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PortfoliosLab Trends Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

PortfoliosLab Trends Portfolio

Currency in CAD · Last updated Apr 4, 2026

The PortfoliosLab Trends Portfolio is a dynamic and trend-reflecting investment portfolio, comprising the top 10 symbols on PortfoliosLab weighted by their popularity.

Designed to harness the wisdom of the crowd, it embraces the notion that the aggregate decisions made by a large group of investors could potentially lead to high-performing selections. Thus, the more popular a symbol is, the more weight it carries in the portfolio.

Please note that as trends evolve, so does this portfolio. Its composition will continually change, reflecting the fluctuations in the popularity of various symbols.

Asset Allocation

XGD.TO 5.00%1 position 2.70%1 position 2.60%BYDDY 10.70%DOL.TO 8.30%FFH.TO 8.00%CHPS.TO 7.00%MSFT.TO 7.00%XQQ.TO 6.00%WSP.TO 5.50%ZEB.TO 5.00%META.TO 5.00%GOOG.TO 5.00%OLY.TO 5.00%5 positions 17.20%CommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
BN
Brookfield Corp		Financial Services
3.80%
BTCC.TO
Purpose Bitcoin CAD ETF Currency Hedged Units		Cryptocurrency
2.60%
BYDDY
BYD Company Limited ADR		Consumer Cyclical
10.70%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)		Precious Metals, Gold
2.70%
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF		Semiconductors, Technology Equities
7%
DOL.TO
Dollarama Inc.		Consumer Defensive
8.30%
FFH.TO
Fairfax Financial Holdings Limited		Financial Services
8%
GOOG.TO
Alphabet CDR (CAD Hedged)		Communication Services
5%
GSIB
Themes Global Systemically Important Banks ETF		Financials Equities
4.80%
L.TO
Loblaw Companies Limited		Consumer Defensive
3.60%
META.TO
Meta CDR (CAD Hedged)		Communication Services
5%
MRU.TO
Metro Inc.		Consumer Defensive
2.70%
MSFT.TO
Microsoft CDR (CAD Hedged)		Technology
7%
OLY.TO
Olympia Financial Group Inc.		Financial Services
5%
WSP.TO
WSP Global Inc.		Industrials
5.50%
X.TO
TMX Group Limited		Financial Services
2.30%
XGD.TO
iShares S&P/TSX Global Gold Index ETF		Precious Metals
5%
XQQ.TO
iShares NASDAQ 100 Index ETF (CAD-Hedged)		Large Cap Growth Equities
6%
ZEB.TO
BMO Equal Weight Banks Index ETF		Financials Equities
5%

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in PortfoliosLab Trends Portfolio, 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 Dec 15, 2023, corresponding to the inception date of GSIB

Returns By Period

1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.44%0.25%-2.46%-2.17%26.93%18.24%12.68%12.98%
Portfolio
PortfoliosLab Trends Portfolio
0.07%0.11%-3.30%-1.84%30.33%———
Portfolio components:
ZEB.TO
BMO Equal Weight Banks Index ETF		0.28%0.30%3.56%15.24%60.24%25.85%17.17%14.78%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)		-2.03%-9.58%7.71%18.65%49.78%30.72%20.19%12.85%
GSIB
Themes Global Systemically Important Banks ETF		-0.06%5.38%-0.43%9.73%54.21%———
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF		-0.12%5.52%8.01%10.92%106.92%35.62%——
XGD.TO
iShares S&P/TSX Global Gold Index ETF		-0.42%-3.47%14.96%26.71%128.29%45.87%27.60%18.90%
META.TO
Meta CDR (CAD Hedged)		-0.93%-11.16%-13.38%-20.21%11.17%36.66%——
GOOG.TO
Alphabet CDR (CAD Hedged)		-0.15%-1.43%-6.69%18.21%94.72%38.86%——
MSFT.TO
Microsoft CDR (CAD Hedged)		1.07%-8.96%-23.12%-28.44%1.73%8.05%——
XQQ.TO
iShares NASDAQ 100 Index ETF (CAD-Hedged)		0.14%-2.66%-5.31%-3.85%35.66%20.89%10.72%16.94%
FFH.TO
Fairfax Financial Holdings Limited		0.71%6.73%-8.91%-2.75%22.96%39.95%35.57%14.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 18, 2023, PortfoliosLab Trends Portfolio's average daily return is +0.11%, while the average monthly return is +2.19%. At this rate, your investment would double in approximately 2.7 years.

