Marks 3 income

Asset Allocation

Position	Category/Sector	Target Weight
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF	High Yield Bonds	10%
DBMF iM DBi Managed Futures Strategy ETF	Hedge Fund, Actively Managed	10%
GLD SPDR Gold Shares	Gold, Precious Metals	5%
PFF iShares Preferred and Income Securities ETF	Preferred Stock/Convertible Bonds	20%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	20%
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	10%
VGIT Vanguard Intermediate-Term Treasury ETF	Government Bonds	15%
VYM Vanguard High Dividend Yield ETF	Dividend	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Marks 3 income, 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 28, 2020, corresponding to the inception date of SGOV

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Marks 3 income	0.06%	-1.88%	4.07%	5.96%	12.22%	9.38%	5.90%	—
Portfolio components:
PFF iShares Preferred and Income Securities ETF	0.16%	-2.26%	-0.60%	-1.71%	5.34%	5.55%	1.18%	3.35%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.44%	12.35%	13.88%	13.89%	11.70%	8.35%	12.30%
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF	0.28%	-1.14%	-0.28%	0.34%	6.53%	7.48%	3.37%	6.74%
VGIT Vanguard Intermediate-Term Treasury ETF	0.13%	-1.05%	0.03%	0.77%	4.08%	3.19%	0.33%	1.32%
SGOV iShares 0-3 Month Treasury Bond ETF	0.04%	0.32%	0.92%	1.92%	4.10%	4.81%	3.42%	—
VYM Vanguard High Dividend Yield ETF	0.11%	-2.81%	3.80%	6.43%	17.34%	14.92%	11.04%	11.27%
DBMF iM DBi Managed Futures Strategy ETF	0.33%	0.36%	8.44%	15.46%	27.06%	10.31%	8.74%	—
GLD SPDR Gold Shares	-1.92%	-8.27%	8.35%	21.03%	49.02%	32.51%	21.53%	13.97%

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

Monthly Returns

Based on dividend-adjusted daily data since May 29, 2020, Marks 3 income's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, your investment would double in approximately 9.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +5.2%, while the worst month was Jun 2022 at -3.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Marks 3 income closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +3.0%, while the worst single day was Jun 11, 2020 at -2.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.77%	3.24%	-3.08%	0.24%									4.07%
2025	1.69%	1.02%	-0.73%	-1.79%	0.86%	2.02%	0.44%	2.47%	1.53%	0.09%	1.60%	0.44%	10.01%
2024	1.02%	0.96%	2.86%	-1.84%	1.69%	0.34%	2.49%	1.43%	1.68%	-0.80%	1.92%	-2.93%	9.01%
2023	3.41%	-2.19%	-0.66%	0.41%	-2.05%	2.31%	1.73%	-0.77%	-1.67%	-1.81%	4.12%	2.98%	5.66%
2022	-2.20%	-0.76%	1.17%	-2.50%	1.65%	-3.77%	2.82%	-2.13%	-3.68%	2.88%	3.41%	-1.66%	-5.03%
2021	-0.83%	1.47%	3.30%	1.56%	1.88%	-0.25%	0.78%	0.47%	-1.65%	2.15%	-1.45%	3.18%	10.98%

Benchmark Metrics

Marks 3 income has an annualized alpha of 2.81%, beta of 0.35, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since May 29, 2020.

This portfolio participated in 43.39% of S&P 500 Index downside but only 41.31% of its upside — more exposed to losses than it benefited from rallies.
This portfolio generated an annualized alpha of 2.81% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.35 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: 2.81%

Beta: 0.35

R²: 0.70

Upside Capture: 41.31%

Downside Capture: 43.39%

Expense Ratio

Marks 3 income has an expense ratio of 0.26%, 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.

