MC Trio Equity Buffered ETF (TRIO) Performance
TRIO total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +7.3% since Dec 31, 2025
- 1 year
- +9.1% total return
- Since first price
- +20.2% since 2025
TRIO trailing returns vs SPY, QQQ, AGG
| Period | TRIO total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −0.6% | −0.6% | −1.0% | −5.0% | +0.9% |
| 3 months | +1.7% | +1.7% | +3.2% | +1.9% | −0.4% |
| 6 months | +4.0% | +4.0% | +7.8% | +8.4% | −1.5% |
| YTD | +7.3% | +7.3% | +12.3% | +15.1% | −1.0% |
| 1 year | +9.1% | +0.1% | +14.4% | +15.9% | −1.1% |
| Since inceptionMar 6, 2025 | +20.2% | +10.3% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: TRIO vs SPY
From Mar 6, 2025: TRIO grew to $12,021, SPY to $13,530.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
TRIO returns by calendar year
2026 is year to date.
TRIO annual returns table
| Year | TRIO | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +7.3% | −4.5% | +12.3% | +15.1% | −1.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
TRIO largest drawdowns
Now 1.8% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Dec 22, 2025 | −11.1% | Mar 30, 2026 | not yet | 3 months | 10 months so far |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
TRIO risk statistics
| Statistic | Since 2025 |
|---|---|
| Annualized return | +13.7% |
| Volatility (annualized) | 5.7% |
| Sharpe ratio | 1.63 |
| Sortino ratio | 3.78 |
| Best month | +5.0% |
| Worst month | −2.4% |
| Best 12 months | +17.8% |
| Worst 12 months | +9.9% |
| Positive months | 83% |
| Beta vs S&P 500 | — |
| Correlation with S&P 500 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
TRIO rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 8 | +8.8% | +12.1% | +17.8% | 100% |
Every holding period starting at a month-end since 2025. Returns for 3 years and longer are annualized.
TRIO performance overview
MC Trio Equity Buffered ETF (TRIO) returned +9.1% over the past year, with distributions reinvested. Since its first recorded price on Mar 6, 2025 it has returned +20.2%. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −11.1%, from Dec 22, 2025 to Mar 30, 2026; the fund has not yet regained that high. Volatility has been 5.7% a year.
Related: TRIO chart, TRIO dividends. See the TRIO overview for the latest quote and fund facts.
TRIO performance FAQ
What is the TRIO return over the past year?
TRIO returned +9.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 0.1%.
How much would $10,000 invested in TRIO be worth?
$10,000 invested in TRIO at its first recorded close on March 6, 2025 would be worth about $12,021 on October 23, 2026 with distributions reinvested.
What is the biggest drawdown of TRIO?
The largest peak-to-trough decline was −11.1% between December 22, 2025 and March 30, 2026. It has not yet recovered to that high; it is 1.8% below its peak.
How volatile is TRIO?
Over the past history TRIO had an annualized volatility of 5.7% and a Sharpe ratio of 1.63 (excess return over 1–3 month T-bills per unit of risk).