marc 40/50/10 Stocks/HY/Gold

Asset Allocation

Position	Category/Sector	Target Weight
IVV iShares Core S&P 500 ETF	S&P 500	20%
PRWCX T. Rowe Price Capital Appreciation Fund	Diversified Portfolio	20%
FFRHX Fidelity Floating Rate High Income Fund	Bank Loan	10%
FTSL First Trust Senior Loan Fund	High Yield Bonds	10%
NFIAX Neuberger Berman Floating Rate Income Fund	Bank Loan	10%
PRFRX T. Rowe Price Floating Rate Fund	High Yield Bonds	10%
LFRIX Lord Abbett Floating Rate Fund	Bank Loan	10%
GLD SPDR Gold Shares	Gold, Precious Metals	10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in marc 40/50/10 Stocks/HY/Gold, 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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Returns By Period

As of Jun 13, 2026, the marc 40/50/10 Stocks/HY/Gold returned 3.12% Year-To-Date and 9.12% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio marc 40/50/10 Stocks/HY/Gold	0.12%	-0.76%	3.12%	3.58%	12.92%	13.60%	9.00%	9.12%
Portfolio components:
FFRHX Fidelity Floating Rate High Income Fund	-0.11%	-0.00%	1.60%	1.98%	5.89%	7.24%	5.35%	4.90%
FTSL First Trust Senior Loan Fund	-0.04%	-0.10%	0.51%	0.66%	4.27%	7.06%	4.95%	4.44%
GLD SPDR Gold Shares	0.06%	-9.52%	-2.47%	-2.25%	22.21%	28.89%	17.08%	12.15%
IVV iShares Core S&P 500 ETF	0.55%	-0.85%	9.08%	9.43%	25.77%	20.95%	13.42%	15.47%
LFRIX Lord Abbett Floating Rate Fund	0.00%	0.17%	1.53%	2.10%	6.20%	7.67%	5.35%	4.52%
NFIAX Neuberger Berman Floating Rate Income Fund	0.00%	0.08%	1.15%	1.59%	5.17%	7.57%	4.96%	4.49%
PRFRX T. Rowe Price Floating Rate Fund	-0.11%	-0.10%	0.83%	2.01%	7.80%	9.76%	6.95%	5.46%
PRWCX T. Rowe Price Capital Appreciation Fund	0.60%	-0.78%	3.69%	4.12%	11.98%	12.55%	8.27%	11.12%

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

Monthly Returns

Based on dividend-adjusted daily data since May 2, 2013, marc 40/50/10 Stocks/HY/Gold's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +7.3%, while the worst month was Mar 2020 at -10.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, marc 40/50/10 Stocks/HY/Gold closed higher 58% of trading days. The best single day was Mar 24, 2020 with a return of +4.3%, while the worst single day was Mar 16, 2020 at -5.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.54%	0.22%	-2.55%	3.89%	1.89%	-1.77%							3.12%
2025	2.25%	-0.27%	-0.66%	0.41%	2.52%	2.15%	1.26%	1.32%	2.48%	1.36%	0.96%	0.51%	15.20%
2024	0.53%	2.15%	2.23%	-0.77%	2.15%	1.07%	1.66%	1.22%	1.68%	0.43%	2.14%	-0.86%	14.42%
2023	4.20%	-1.15%	2.20%	0.98%	-0.19%	2.91%	1.90%	0.03%	-1.69%	-0.36%	4.03%	2.69%	16.48%
2022	-1.93%	-0.38%	1.19%	-3.29%	-1.52%	-4.26%	4.26%	-1.24%	-4.85%	2.88%	3.56%	-1.50%	-7.34%
2021	-0.45%	0.65%	1.62%	2.56%	1.24%	0.02%	1.14%	1.23%	-1.46%	2.62%	-0.76%	2.27%	11.10%

Benchmark Metrics

marc 40/50/10 Stocks/HY/Gold has an annualized alpha of 3.35%, beta of 0.36, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since May 02, 2013.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (44.10%) than losses (39.14%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.35% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.36 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: 3.35%

Beta: 0.36

R²: 0.84

Upside Capture: 44.10%

Downside Capture: 39.14%

See how alpha, beta & R² have trended over time →

Expense Ratio

marc 40/50/10 Stocks/HY/Gold has an expense ratio of 0.57%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

NFIAX

Neuberger Berman Floating Rate Income Fund

FTSL

First Trust Senior Loan Fund

PRFRX

T. Rowe Price Floating Rate Fund

PRWCX

T. Rowe Price Capital Appreciation Fund

FFRHX

Fidelity Floating Rate High Income Fund

LFRIX

Lord Abbett Floating Rate Fund

GLD

SPDR Gold Shares

IVV

iShares Core S&P 500 ETF

Return for Risk

Risk / Return Rank

marc 40/50/10 Stocks/HY/Gold ranks 58 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.

