Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Marcos 2025 4 Valendo, 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 Jun 5, 2025, corresponding to the inception date of IAUI
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.44% | -1.90% | -3.41% | -1.91% | 30.31% | 17.22% | 10.14% | 12.44% |
Portfolio Marcos 2025 4 Valendo | 0.28% | -1.79% | 1.22% | 2.74% | — | — | — | — |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | 0.44% | -1.75% | -3.12% | -1.31% | 31.67% | 18.81% | 11.72% | 14.33% |
QQQM Invesco NASDAQ 100 ETF | 0.61% | -1.75% | -4.06% | -2.88% | 39.78% | 23.59% | 12.92% | — |
SPMO Invesco S&P 500 Momentum ETF | 0.81% | -1.90% | -2.78% | -3.43% | 41.76% | 28.84% | 17.49% | 17.58% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 0.30% | -3.34% | 4.94% | 3.54% | 12.69% | 10.06% | 6.99% | 7.46% |
VYM Vanguard High Dividend Yield ETF | 0.39% | -0.78% | 4.21% | 6.58% | 30.28% | 15.21% | 11.00% | 11.39% |
VEA Vanguard FTSE Developed Markets ETF | 0.74% | -0.08% | 4.42% | 8.43% | 43.21% | 16.56% | 8.74% | 9.55% |
VWO Vanguard FTSE Emerging Markets ETF | 0.35% | -0.84% | 0.47% | 0.17% | 31.77% | 13.62% | 3.99% | 7.88% |
IWF iShares Russell 1000 Growth ETF | 0.40% | -3.34% | -8.70% | -8.53% | 33.07% | 21.74% | 12.04% | 16.80% |
SGOV iShares 0-3 Month Treasury Bond ETF | 0.01% | 0.28% | 0.93% | 1.89% | 4.06% | 4.78% | 3.42% | — |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.02% | 0.29% | 0.92% | 1.83% | 3.98% | 4.69% | 3.29% | 2.13% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 6, 2025, Marcos 2025 4 Valendo's average daily return is +0.06%, while the average monthly return is +1.11%. At this rate, your investment would double in approximately 5.2 years.
Historically, 91% of months were positive and 9% were negative. The best month was Jan 2026 with a return of +3.6%, while the worst month was Mar 2026 at -4.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 1 months.
On a daily basis, Marcos 2025 4 Valendo closed higher 57% of trading days. The best single day was Mar 31, 2026 with a return of +2.2%, while the worst single day was Mar 3, 2026 at -1.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.64% | 1.98% | -4.80% | 0.61% | 1.22% | ||||||||
| 2025 | 2.48% | 0.79% | 1.85% | 3.27% | 1.45% | 0.35% | 0.56% | 11.21% |
Benchmark Metrics
Marcos 2025 4 Valendo has an annualized alpha of 6.76%, beta of 0.60, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since June 06, 2025.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (82.73%) than losses (42.07%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 6.76% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.60 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
- 6.76%
- Beta
- 0.60
- R²
- 0.71
- Upside Capture
- 82.73%
- Downside Capture
- 42.07%
Expense Ratio
Marcos 2025 4 Valendo has an expense ratio of 0.16%, 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.
Top 10 holdings
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 81 | 1.94 | 3.10 | 1.42 | 2.04 | 8.70 |
QQQM Invesco NASDAQ 100 ETF | 79 | 1.92 | 2.98 | 1.40 | 2.03 | 7.55 |
SPMO Invesco S&P 500 Momentum ETF | 78 | 2.03 | 3.12 | 1.42 | 1.89 | 7.15 |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 36 | 0.97 | 1.52 | 1.18 | 0.44 | 1.43 |
VYM Vanguard High Dividend Yield ETF | 85 | 2.29 | 3.59 | 1.47 | 2.37 | 9.07 |
VEA Vanguard FTSE Developed Markets ETF | 89 | 2.67 | 3.79 | 1.51 | 2.70 | 10.59 |
VWO Vanguard FTSE Emerging Markets ETF | 76 | 1.90 | 2.71 | 1.37 | 1.98 | 7.00 |
IWF iShares Russell 1000 Growth ETF | 62 | 1.60 | 2.58 | 1.34 | 1.11 | 3.86 |
SGOV iShares 0-3 Month Treasury Bond ETF | 100 | 20.51 | 283.73 | 200.83 | 412.76 | 4,634.40 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 100 | 19.56 | 254.00 | 179.89 | 368.90 | 4,141.80 |
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Dividends
Dividend yield
Marcos 2025 4 Valendo provided a 3.79% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.79% | 3.64% | 3.43% | 3.59% | 2.52% | 1.83% | 1.76% | 2.23% | 2.21% | 1.82% | 2.27% | 1.90% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
