 24, 2018. Recovery took 217 trading sessions.
The current Magnum Experiment 97B drawdown is 5.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.9% | Jan 30, 2018 | 228 | Dec 24, 2018 | 217 | Nov 4, 2019 | 445 |
| -24.27% | Feb 20, 2020 | 22 | Mar 20, 2020 | 80 | Jul 15, 2020 | 102 |
| -21.7% | Jan 18, 2022 | 123 | Jul 14, 2022 | 133 | Jan 24, 2023 | 256 |
| -13.21% | Feb 18, 2025 | 36 | Apr 8, 2025 | — | — | — |
| -12.08% | Aug 6, 2015 | 14 | Aug 25, 2015 | 63 | Nov 23, 2015 | 77 |
Volatility
Volatility Chart
The current Magnum Experiment 97B volatility is 11.07%, 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
| WMT | PM | XOM | ABBV | NFLX | UNH | GE | NVDA | AVGO | GOOGL | |
|---|---|---|---|---|---|---|---|---|---|---|
| WMT | 1.00 | 0.30 | 0.20 | 0.24 | 0.19 | 0.28 | 0.23 | 0.20 | 0.21 | 0.27 |
| PM | 0.30 | 1.00 | 0.31 | 0.30 | 0.14 | 0.29 | 0.28 | 0.13 | 0.18 | 0.24 |
| XOM | 0.20 | 0.31 | 1.00 | 0.28 | 0.13 | 0.26 | 0.41 | 0.18 | 0.25 | 0.25 |
| ABBV | 0.24 | 0.30 | 0.28 | 1.00 | 0.18 | 0.35 | 0.22 | 0.19 | 0.23 | 0.28 |
| NFLX | 0.19 | 0.14 | 0.13 | 0.18 | 1.00 | 0.20 | 0.21 | 0.44 | 0.39 | 0.46 |
| UNH | 0.28 | 0.29 | 0.26 | 0.35 | 0.20 | 1.00 | 0.23 | 0.22 | 0.25 | 0.31 |
| GE | 0.23 | 0.28 | 0.41 | 0.22 | 0.21 | 0.23 | 1.00 | 0.30 | 0.34 | 0.30 |
| NVDA | 0.20 | 0.13 | 0.18 | 0.19 | 0.44 | 0.22 | 0.30 | 1.00 | 0.59 | 0.51 |
| AVGO | 0.21 | 0.18 | 0.25 | 0.23 | 0.39 | 0.25 | 0.34 | 0.59 | 1.00 | 0.47 |
| GOOGL | 0.27 | 0.24 | 0.25 | 0.28 | 0.46 | 0.31 | 0.30 | 0.51 | 0.47 | 1.00 |