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

The table below presents risk-adjusted performance metrics for marc 40/50/10 Stocks/HY/Gold and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.20	1.86	+0.34
Sortino ratioReturn per unit of downside risk	3.09	2.53	+0.56
Omega ratioGain probability vs. loss probability	1.44	1.34	+0.10
Calmar ratioReturn relative to maximum drawdown	2.43	2.53	-0.10
Martin ratioReturn relative to average drawdown	10.18	11.37	-1.19

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FFRHX Fidelity Floating Rate High Income Fund	93	2.45	5.83	1.86	4.87	17.02
FTSL First Trust Senior Loan Fund	65	2.04	3.17	1.47	1.85	6.88
GLD SPDR Gold Shares	26	0.87	1.24	1.18	0.98	2.81
IVV iShares Core S&P 500 ETF	67	2.00	2.70	1.36	2.76	12.43
LFRIX Lord Abbett Floating Rate Fund	92	2.50	5.72	1.97	3.92	14.80
NFIAX Neuberger Berman Floating Rate Income Fund	92	2.32	5.86	1.92	4.75	16.22
PRFRX T. Rowe Price Floating Rate Fund	96	2.91	7.36	2.14	5.15	19.34
PRWCX T. Rowe Price Capital Appreciation Fund	36	1.49	2.11	1.28	1.82	7.78

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. Learn how to interpret the Sharpe ratio.

The current marc 40/50/10 Stocks/HY/Gold Sharpe ratio is 2.20 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 marc 40/50/10 Stocks/HY/Gold 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

marc 40/50/10 Stocks/HY/Gold provided a 5.55% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	5.55%	5.80%	6.38%	5.11%	4.27%	3.80%	3.87%	4.02%	4.32%	3.70%	3.13%	4.47%
Portfolio components:
FFRHX Fidelity Floating Rate High Income Fund	7.10%	7.41%	6.94%	8.24%	3.81%	2.74%	3.84%	5.15%	4.74%	4.05%	4.44%	3.69%
FTSL First Trust Senior Loan Fund	6.47%	6.59%	7.56%	7.59%	4.77%	3.17%	3.48%	4.44%	4.29%	3.64%	3.70%	3.95%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IVV iShares Core S&P 500 ETF	1.08%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%
LFRIX Lord Abbett Floating Rate Fund	6.91%	7.20%	7.68%	7.63%	3.95%	4.01%	4.64%	5.71%	5.60%	4.65%	4.64%	4.72%
NFIAX Neuberger Berman Floating Rate Income Fund	6.60%	6.84%	8.05%	6.89%	3.97%	3.36%	3.68%	4.71%	4.32%	3.44%	3.46%	4.05%
PRFRX T. Rowe Price Floating Rate Fund	9.26%	9.99%	10.20%	9.57%	4.03%	3.86%	4.00%	4.84%	4.87%	4.04%	4.07%	4.07%
PRWCX T. Rowe Price Capital Appreciation Fund	8.50%	8.81%	10.38%	4.15%	9.44%	9.23%	7.97%	5.83%	7.46%	6.82%	3.51%	9.86%

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 marc 40/50/10 Stocks/HY/Gold. 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 marc 40/50/10 Stocks/HY/Gold was 23.29%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.

The current marc 40/50/10 Stocks/HY/Gold drawdown is 1.77%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-23.29%Mar 2020	1mo 2d	4mo 10d	5mo 12dFeb 2020 - Jul 2020
Bear market2022	-11.74%Oct 2022	9mo 12d	8mo 2d	1y 5moJan 2022 - Jun 2023
Rate-hike selloffLate 2018	-7.30%Dec 2018	2mo 22d	1mo 23d	4mo 15dOct 2018 - Feb 2019
2025 selloff2025	-6.45%Apr 2025	1mo 17d	1mo 4d	2mo 21dFeb 2025 - May 2025
2016 pullback2016	-5.76%Jan 2016	8mo 6d	2mo 11d	10mo 17dMay 2015 - Mar 2016

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 8 assets, with an effective number of assets of 7.14, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.41	1.46	1.37	1.34	1.36

The portfolio has a diversification ratio of 1.36, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

marc 40/50/10 Stocks/HY/Gold correlation to the S&P 500 Index

marc 40/50/10 Stocks/HY/Gold has a 0.85 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since May 2, 2013	0.90

Benchmark Correlations

Correlation vs. S&P 500 Index. IVV has the highest benchmark correlation at 1.00, while GLD has the lowest at 0.02.

0.02

0.22

0.24

0.27

0.28

0.37

0.93

1.00

Portfolio Correlations

Correlation vs. marc 40/50/10 Stocks/HY/Gold. IVV has the highest portfolio correlation at 0.91, while GLD has the lowest at 0.30.

0.30

0.33

0.36

0.38

0.39

0.43

0.90

0.91

Asset Correlations Table

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

	GLD	FTSL	NFIAX	PRFRX	LFRIX	FFRHX	PRWCX	IVV
GLD	1.00	0.06	-0.00	0.02	-0.02	0.00	0.03	0.02
FTSL	0.06	1.00	0.30	0.31	0.32	0.33	0.36	0.38
NFIAX	-0.00	0.30	1.00	0.68	0.71	0.70	0.24	0.22
PRFRX	0.02	0.31	0.68	1.00	0.67	0.67	0.26	0.24
LFRIX	-0.02	0.32	0.71	0.67	1.00	0.70	0.27	0.27
FFRHX	0.00	0.33	0.70	0.67	0.70	1.00	0.28	0.27
PRWCX	0.03	0.36	0.24	0.26	0.27	0.28	1.00	0.93
IVV	0.02	0.38	0.22	0.24	0.27	0.27	0.93	1.00

The correlation results are calculated based on daily price changes starting from May 2, 2013

Diversification Analysis

Find what marc 40/50/10 Stocks/HY/Gold is missing

See which holdings overlap, where marc 40/50/10 Stocks/HY/Gold is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification