Marcos 2025 4 Valendo

Asset Allocation

Position	Category/Sector	Target Weight
BIL SPDR Barclays 1-3 Month T-Bill ETF	Government Bonds	12.50%
IWF iShares Russell 1000 Growth ETF	Large Cap Growth Equities	10%
QQQM Invesco NASDAQ 100 ETF	Large Cap Growth Equities	5%
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	12.50%
SPHD Invesco S&P 500® High Dividend Low Volatility ETF	S&P 500, Dividend	10%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	10%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	5%
VOO Vanguard S&P 500 ETF	S&P 500	20%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	5%
VYM Vanguard High Dividend Yield ETF	Dividend	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Marcos 2025 4 Valendo, 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 Oct 13, 2020, corresponding to the inception date of QQQM

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.44%	-1.90%	-3.41%	-1.91%	30.31%	17.22%	10.14%	12.44%
Portfolio Marcos 2025 4 Valendo	0.37%	-1.23%	-0.46%	0.43%	24.57%	15.46%	9.64%	—
Portfolio components:
VOO Vanguard S&P 500 ETF	0.44%	-1.75%	-3.12%	-1.31%	31.67%	18.81%	11.72%	14.33%
QQQM Invesco NASDAQ 100 ETF	0.61%	-1.75%	-4.06%	-2.88%	39.78%	23.59%	12.92%	—
SPMO Invesco S&P 500 Momentum ETF	0.81%	-1.90%	-2.78%	-3.43%	41.76%	28.84%	17.49%	17.58%
SPHD Invesco S&P 500® High Dividend Low Volatility ETF	0.30%	-3.34%	4.94%	3.54%	12.69%	10.06%	6.99%	7.46%
VYM Vanguard High Dividend Yield ETF	0.39%	-0.78%	4.21%	6.58%	30.28%	15.21%	11.00%	11.39%
VEA Vanguard FTSE Developed Markets ETF	0.74%	-0.08%	4.42%	8.43%	43.21%	16.56%	8.74%	9.55%
VWO Vanguard FTSE Emerging Markets ETF	0.35%	-0.84%	0.47%	0.17%	31.77%	13.62%	3.99%	7.88%
IWF iShares Russell 1000 Growth ETF	0.40%	-3.34%	-8.70%	-8.53%	33.07%	21.74%	12.04%	16.80%
SGOV iShares 0-3 Month Treasury Bond ETF	0.01%	0.28%	0.93%	1.89%	4.06%	4.78%	3.42%	—
BIL SPDR Barclays 1-3 Month T-Bill ETF	0.02%	0.29%	0.92%	1.83%	3.98%	4.69%	3.29%	2.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 14, 2020, Marcos 2025 4 Valendo's average daily return is +0.04%, while the average monthly return is +0.92%. At this rate, your investment would double in approximately 6.3 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +8.1%, while the worst month was Sep 2022 at -6.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Marcos 2025 4 Valendo closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.4%, while the worst single day was Apr 4, 2025 at -4.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.83%	0.73%	-3.91%	0.99%									-0.46%
2025	2.20%	0.00%	-3.22%	-0.31%	4.74%	3.77%	1.42%	1.92%	2.64%	0.97%	0.35%	0.02%	15.22%
2024	1.08%	4.01%	2.79%	-2.58%	3.82%	2.41%	1.32%	2.18%	1.91%	-0.64%	3.69%	-1.74%	19.54%
2023	4.14%	-2.34%	2.27%	1.10%	-1.01%	4.58%	2.67%	-1.20%	-2.86%	-1.64%	6.70%	3.92%	17.00%
2022	-3.12%	-1.93%	2.34%	-5.65%	0.68%	-5.74%	5.42%	-2.67%	-6.88%	6.14%	4.91%	-3.59%	-10.69%
2021	0.02%	1.40%	3.15%	3.42%	0.63%	1.84%	0.92%	2.17%	-3.34%	4.32%	-1.14%	3.26%	17.68%

Benchmark Metrics

Marcos 2025 4 Valendo has an annualized alpha of 2.46%, beta of 0.68, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since October 14, 2020.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (70.38%) than losses (68.76%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 2.46% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.68 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 2.46%

Beta: 0.68

R²: 0.98

Upside Capture: 70.38%

Downside Capture: 68.76%

Expense Ratio

Marcos 2025 4 Valendo has an expense ratio of 0.11%, 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.