DBMF

iM DBi Managed Futures Strategy ETF

PFF

iShares Preferred and Income Securities ETF

GLD

SPDR Gold Shares

ANGL

VanEck Vectors Fallen Angel High Yield Bond ETF

SGOV

iShares 0-3 Month Treasury Bond ETF

SCHD

Schwab U.S. Dividend Equity ETF

VGIT

Vanguard Intermediate-Term Treasury ETF

VYM

Vanguard High Dividend Yield ETF

Return for Risk

Risk / Return Rank

Marks 3 income ranks 71 for risk / return — better than 71% 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.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.65	0.88	+0.76
Sortino ratio Return per unit of downside risk	2.32	1.37	+0.95
Omega ratio Gain probability vs. loss probability	1.35	1.21	+0.14
Calmar ratio Return relative to maximum drawdown	2.15	1.39	+0.77
Martin ratio Return relative to average drawdown	8.83	6.43	+2.40
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
PFF iShares Preferred and Income Securities ETF	30	0.64	0.94	1.12	1.07	3.01
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF	50	1.00	1.40	1.24	1.29	5.29
VGIT Vanguard Intermediate-Term Treasury ETF	52	1.08	1.61	1.19	1.64	5.01
SGOV iShares 0-3 Month Treasury Bond ETF	100	20.63	286.00	202.83	412.76	4,634.41
VYM Vanguard High Dividend Yield ETF	60	1.15	1.65	1.25	1.59	6.96
DBMF iM DBi Managed Futures Strategy ETF	94	2.25	3.05	1.48	4.38	18.76
GLD SPDR Gold Shares	80	1.77	2.19	1.32	2.57	9.28

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.

Marks 3 income Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.65
5-Year: 0.87
All Time: 1.12

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 0.97 to 1.66, 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 Marks 3 income 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

Marks 3 income provided a 4.23% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.23%	4.46%	4.53%	4.05%	3.83%	3.41%	2.80%	3.75%	3.12%	2.70%	2.83%	2.90%
Portfolio components:
PFF iShares Preferred and Income Securities ETF	5.84%	6.30%	6.32%	6.63%	6.01%	4.45%	4.79%	5.31%	6.32%	5.59%	5.85%	5.76%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF	6.41%	6.20%	6.29%	5.27%	4.72%	3.90%	4.67%	5.19%	5.99%	5.25%	5.34%	5.81%
VGIT Vanguard Intermediate-Term Treasury ETF	3.82%	3.79%	3.67%	2.73%	1.74%	1.69%	2.23%	2.24%	2.05%	1.67%	1.69%	1.69%
SGOV iShares 0-3 Month Treasury Bond ETF	3.95%	4.10%	5.10%	4.87%	1.45%	0.03%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%
VYM Vanguard High Dividend Yield ETF	2.37%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%
DBMF iM DBi Managed Futures Strategy ETF	5.28%	5.91%	5.75%	2.91%	7.72%	10.38%	0.86%	9.35%	0.00%	0.00%	0.00%	0.00%
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%

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 Marks 3 income. 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 Marks 3 income was 9.25%, occurring on Oct 12, 2022. Recovery took 298 trading sessions.

The current Marks 3 income drawdown is 2.91%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-9.25%	Jan 5, 2022	194	Oct 12, 2022	298	Dec 19, 2023	492
-6.63%	Dec 2, 2024	87	Apr 8, 2025	56	Jun 30, 2025	143
-4.25%	Mar 3, 2026	14	Mar 20, 2026	—	—	—
-4.1%	Jun 9, 2020	14	Jun 26, 2020	18	Jul 23, 2020	32
-3.79%	Sep 3, 2020	14	Sep 23, 2020	13	Oct 12, 2020	27

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 6.90, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	SGOV	DBMF	GLD	VGIT	PFF	SCHD	ANGL	VYM	Portfolio
Benchmark	1.00	-0.02	0.17	0.13	0.04	0.63	0.71	0.67	0.79	0.79
SGOV	-0.02	1.00	-0.02	0.02	0.03	-0.01	-0.03	-0.02	-0.03	-0.02
DBMF	0.17	-0.02	1.00	0.13	-0.32	-0.03	0.10	-0.05	0.16	0.22
GLD	0.13	0.02	0.13	1.00	0.32	0.20	0.12	0.24	0.13	0.34
VGIT	0.04	0.03	-0.32	0.32	1.00	0.33	0.03	0.42	0.01	0.23
PFF	0.63	-0.01	-0.03	0.20	0.33	1.00	0.55	0.70	0.58	0.76
SCHD	0.71	-0.03	0.10	0.12	0.03	0.55	1.00	0.55	0.94	0.88
ANGL	0.67	-0.02	-0.05	0.24	0.42	0.70	0.55	1.00	0.57	0.73
VYM	0.79	-0.03	0.16	0.13	0.01	0.58	0.94	0.57	1.00	0.89
Portfolio	0.79	-0.02	0.22	0.34	0.23	0.76	0.88	0.73	0.89	1.00

The correlation results are calculated based on daily price changes starting from May 29, 2020

Marks 3 income

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table