Historically, 79% of months were positive and 21% were negative. The best month was May 2025 with a return of +8.0%, while the worst month was Mar 2026 at -3.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PortfoliosLab Trends Portfolio closed higher 60% of trading days. The best single day was Apr 9, 2025 with a return of +6.6%, while the worst single day was Apr 4, 2025 at -4.5%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.26%-0.07%-3.70%0.75%-3.30%
20253.55%3.73%-0.91%1.47%8.00%4.90%2.64%-0.20%4.57%-0.38%1.93%0.34%33.53%
20241.94%7.50%2.90%0.33%4.84%1.90%3.18%1.06%4.41%1.52%3.18%1.18%39.47%
20233.18%3.18%

Benchmark Metrics

PortfoliosLab Trends Portfolio has an annualized alpha of 16.58%, beta of 0.71, and R² of 0.60 versus S&P 500 Index. Calculated based on daily prices since December 18, 2023.

  • This portfolio captured 96.37% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -20.39%) — a profile typical of hedging or uncorrelated assets.
  • This portfolio generated an annualized alpha of 16.58% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Alpha
16.58%
Beta
0.71
R²
0.60
Upside Capture
96.37%
Downside Capture
-20.39%

Expense Ratio

PortfoliosLab Trends Portfolio has an expense ratio of 0.17%, 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.

BTCC.TO
Purpose Bitcoin CAD ETF Currency Hedged Units
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF
XGD.TO
iShares S&P/TSX Global Gold Index ETF
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
XQQ.TO
iShares NASDAQ 100 Index ETF (CAD-Hedged)
GSIB
Themes Global Systemically Important Banks ETF
ZEB.TO
BMO Equal Weight Banks Index ETF

Return for Risk

Risk / Return Rank

PortfoliosLab Trends Portfolio ranks 66 for risk / return — better than 66% 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.

PortfoliosLab Trends Portfolio Risk / Return Rank: 6666
Overall Rank
PortfoliosLab Trends Portfolio Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
PortfoliosLab Trends Portfolio Sortino Ratio Rank: 5656
Sortino Ratio Rank
PortfoliosLab Trends Portfolio Omega Ratio Rank: 5050
Omega Ratio Rank
PortfoliosLab Trends Portfolio Calmar Ratio Rank: 8484
Calmar Ratio Rank
PortfoliosLab Trends Portfolio Martin Ratio Rank: 8686
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

PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.75

+0.53

Sortino ratio

Return per unit of downside risk

1.89

1.13

+0.76

Omega ratio

Gain probability vs. loss probability

1.26

1.18

+0.08

Calmar ratio

Return relative to maximum drawdown

3.24

1.15

+2.09

Martin ratio

Return relative to average drawdown

14.05

4.19

+9.87

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 RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ZEB.TO
BMO Equal Weight Banks Index ETF		983.955.041.776.4624.68
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)		741.632.081.302.368.44
GSIB
Themes Global Systemically Important Banks ETF		781.752.281.332.488.54
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF		912.022.611.374.9315.49
XGD.TO
iShares S&P/TSX Global Gold Index ETF		912.482.661.403.6813.27
META.TO
Meta CDR (CAD Hedged)		33-0.100.141.02-0.12-0.30
GOOG.TO
Alphabet CDR (CAD Hedged)		932.713.681.453.8614.40
MSFT.TO
Microsoft CDR (CAD Hedged)		31-0.16-0.040.99-0.12-0.30
XQQ.TO
iShares NASDAQ 100 Index ETF (CAD-Hedged)		510.941.481.211.705.84
FFH.TO
Fairfax Financial Holdings Limited		540.510.811.110.751.70

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.

PortfoliosLab Trends Portfolio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 1.28
  • All Time: 2.21

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 0.99 to 1.69, 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 PortfoliosLab Trends Portfolio 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

PortfoliosLab Trends Portfolio provided a 1.09% dividend yield over the last twelve months.

TTM20252024202320222021202020192018201720162015
Portfolio1.09%1.09%1.21%1.15%1.15%1.01%1.21%1.10%1.18%1.16%1.45%1.42%
Portfolio components:
ZEB.TO
BMO Equal Weight Banks Index ETF		2.90%2.95%3.98%4.75%4.29%3.13%4.15%3.65%3.64%3.02%3.19%3.70%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GSIB
Themes Global Systemically Important Banks ETF		1.94%1.91%1.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CHPS.TO
Global X Artificial Intelligence Semiconductor Index ETF		0.01%0.01%0.20%0.53%0.97%0.01%0.00%0.00%0.00%0.00%0.00%0.00%
XGD.TO
iShares S&P/TSX Global Gold Index ETF		0.54%0.62%0.93%1.49%1.80%1.38%0.35%0.54%0.25%0.14%0.09%0.57%
META.TO
Meta CDR (CAD Hedged)		0.37%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG.TO
Alphabet CDR (CAD Hedged)		0.29%0.27%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT.TO
Microsoft CDR (CAD Hedged)		0.95%0.71%0.73%0.75%1.07%0.18%0.00%0.00%0.00%0.00%0.00%0.00%
XQQ.TO
iShares NASDAQ 100 Index ETF (CAD-Hedged)		0.27%0.25%0.32%0.31%0.43%0.17%0.26%0.46%0.52%0.53%0.76%0.62%
FFH.TO
Fairfax Financial Holdings Limited		0.88%0.82%1.01%1.10%1.56%2.05%3.01%2.17%2.07%1.97%2.24%1.82%

