What is the best security software for a mac?

None. If you will be using it on unprotected networks such as in coffee shops or Internet cafes, then you should us VPN software. But if you are using it on protected networks (you need a unique password to access the network) or from your home network, then you don't need anything. This includes any anti-malware software which you also don't need.

Since your Mac is running v10.11 El Capitan, there's no need for third party security software > About System Integrity Protection on your Mac - Apple Support

And make sure Gatekeeper is enabled > OS X: About Gatekeeper - Apple Support

Gatekeeper is enabled by default on all new Macs. This is also true of SIP which cannot be disabled without booting from the Recovery HD. However, neither of these will protect you on an unsecured network connection.