Marathon
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Marathon, 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 Quarterly
The earliest data available for this chart is Oct 9, 2009, corresponding to the inception date of DOL.TO
Returns By Period
As of Nov 13, 2024, the Marathon returned 24.25% Year-To-Date and 20.23% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Marathon | 24.49% | 3.88% | 12.86% | 33.97% | 20.74% | 20.24% |
| Portfolio components: | ||||||
V Visa Inc. | 19.78% | 10.47% | 10.58% | 26.29% | 12.06% | 17.92% |
AXP American Express Company | 55.38% | 4.02% | 19.67% | 85.51% | 20.25% | 13.67% |
BRK-B Berkshire Hathaway Inc. | 31.25% | 1.77% | 13.41% | 32.14% | 16.05% | 12.19% |
MSCI MSCI Inc. | 8.90% | 0.52% | 25.35% | 18.91% | 20.26% | 29.83% |
DPZ Domino's Pizza, Inc. | 7.69% | 2.68% | -14.53% | 16.44% | 10.36% | 17.93% |
DOL.TO Dollarama Inc. | 46.69% | 0.74% | 18.31% | 45.71% | 24.12% | 21.20% |
ATD.TO Alimentation Couche-Tard Inc. | -4.07% | 7.12% | -0.02% | -1.26% | 13.04% | 12.06% |
COST Costco Wholesale Corporation | 42.28% | 5.08% | 18.96% | 62.58% | 26.84% | 23.19% |
CTAS Cintas Corporation | 49.35% | 5.73% | 29.45% | 64.69% | 29.04% | 29.46% |
DHI D.R. Horton, Inc. | 6.89% | -13.68% | 2.67% | 26.33% | 25.55% | 21.76% |
MNST Monster Beverage Corporation | -2.14% | 9.09% | 3.95% | 1.26% | 13.74% | 11.90% |
WM Waste Management, Inc. | 27.39% | 5.70% | 8.77% | 33.09% | 16.67% | 18.57% |
Monthly Returns
The table below presents the monthly returns of Marathon, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.88% | 5.16% | 1.23% | -3.48% | 4.66% | -1.65% | 5.09% | 2.97% | 1.10% | -0.89% | 24.49% | ||
| 2023 | 7.05% | -2.97% | 3.97% | 0.64% | -1.38% | 6.54% | 2.66% | -0.73% | -3.10% | -0.99% | 9.47% | 5.99% | 29.54% |
| 2022 | -4.43% | -0.80% | 4.28% | -5.15% | 0.39% | -5.85% | 10.66% | -4.61% | -7.23% | 9.30% | 7.22% | -5.43% | -3.82% |
| 2021 | -5.82% | 2.52% | 6.84% | 8.12% | 0.28% | 3.24% | 5.95% | 0.81% | -4.51% | 3.68% | -2.04% | 8.65% | 29.97% |
| 2020 | 4.29% | -6.65% | -12.69% | 12.42% | 7.46% | -0.70% | 8.05% | 5.92% | -0.67% | -6.61% | 14.27% | 2.16% | 26.37% |
| 2019 | 9.30% | 4.31% | 1.71% | 6.88% | -0.21% | 6.58% | 0.63% | 0.81% | -1.82% | 0.96% | 5.15% | 0.33% | 39.82% |
| 2018 | 6.00% | -4.05% | -1.39% | 0.28% | 0.54% | 2.72% | 2.97% | 5.58% | -1.77% | -7.58% | 5.19% | -9.58% | -2.49% |
| 2017 | 2.99% | 5.03% | 1.28% | 1.33% | 3.64% | 0.59% | 2.52% | 2.24% | 3.27% | 2.60% | 7.12% | 1.31% | 39.49% |
| 2016 | -6.54% | 2.07% | 6.97% | 1.08% | 1.18% | 0.91% | 5.35% | 2.39% | -2.59% | -0.31% | 0.24% | 0.95% | 11.65% |
| 2015 | -1.20% | 6.22% | 1.70% | -1.79% | 0.54% | 1.05% | 5.94% | -4.73% | 1.66% | 3.93% | 2.86% | -2.24% | 14.20% |
| 2014 | -3.68% | 5.48% | -1.76% | 0.81% | 1.95% | 0.96% | -2.58% | 7.52% | 2.01% | 6.08% | 5.91% | 3.11% | 28.21% |
| 2013 | 3.84% | 1.74% | 4.66% | 6.08% | 1.27% | 0.41% | 2.31% | -2.75% | 5.65% | 4.49% | 4.04% | 4.00% | 41.74% |
Expense Ratio
Marathon has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Marathon is 89, placing it in the top 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
V Visa Inc. | 1.51 | 2.04 | 1.29 | 1.99 | 5.01 |
AXP American Express Company | 3.26 | 4.16 | 1.58 | 4.82 | 25.98 |
BRK-B Berkshire Hathaway Inc. | 2.07 | 2.93 | 1.38 | 3.90 | 10.13 |
MSCI MSCI Inc. | 0.66 | 1.05 | 1.15 | 0.55 | 1.61 |
DPZ Domino's Pizza, Inc. | 0.75 | 1.13 | 1.17 | 0.63 | 1.71 |
DOL.TO Dollarama Inc. | 2.04 | 3.17 | 1.40 | 4.85 | 18.08 |
ATD.TO Alimentation Couche-Tard Inc. | -0.06 | 0.07 | 1.01 | -0.07 | -0.15 |