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 PortfoliosLab Trends Portfolio. 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 PortfoliosLab Trends Portfolio was 11.47%, occurring on Apr 8, 2025. Recovery took 17 trading sessions.

The current PortfoliosLab Trends Portfolio drawdown is 6.10%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.47%Feb 21, 202533Apr 8, 202517May 2, 202550
-10.39%Jan 16, 202650Mar 27, 2026———
-8.26%Jul 17, 202416Aug 7, 202426Sep 13, 202442
-4.02%Dec 12, 202421Jan 13, 20256Jan 21, 202527
-3.9%Oct 29, 202517Nov 20, 20254Nov 26, 202521

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 19 assets, with an effective number of assets of 16.29, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
BenchmarkOLY.TOCGL.TOBYDDYMRU.TOL.TOX.TOXGD.TODOL.TOFFH.TOBTCC.TOGOOG.TOMETA.TOGSIBMSFT.TOWSP.TOZEB.TOCHPS.TOBNXQQ.TOPortfolio
Benchmark1.000.11-0.040.200.070.100.220.110.200.270.310.490.510.550.590.510.480.720.630.840.70
OLY.TO0.111.00-0.03-0.010.010.060.04-0.020.010.100.040.050.070.030.040.050.090.090.090.090.20
CGL.TO-0.04-0.031.000.080.030.020.060.750.07-0.020.130.100.050.040.020.100.120.100.030.100.24
BYDDY0.20-0.010.081.00-0.00-0.020.030.080.080.070.140.130.120.210.090.100.090.250.180.220.51
MRU.TO0.070.010.03-0.001.000.700.200.100.370.22-0.04-0.020.020.040.050.280.17-0.010.160.060.20
L.TO0.100.060.02-0.020.701.000.160.060.410.22-0.060.020.060.070.060.260.18-0.010.150.070.21
X.TO0.220.040.060.030.200.161.000.110.180.220.130.140.110.140.200.280.220.190.200.230.28
XGD.TO0.11-0.020.750.080.100.060.111.000.160.060.100.130.060.180.110.220.250.190.170.190.35
DOL.TO0.200.010.070.080.370.410.180.161.000.240.040.080.060.150.130.310.200.080.220.160.35
FFH.TO0.270.10-0.020.070.220.220.220.060.241.000.150.120.190.200.170.300.270.150.280.210.40
BTCC.TO0.310.040.130.14-0.04-0.060.130.100.040.151.000.240.220.230.230.250.310.340.300.370.43
GOOG.TO0.490.050.100.13-0.020.020.140.130.080.120.241.000.450.260.440.220.300.460.320.610.50
META.TO0.510.070.050.120.020.060.110.060.060.190.220.451.000.270.530.290.300.460.350.630.55
GSIB0.550.030.040.210.040.070.140.180.150.200.230.260.271.000.250.370.600.420.550.440.52
MSFT.TO0.590.040.020.090.050.060.200.110.130.170.230.440.530.251.000.400.300.500.380.690.56
WSP.TO0.510.050.100.100.280.260.280.220.310.300.250.220.290.370.401.000.470.390.460.480.57
ZEB.TO0.480.090.120.090.170.180.220.250.200.270.310.300.300.600.300.471.000.390.600.470.53
CHPS.TO0.720.090.100.25-0.01-0.010.190.190.080.150.340.460.460.420.500.390.391.000.490.830.67
BN0.630.090.030.180.160.150.200.170.220.280.300.320.350.550.380.460.600.491.000.570.62
XQQ.TO0.840.090.100.220.060.070.230.190.160.210.370.610.630.440.690.480.470.830.571.000.76
Portfolio0.700.200.240.510.200.210.280.350.350.400.430.500.550.520.560.570.530.670.620.761.00
The correlation results are calculated based on daily price changes starting from Dec 18, 2023