QQQM Invesco NASDAQ 100 ETF | 0.52% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPMO Invesco S&P 500 Momentum ETF | 0.88% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 4.29% | 4.02% | 3.41% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% |
VYM Vanguard High Dividend Yield ETF | 2.36% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
VEA Vanguard FTSE Developed Markets ETF | 2.88% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VWO Vanguard FTSE Emerging Markets ETF | 2.69% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
IWF iShares Russell 1000 Growth ETF | 0.39% | 0.36% | 0.46% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% |
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% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.96% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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 Marcos 2025 4 Valendo. 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 Marcos 2025 4 Valendo was 7.06%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current Marcos 2025 4 Valendo drawdown is 4.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.06% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -2.82% | Nov 13, 2025 | 6 | Nov 20, 2025 | 9 | Dec 4, 2025 | 15 |
| -2.54% | Jan 29, 2026 | 6 | Feb 5, 2026 | 4 | Feb 11, 2026 | 10 |
| -1.7% | Oct 9, 2025 | 2 | Oct 10, 2025 | 3 | Oct 15, 2025 | 5 |
| -1.54% | Jul 24, 2025 | 7 | Aug 1, 2025 | 5 | Aug 8, 2025 | 12 |
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 15 assets, with an effective number of assets of 11.99, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| Benchmark | BIL | SGOV | SPHD | IAUI | IAU | BIT | URA | VYM | SPMO | IWF | VWO | QQQM | VEA | VXUS | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.01 | -0.12 | 0.29 | 0.13 | 0.13 | 0.47 | 0.52 | 0.74 | 0.88 | 0.93 | 0.72 | 0.94 | 0.79 | 0.80 | 1.00 | 0.85 |
| BIL | -0.01 | 1.00 | 0.53 | 0.02 | 0.02 | -0.01 | -0.12 | -0.06 | -0.04 | -0.03 | -0.02 | -0.07 | 0.00 | -0.03 | -0.05 | -0.01 | -0.04 |
| SGOV | -0.12 | 0.53 | 1.00 | 0.04 | 0.07 | 0.03 | -0.11 | -0.08 | -0.05 | -0.14 | -0.16 | -0.17 | -0.14 | -0.12 | -0.15 | -0.12 | -0.11 |
| SPHD | 0.29 | 0.02 | 0.04 | 1.00 | 0.12 | 0.14 | 0.29 | -0.01 | 0.69 | 0.08 | 0.05 | 0.26 | 0.09 | 0.44 | 0.41 | 0.29 | 0.34 |
| IAUI | 0.13 | 0.02 | 0.07 | 0.12 | 1.00 | 0.96 | 0.17 | 0.30 | 0.19 | 0.10 | 0.06 | 0.29 | 0.12 | 0.29 | 0.30 | 0.12 | 0.47 |
| IAU | 0.13 | -0.01 | 0.03 | 0.14 | 0.96 | 1.00 | 0.15 | 0.32 | 0.18 | 0.08 | 0.08 | 0.31 | 0.12 | 0.33 | 0.34 | 0.13 | 0.48 |
| BIT | 0.47 | -0.12 | -0.11 | 0.29 | 0.17 | 0.15 | 1.00 | 0.22 | 0.47 | 0.43 | 0.39 | 0.37 | 0.38 | 0.40 | 0.40 | 0.46 | 0.50 |
| URA | 0.52 | -0.06 | -0.08 | -0.01 | 0.30 | 0.32 | 0.22 | 1.00 | 0.35 | 0.58 | 0.54 | 0.51 | 0.55 | 0.47 | 0.48 | 0.52 | 0.68 |
| VYM | 0.74 | -0.04 | -0.05 | 0.69 | 0.19 | 0.18 | 0.47 | 0.35 | 1.00 | 0.61 | 0.51 | 0.58 | 0.55 | 0.72 | 0.71 | 0.73 | 0.72 |
| SPMO | 0.88 | -0.03 | -0.14 | 0.08 | 0.10 | 0.08 | 0.43 | 0.58 | 0.61 | 1.00 | 0.89 | 0.62 | 0.87 | 0.65 | 0.66 | 0.88 | 0.76 |
| IWF | 0.93 | -0.02 | -0.16 | 0.05 | 0.06 | 0.08 | 0.39 | 0.54 | 0.51 | 0.89 | 1.00 | 0.67 | 0.96 | 0.67 | 0.69 | 0.93 | 0.77 |
| VWO | 0.72 | -0.07 | -0.17 | 0.26 | 0.29 | 0.31 | 0.37 | 0.51 | 0.58 | 0.62 | 0.67 | 1.00 | 0.71 | 0.78 | 0.87 | 0.72 | 0.84 |
| QQQM | 0.94 | 0.00 | -0.14 | 0.09 | 0.12 | 0.12 | 0.38 | 0.55 | 0.55 | 0.87 | 0.96 | 0.71 | 1.00 | 0.71 | 0.74 | 0.94 | 0.81 |
| VEA | 0.79 | -0.03 | -0.12 | 0.44 | 0.29 | 0.33 | 0.40 | 0.47 | 0.72 | 0.65 | 0.67 | 0.78 | 0.71 | 1.00 | 0.98 | 0.79 | 0.87 |
| VXUS | 0.80 | -0.05 | -0.15 | 0.41 | 0.30 | 0.34 | 0.40 | 0.48 | 0.71 | 0.66 | 0.69 | 0.87 | 0.74 | 0.98 | 1.00 | 0.80 | 0.89 |
| VOO | 1.00 | -0.01 | -0.12 | 0.29 | 0.12 | 0.13 | 0.46 | 0.52 | 0.73 | 0.88 | 0.93 | 0.72 | 0.94 | 0.79 | 0.80 | 1.00 | 0.85 |
| Portfolio | 0.85 | -0.04 | -0.11 | 0.34 | 0.47 | 0.48 | 0.50 | 0.68 | 0.72 | 0.76 | 0.77 | 0.84 | 0.81 | 0.87 | 0.89 | 0.85 | 1.00 |