Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
PRWCX T. Rowe Price Capital Appreciation Fund | Diversified Portfolio | 50% |
GLD SPDR Gold Shares | Gold, Precious Metals | 10% |
FFRHX Fidelity Floating Rate High Income Fund | Bank Loan | 8% |
FTSL First Trust Senior Loan Fund | High Yield Bonds | 8% |
NFIAX Neuberger Berman Floating Rate Income Fund | Bank Loan | 8% |
PRFRX T. Rowe Price Floating Rate Fund | High Yield Bonds | 8% |
LFRIX Lord Abbett Floating Rate Fund | Bank Loan | 8% |
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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 2.21% Year-To-Date and 8.84% 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 | 0.00% | -1.09% | 2.21% | 2.67% | 10.77% | 12.31% | 8.18% | 8.84% |
| 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% |
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% |
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 +0.67%. At this rate, an investment would double in approximately 8.7 years.
Historically, 72% of months were positive and 28% were negative. The best month was Apr 2020 with a return of +7.3%, while the worst month was Mar 2020 at -9.3%. The longest winning streak lasted 14 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 +4.7%, while the worst single day was Mar 16, 2020 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.38% | 0.31% | -2.55% | 3.57% | 1.66% | -2.05% | 2.21% | ||||||
| 2025 | 2.61% | -0.41% | -0.11% | 0.64% | 1.97% | 1.98% | 1.43% | 0.95% | 2.07% | 1.37% | 1.00% | 0.26% | 14.63% |
| 2024 | 0.29% | 1.85% | 2.04% | -0.79% | 1.77% | 0.99% | 2.03% | 1.04% | 1.76% | 0.08% | 1.86% | -1.10% | 12.39% |
| 2023 | 4.21% | -1.28% | 2.42% | 0.99% | -0.37% | 2.47% | 1.75% | 0.13% | -1.73% | -0.57% | 3.99% | 2.85% | 15.66% |
| 2022 | -2.06% | 0.00% | 1.01% | -3.54% | -1.15% | -4.14% | 4.72% | -1.62% | -4.76% | 2.33% | 3.77% | -1.32% | -7.03% |
| 2021 | -0.92% | 0.72% | 1.84% | 2.83% | 1.11% | -0.23% | 1.32% | 1.13% | -1.26% | 2.59% | -1.08% | 2.14% | 10.55% |
Benchmark Metrics
marc 40/50/10 Stocks/HY/Gold has an annualized alpha of 3.65%, beta of 0.34, and R2 of 0.72 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 (42.37%) than losses (35.81%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.65% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.34 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
- 3.65%
- Beta
- 0.34
- R²
- 0.72
- Upside Capture
- 42.37%
- Downside Capture
- 35.81%
Expense Ratio
marc 40/50/10 Stocks/HY/Gold has an expense ratio of 0.69%, 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.
Return for Risk
Risk / Return Rank
marc 40/50/10 Stocks/HY/Gold ranks 41 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.
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 | 1.89 | 1.86 | +0.03 |
| Sortino ratioReturn per unit of downside risk | 2.66 | 2.53 | +0.13 |
| Omega ratioGain probability vs. loss probability | 1.38 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 2.53 | -0.52 |
| Martin ratioReturn relative to average drawdown | 8.28 | 11.37 | -3.09 |
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 |
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 |
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Dividends
Dividend yield
marc 40/50/10 Stocks/HY/Gold provided a 7.16% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 7.16% | 7.45% | 8.42% | 5.27% | 6.36% | 5.99% | 5.56% | 4.90% | 5.64% | 5.00% | 3.38% | 6.57% |
| 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% |
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 22.36%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.
The current marc 40/50/10 Stocks/HY/Gold drawdown is 2.05%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -22.36%Mar 2020 | 1mo 2d | 4mo | 5mo 2dFeb 2020 - Jul 2020 |
Bear market2022 | -11.47%Oct 2022 | 9mo 14d | 8mo 4d | 1y 5moJan 2022 - Jun 2023 |
2025 selloff2025 | -7.36%Apr 2025 | 3mo 20d | 2mo 2d | 5mo 22dDec 2024 - Jun 2025 |
Rate-hike selloffLate 2018 | -6.18%Dec 2018 | 3mo 4d | 1mo 7d | 4mo 11dSep 2018 - Jan 2019 |
2026 pullback2026 | -5.23%Mar 2026 | 1mo 27d | 21d | 2mo 18dJan 2026 - Apr 2026 |
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 7 assets, with an effective number of assets of 3.42, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.39 | 1.33 | 1.29 | 1.28 | 1.31 |
The portfolio has a diversification ratio of 1.31, 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
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 2, 2013 | 0.86 |
Benchmark Correlations
Correlation vs. S&P 500 Index. PRWCX has the highest benchmark correlation at 0.93, while GLD has the lowest at 0.02.
Asset Correlations Table
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