Mariano2

The chart shows the growth of an initial investment of CHF 10,000 in Mariano2, 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.

Based on dividend-adjusted daily data since Aug 19, 2025, Mariano2's average daily return is +0.11%, while the average monthly return is +2.31%. At this rate, an investment would double in approximately 2.5 years.

Historically, 58% of months were positive and 42% were negative. The best month was Sep 2025 with a return of +12.7%, while the worst month was Mar 2026 at -7.8%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Mariano2 closed higher 57% of trading days. The best single day was Jan 28, 2026 with a return of +3.4%, while the worst single day was Jan 30, 2026 at -5.7%.

Mariano2 has an annualized alpha of 18.38%, beta of 0.62, and R2 of 0.13 versus S&P 500 Index. Calculated based on daily prices since August 19, 2025.

• This portfolio captured 35.18% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -264.12%) - a profile typical of hedging or uncorrelated assets.
• Beta of 0.62 may look defensive, but with R2 of 0.13 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.13 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.

Mariano2 has an expense ratio of 0.60%, 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.

There isn't enough data available to calculate the Sharpe ratio for Mariano2. This metric is based on the past 12 months of trading data. Please check back later for updated information.

Mariano2 provided a 9.11% 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 Mariano2. 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 Mariano2 was 16.55%, occurring on Jul 17, 2026. The portfolio has not yet recovered.

The current Mariano2 drawdown is 15.57%.

The chart below shows the rolling one-month volatility.