COST Costco Wholesale Corporation | 3.40 | 4.06 | 1.61 | 6.36 | 16.52 |
CTAS Cintas Corporation | 3.42 | 5.49 | 1.69 | 11.63 | 34.42 |
DHI D.R. Horton, Inc. | 0.81 | 1.30 | 1.17 | 1.47 | 3.28 |
MNST Monster Beverage Corporation | 0.13 | 0.32 | 1.05 | 0.11 | 0.22 |
WM Waste Management, Inc. | 1.90 | 2.46 | 1.42 | 2.85 | 8.23 |
Dividends
Dividend yield
Marathon provided a 0.75% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.75% | 0.90% | 0.74% | 0.56% | 0.93% | 0.66% | 0.77% | 1.02% | 0.75% | 1.04% | 0.65% | 0.58% |
| Portfolio components: | ||||||||||||
V Visa Inc. | 0.69% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
AXP American Express Company | 0.94% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSCI MSCI Inc. | 0.79% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% | 0.00% |
DPZ Domino's Pizza, Inc. | 1.31% | 1.17% | 1.27% | 0.67% | 0.81% | 0.89% | 0.89% | 0.97% | 0.95% | 1.11% | 1.06% | 1.15% |
DOL.TO Dollarama Inc. | 0.24% | 0.28% | 0.27% | 0.31% | 0.34% | 0.39% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ATD.TO Alimentation Couche-Tard Inc. | 0.67% | 0.76% | 0.79% | 0.70% | 0.68% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 2.09% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
CTAS Cintas Corporation | 0.48% | 0.83% | 0.93% | 0.77% | 0.79% | 0.95% | 1.22% | 1.04% | 1.15% | 1.15% | 2.17% | 1.29% |
DHI D.R. Horton, Inc. | 0.99% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.80% | 0.67% |
MNST Monster Beverage Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WM Waste Management, Inc. | 1.31% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Marathon. 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 Marathon was 31.00%, occurring on Mar 23, 2020. Recovery took 86 trading sessions.
The current Marathon drawdown is 0.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31% | Feb 21, 2020 | 22 | Mar 23, 2020 | 86 | Jul 22, 2020 | 108 |
| -19.49% | Sep 13, 2018 | 73 | Dec 24, 2018 | 67 | Apr 1, 2019 | 140 |
| -15.75% | Jul 22, 2011 | 12 | Aug 8, 2011 | 54 | Oct 24, 2011 | 66 |
| -15.74% | Dec 7, 2015 | 47 | Feb 11, 2016 | 47 | Apr 20, 2016 | 94 |
| -15.18% | Apr 21, 2022 | 41 | Jun 16, 2022 | 43 | Aug 16, 2022 | 84 |
Volatility
Volatility Chart
The current Marathon volatility is 3.37%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| ATD.TO | DOL.TO | DPZ | MNST | DHI | COST | WM | MSCI | AXP | V | BRK-B | CTAS | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ATD.TO | 1.00 | 0.35 | 0.19 | 0.25 | 0.23 | 0.25 | 0.25 | 0.27 | 0.27 | 0.30 | 0.26 | 0.27 |
| DOL.TO | 0.35 | 1.00 | 0.23 | 0.24 | 0.25 | 0.26 | 0.27 | 0.31 | 0.27 | 0.31 | 0.29 | 0.34 |
| DPZ | 0.19 | 0.23 | 1.00 | 0.29 | 0.30 | 0.30 | 0.27 | 0.36 | 0.28 | 0.30 | 0.29 | 0.36 |
| MNST | 0.25 | 0.24 | 0.29 | 1.00 | 0.33 | 0.36 | 0.36 | 0.37 | 0.32 | 0.39 | 0.37 | 0.41 |
| DHI | 0.23 | 0.25 | 0.30 | 0.33 | 1.00 | 0.33 | 0.33 | 0.39 | 0.39 | 0.37 | 0.39 | 0.42 |
| COST | 0.25 | 0.26 | 0.30 | 0.36 | 0.33 | 1.00 | 0.41 | 0.39 | 0.36 | 0.39 | 0.42 | 0.44 |
| WM | 0.25 | 0.27 | 0.27 | 0.36 | 0.33 | 0.41 | 1.00 | 0.39 | 0.41 | 0.42 | 0.49 | 0.54 |
| MSCI | 0.27 | 0.31 | 0.36 | 0.37 | 0.39 | 0.39 | 0.39 | 1.00 | 0.45 | 0.51 | 0.46 | 0.54 |
| AXP | 0.27 | 0.27 | 0.28 | 0.32 | 0.39 | 0.36 | 0.41 | 0.45 | 1.00 | 0.55 | 0.63 | 0.51 |
| V | 0.30 | 0.31 | 0.30 | 0.39 | 0.37 | 0.39 | 0.42 | 0.51 | 0.55 | 1.00 | 0.52 | 0.51 |
| BRK-B | 0.26 | 0.29 | 0.29 | 0.37 | 0.39 | 0.42 | 0.49 | 0.46 | 0.63 | 0.52 | 1.00 | 0.55 |
| CTAS | 0.27 | 0.34 | 0.36 | 0.41 | 0.42 | 0.44 | 0.54 | 0.54 | 0.51 | 0.51 | 0.55 | 1.00 |