Marco

The chart shows the growth of an initial investment of $10,000 in Marco , 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.

As of Apr 11, 2026, the Marco returned 2.09% Year-To-Date and 0.98% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 29, 2007, Marco 's average daily return is 0.00%, while the average monthly return is -0.10%.

Historically, 50% of months were positive and 50% were negative. The best month was Nov 2020 with a return of +27.0%, while the worst month was Oct 2008 at -24.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 9 months.

On a daily basis, Marco closed higher 52% of trading days. The best single day was Aug 3, 2012 with a return of +9.4%, while the worst single day was Oct 25, 2017 at -17.5%.

Marco has an annualized alpha of -8.05%, beta of 0.73, and R² of 0.27 versus S&P 500 Index. Calculated based on daily prices since March 29, 2007.

• This portfolio participated in 123.20% of S&P 500 Index downside but only 65.99% of its upside — more exposed to losses than it benefited from rallies.
• R² of 0.27 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.

Marco has an expense ratio of 0.08%, 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.

Marco ranks 74 for risk / return — better than 74% 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.

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.

Marco Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 3.20
• 5-Year: 0.46
• 10-Year: 0.04
• All Time: -0.16

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 2.14 to 3.05, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Marco compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Marco provided a 3.05% 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 Marco . 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 Marco was 91.44%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current Marco drawdown is 65.46%.

The chart below shows the rolling one-month volatility.