SPHD

Invesco S&P 500® High Dividend Low Volatility ETF

IWF

iShares Russell 1000 Growth ETF

QQQM

Invesco NASDAQ 100 ETF

BIL

SPDR Barclays 1-3 Month T-Bill ETF

SPMO

Invesco S&P 500 Momentum ETF

SGOV

iShares 0-3 Month Treasury Bond ETF

VWO

Vanguard FTSE Emerging Markets ETF

VYM

Vanguard High Dividend Yield ETF

VOO

Vanguard S&P 500 ETF

VEA

Vanguard FTSE Developed Markets ETF

Return for Risk

Risk / Return Rank

Marcos 2025 4 Valendo ranks 76 for risk / return — better than 76% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.17	1.84	+0.32
Sortino ratio Return per unit of downside risk	3.53	2.97	+0.56
Omega ratio Gain probability vs. loss probability	1.48	1.40	+0.08
Calmar ratio Return relative to maximum drawdown	2.39	1.82	+0.57
Martin ratio Return relative to average drawdown	10.19	7.76	+2.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VOO Vanguard S&P 500 ETF	81	1.94	3.10	1.42	2.04	8.70
QQQM Invesco NASDAQ 100 ETF	79	1.92	2.98	1.40	2.03	7.55
SPMO Invesco S&P 500 Momentum ETF	78	2.03	3.12	1.42	1.89	7.15
SPHD Invesco S&P 500® High Dividend Low Volatility ETF	36	0.97	1.52	1.18	0.44	1.43
VYM Vanguard High Dividend Yield ETF	85	2.29	3.59	1.47	2.37	9.07
VEA Vanguard FTSE Developed Markets ETF	89	2.67	3.79	1.51	2.70	10.59
VWO Vanguard FTSE Emerging Markets ETF	76	1.90	2.71	1.37	1.98	7.00
IWF iShares Russell 1000 Growth ETF	62	1.60	2.58	1.34	1.11	3.86
SGOV iShares 0-3 Month Treasury Bond ETF	100	20.51	283.73	200.83	412.76	4,634.40
BIL SPDR Barclays 1-3 Month T-Bill ETF	100	19.56	254.00	179.89	368.90	4,141.80

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.

Marcos 2025 4 Valendo Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

1-Year: 2.17
5-Year: 0.84
All Time: 0.97

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 1.63 to 2.54, 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 Marcos 2025 4 Valendo 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

Marcos 2025 4 Valendo provided a 2.32% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.32%	2.33%	2.58%	2.87%	2.03%	1.29%	1.56%	1.89%	1.94%	1.48%	1.70%	1.57%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
QQQM Invesco NASDAQ 100 ETF	0.52%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%
SPMO Invesco S&P 500 Momentum ETF	0.88%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%
SPHD Invesco S&P 500® High Dividend Low Volatility ETF	4.29%	4.02%	3.41%	4.48%	3.89%	3.45%	4.89%	4.07%	4.40%	3.14%	3.83%	3.49%
VYM Vanguard High Dividend Yield ETF	2.36%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%
VEA Vanguard FTSE Developed Markets ETF	2.88%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
VWO Vanguard FTSE Emerging Markets ETF	2.69%	2.79%	3.20%	3.52%	4.11%	2.63%	1.91%	3.23%	2.88%	2.30%	2.52%	3.26%
IWF iShares Russell 1000 Growth ETF	0.39%	0.36%	0.46%	0.67%	0.91%	0.49%	0.66%	0.99%	1.27%	1.10%	1.43%	1.37%
SGOV iShares 0-3 Month Treasury Bond ETF	3.95%	4.10%	5.10%	4.87%	1.45%	0.03%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%
BIL SPDR Barclays 1-3 Month T-Bill ETF	3.96%	4.13%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%	0.00%

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 Marcos 2025 4 Valendo. 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 Marcos 2025 4 Valendo was 17.28%, occurring on Sep 30, 2022. Recovery took 294 trading sessions.

The current Marcos 2025 4 Valendo drawdown is 3.48%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-17.28%	Jan 5, 2022	186	Sep 30, 2022	294	Dec 1, 2023	480
-12.85%	Feb 20, 2025	34	Apr 8, 2025	38	Jun 3, 2025	72
-6.36%	Feb 26, 2026	23	Mar 30, 2026	—	—	—
-5.74%	Jul 17, 2024	14	Aug 5, 2024	10	Aug 19, 2024	24
-4.94%	Oct 14, 2020	13	Oct 30, 2020	4	Nov 5, 2020	17

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 10 assets, with an effective number of assets of 8.42, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	BIL	SGOV	SPHD	VWO	VYM	SPMO	VEA	QQQM	IWF	VOO	Portfolio
Benchmark	1.00	-0.00	-0.01	0.56	0.63	0.79	0.85	0.78	0.92	0.94	1.00	0.98
BIL	-0.00	1.00	0.57	-0.02	0.03	-0.03	0.01	-0.00	0.00	0.00	-0.00	0.00
SGOV	-0.01	0.57	1.00	-0.01	0.02	-0.03	-0.00	-0.02	0.01	0.00	-0.01	-0.00
SPHD	0.56	-0.02	-0.01	1.00	0.38	0.85	0.38	0.58	0.32	0.33	0.56	0.62
VWO	0.63	0.03	0.02	0.38	1.00	0.53	0.55	0.77	0.61	0.59	0.63	0.69
VYM	0.79	-0.03	-0.03	0.85	0.53	1.00	0.66	0.73	0.57	0.58	0.79	0.83
SPMO	0.85	0.01	-0.00	0.38	0.55	0.66	1.00	0.66	0.82	0.84	0.85	0.87
VEA	0.78	-0.00	-0.02	0.58	0.77	0.73	0.66	1.00	0.68	0.68	0.78	0.83
QQQM	0.92	0.00	0.01	0.32	0.61	0.57	0.82	0.68	1.00	0.98	0.92	0.89
IWF	0.94	0.00	0.00	0.33	0.59	0.58	0.84	0.68	0.98	1.00	0.94	0.90
VOO	1.00	-0.00	-0.01	0.56	0.63	0.79	0.85	0.78	0.92	0.94	1.00	0.98
Portfolio	0.98	0.00	-0.00	0.62	0.69	0.83	0.87	0.83	0.89	0.90	0.98	1.00

The correlation results are calculated based on daily price changes starting from Oct 14, 2020

Marcos 2025 4 Valendo

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table