Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FFRHX Fidelity Floating Rate High Income Fund | High Yield Bonds | 8% |
FTSL First Trust Senior Loan Fund | High Yield Bonds, Actively Managed | 8% |
GLD SPDR Gold Shares | Gold, Precious Metals | 10% |
LFRIX Lord Abbett Floating Rate Fund | Bank Loan | 8% |
NFIAX Neuberger Berman Floating Rate Income Fund | Bank Loan | 8% |
PRFRX T. Rowe Price Floating Rate Fund | High Yield Bonds | 8% |
PRWCX T. Rowe Price Capital Appreciation Fund | Diversified Portfolio | 50% |
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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The earliest data available for this chart is May 2, 2013, corresponding to the inception date of FTSL
Returns By Period
As of Apr 4, 2026, the marc 40/50/10 Stocks/HY/Gold returned -0.81% Year-To-Date and 9.19% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio marc 40/50/10 Stocks/HY/Gold | -0.21% | -2.20% | -0.81% | 5.30% | 19.59% | 13.26% | 9.06% | 9.19% |
| Portfolio components: | ||||||||
FFRHX Fidelity Floating Rate High Income Fund | -0.11% | -0.11% | -0.61% | 0.77% | 5.70% | 6.96% | 5.18% | 4.98% |
FTSL First Trust Senior Loan Fund | -0.06% | 0.46% | -0.75% | 0.83% | 7.24% | 7.05% | 4.88% | 4.49% |
NFIAX Neuberger Berman Floating Rate Income Fund | 0.00% | -0.22% | -0.72% | 0.64% | 5.31% | 7.13% | 4.78% | 4.48% |
PRFRX T. Rowe Price Floating Rate Fund | -0.11% | -0.22% | 0.05% | 3.46% | 13.45% | 10.22% | 7.20% | 5.67% |
LFRIX Lord Abbett Floating Rate Fund | 0.00% | -0.13% | -0.80% | 1.07% | 5.61% | 7.45% | 5.18% | 4.57% |
GLD SPDR Gold Shares | -1.92% | -7.88% | 8.35% | 20.07% | 53.51% | 32.51% | 21.53% | 13.97% |
PRWCX T. Rowe Price Capital Appreciation Fund | 0.03% | -2.61% | -2.85% | 5.47% | 23.43% | 13.82% | 9.30% | 11.46% |
Monthly Returns
Based on dividend-adjusted daily data since May 3, 2013, marc 40/50/10 Stocks/HY/Gold's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, your investment would double in approximately 8.4 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 | 1.42% | 0.35% | -2.71% | 0.17% | -0.81% | ||||||||
| 2025 | 2.61% | -0.41% | -0.11% | 0.69% | 2.03% | 2.03% | 1.43% | 0.95% | 2.07% | 1.42% | 1.05% | 4.00% | 19.18% |
| 2024 | 0.29% | 1.85% | 2.04% | -0.79% | 1.71% | 0.99% | 2.03% | 1.04% | 1.76% | 0.02% | 1.80% | -1.10% | 12.20% |
| 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 4.12%, beta of 0.34, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since May 03, 2013.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (43.14%) than losses (32.96%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.12% 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
- 4.12%
- Beta
- 0.34
- R²
- 0.70
- Upside Capture
- 43.14%
- Downside Capture
- 32.96%
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 89 for risk / return — in the top 89% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 0.88 | +1.10 |
Sortino ratioReturn per unit of downside risk | 3.34 | 1.37 | +1.97 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.21 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 3.06 | 1.39 | +1.67 |
Martin ratioReturn relative to average drawdown | 12.40 | 6.43 | +5.97 |
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 | |
|---|---|---|---|---|---|---|
FFRHX Fidelity Floating Rate High Income Fund | 75 | 1.46 | 2.06 | 1.49 | 1.77 | 8.52 |
FTSL First Trust Senior Loan Fund | 74 | 1.55 | 2.04 | 1.42 | 2.04 | 7.29 |
NFIAX Neuberger Berman Floating Rate Income Fund | 89 | 1.77 | 2.72 | 1.63 | 2.54 | 10.75 |
PRFRX T. Rowe Price Floating Rate Fund | 99 | 3.62 | 7.25 | 2.37 | 6.05 | 28.87 |
LFRIX Lord Abbett Floating Rate Fund | 85 | 1.67 | 2.41 | 1.61 | 2.41 | 9.19 |
GLD SPDR Gold Shares | 78 | 1.77 | 2.19 | 1.32 | 2.57 | 9.28 |
PRWCX T. Rowe Price Capital Appreciation Fund | 79 | 1.24 | 2.32 | 1.33 | 2.57 | 10.42 |
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Dividends
Dividend yield
marc 40/50/10 Stocks/HY/Gold provided a 11.22% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 11.22% | 11.14% | 8.26% | 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 | 6.75% | 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 | 6.58% | 6.59% | 7.56% | 7.59% | 4.77% | 3.17% | 3.48% | 4.44% | 4.29% | 3.64% | 3.70% | 3.95% |
NFIAX Neuberger Berman Floating Rate Income Fund | 6.24% | 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 | 12.92% | 12.91% | 8.17% | 9.57% | 4.03% | 3.86% | 4.00% | 4.84% | 4.87% | 4.04% | 4.07% | 4.07% |
LFRIX Lord Abbett Floating Rate Fund | 6.54% | 7.20% | 7.68% | 7.63% | 3.95% | 4.01% | 4.64% | 5.71% | 5.60% | 4.65% | 4.64% | 4.72% |
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% |
PRWCX T. Rowe Price Capital Appreciation Fund | 16.18% | 15.72% | 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 3.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.36% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
| -11.47% | Jan 3, 2022 | 198 | Oct 14, 2022 | 167 | Jun 15, 2023 | 365 |
| -7.36% | Dec 19, 2024 | 74 | Apr 8, 2025 | 39 | Jun 4, 2025 | 113 |
| -6.18% | Sep 21, 2018 | 65 | Dec 24, 2018 | 24 | Jan 30, 2019 | 89 |
| -5.14% | Jan 29, 2026 | 41 | Mar 27, 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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | GLD | FTSL | NFIAX | PRFRX | PRWCX | LFRIX | FFRHX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.01 | 0.37 | 0.22 | 0.24 | 0.93 | 0.27 | 0.28 | 0.86 |
| GLD | 0.01 | 1.00 | 0.06 | -0.01 | 0.01 | 0.02 | -0.03 | -0.00 | 0.31 |
| FTSL | 0.37 | 0.06 | 1.00 | 0.31 | 0.30 | 0.36 | 0.32 | 0.34 | 0.40 |
| NFIAX | 0.22 | -0.01 | 0.31 | 1.00 | 0.70 | 0.23 | 0.71 | 0.70 | 0.32 |
| PRFRX | 0.24 | 0.01 | 0.30 | 0.70 | 1.00 | 0.25 | 0.69 | 0.68 | 0.34 |
| PRWCX | 0.93 | 0.02 | 0.36 | 0.23 | 0.25 | 1.00 | 0.27 | 0.28 | 0.92 |
| LFRIX | 0.27 | -0.03 | 0.32 | 0.71 | 0.69 | 0.27 | 1.00 | 0.70 | 0.36 |
| FFRHX | 0.28 | -0.00 | 0.34 | 0.70 | 0.68 | 0.28 | 0.70 | 1.00 | 0.37 |
| Portfolio | 0.86 | 0.31 | 0.40 | 0.32 | 0.34 | 0.92 | 0.36 | 0.37 | 1.00 |