Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CAS.TO Cascades Inc. | Basic Materials | 5.30% |
SIS.TO Savaria Corporation | Industrials | 15% |
SU.TO Suncor Energy Inc. | Energy | 6.70% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | Dividend | 57% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | Canada Equities | 16% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in safe1, 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 Nov 8, 2012, corresponding to the inception date of VDY.TO
Returns By Period
As of Apr 16, 2026, the safe1 returned 15.98% Year-To-Date and 14.28% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.80% | 4.83% | 2.59% | 5.27% | 30.14% | 19.29% | 10.91% | 12.94% |
Portfolio safe1 | 0.30% | 4.60% | 15.98% | 27.21% | 59.45% | 21.53% | 15.10% | 14.28% |
| Portfolio components: | ||||||||
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 0.00% | 1.73% | 14.71% | 20.33% | 47.05% | 16.54% | 13.01% | 11.15% |
SIS.TO Savaria Corporation | -0.25% | 13.09% | 27.09% | 38.66% | 86.58% | 25.17% | 11.43% | 17.90% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 0.00% | 3.12% | 11.92% | 21.32% | 52.44% | 20.61% | 14.93% | 12.90% |
SU.TO Suncor Energy Inc. | -1.10% | 3.81% | 43.22% | 64.71% | 99.34% | 32.09% | 32.01% | 14.18% |
CAS.TO Cascades Inc. | 1.18% | -4.85% | -12.64% | 16.29% | 24.87% | 3.85% | -3.97% | 4.89% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 9, 2012, safe1's average daily return is +0.06%, while the average monthly return is +1.12%. At this rate, an investment would double in approximately 5.2 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +16.7%, while the worst month was Mar 2020 at -19.8%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.
On a daily basis, safe1 closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +13.5%, while the worst single day was Mar 12, 2020 at -14.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.61% | 5.95% | 1.04% | 3.56% | 15.98% | ||||||||
| 2025 | 0.38% | -0.66% | -1.68% | 3.57% | 5.80% | 3.27% | 0.69% | 5.82% | 1.85% | 1.49% | 4.67% | 3.41% | 32.25% |
| 2024 | 0.58% | -1.03% | 3.92% | -3.31% | 5.49% | -2.70% | 5.50% | 4.24% | 3.90% | -1.47% | 3.33% | -6.17% | 12.08% |
| 2023 | 9.19% | -1.60% | -1.93% | 3.75% | -5.73% | 5.84% | 2.37% | -3.10% | -3.87% | -6.84% | 10.56% | 6.37% | 13.96% |
| 2022 | 3.68% | 1.69% | 3.61% | -5.95% | 2.56% | -10.29% | 2.72% | -4.21% | -9.25% | 6.77% | 6.14% | -5.45% | -9.56% |
| 2021 | 3.62% | 6.66% | 6.71% | 5.06% | 5.60% | 0.06% | -1.38% | -0.37% | 0.11% | 6.72% | -5.84% | 5.79% | 36.89% |
Benchmark Metrics
safe1 has an annualized alpha of 2.83%, beta of 0.81, and R² of 0.51 versus S&P 500 Index. Calculated based on daily prices since November 09, 2012.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (87.13%) than losses (83.93%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.83% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.83%
- Beta
- 0.81
- R²
- 0.51
- Upside Capture
- 87.13%
- Downside Capture
- 83.93%
Expense Ratio
safe1 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.
Return for Risk
Risk / Return Rank
safe1 ranks 99 for risk / return — in the top 99% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 6.21 | 2.30 | +3.91 |
Sortino ratioReturn per unit of downside risk | 8.51 | 3.18 | +5.33 |
Omega ratioGain probability vs. loss probability | 2.15 | 1.43 | +0.72 |
Calmar ratioReturn relative to maximum drawdown | 22.27 | 3.40 | +18.87 |
Martin ratioReturn relative to average drawdown | 78.96 | 15.35 | +63.61 |
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 Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 98 | 5.58 | 7.81 | 2.08 | 13.14 | 50.62 |
SIS.TO Savaria Corporation | 97 | 3.70 | 5.18 | 1.62 | 10.56 | 33.48 |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 98 | 5.72 | 7.95 | 2.08 | 16.05 | 54.52 |
SU.TO Suncor Energy Inc. | 97 | 4.61 | 5.72 | 1.69 | 8.64 | 27.41 |
CAS.TO Cascades Inc. | 55 | 0.86 | 1.47 | 1.18 | 0.88 | 2.84 |
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Dividends
Dividend yield
safe1 provided a 3.17% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.17% | 3.67% | 4.38% | 4.60% | 4.57% | 3.43% | 4.47% | 4.09% | 4.24% | 3.43% | 3.16% | 4.05% |
| Portfolio components: | ||||||||||||
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 3.86% | 4.39% | 5.45% | 4.98% | 4.68% | 3.58% | 5.03% | 4.62% | 5.42% | 4.29% | 4.42% | 5.64% |
SIS.TO Savaria Corporation | 1.92% | 2.41% | 2.63% | 3.40% | 3.63% | 2.55% | 3.21% | 3.10% | 2.91% | 1.73% | 1.98% | 3.09% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 3.11% | 3.59% | 4.40% | 4.64% | 4.42% | 3.58% | 4.59% | 4.25% | 4.43% | 3.82% | 3.25% | 4.11% |
SU.TO Suncor Energy Inc. | 3.73% | 5.29% | 5.89% | 6.71% | 5.68% | 4.17% | 6.80% | 5.27% | 4.93% | 3.61% | 3.50% | 4.12% |
CAS.TO Cascades Inc. | 4.46% | 3.85% | 4.03% | 3.77% | 7.09% | 2.86% | 2.20% | 2.14% | 1.56% | 1.17% | 1.32% | 1.26% |
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 safe1. 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 safe1 was 45.86%, occurring on Mar 23, 2020. Recovery took 182 trading sessions.
The current safe1 drawdown is 0.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.86% | Jan 21, 2020 | 44 | Mar 23, 2020 | 182 | Dec 10, 2020 | 226 |
| -32.84% | Sep 4, 2014 | 344 | Jan 18, 2016 | 159 | Sep 2, 2016 | 503 |
| -25.53% | Jan 23, 2018 | 233 | Dec 24, 2018 | 264 | Jan 15, 2020 | 497 |
| -24.03% | Mar 28, 2022 | 130 | Sep 30, 2022 | 460 | Jul 31, 2024 | 590 |
| -16.27% | Nov 25, 2024 | 93 | Apr 8, 2025 | 37 | Jun 2, 2025 | 130 |
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 5 assets, with an effective number of assets of 2.63, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | CAS.TO | SIS.TO | SU.TO | VDY.TO | XEI.TO | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.36 | 0.37 | 0.39 | 0.64 | 0.62 | 0.62 |
| CAS.TO | 0.36 | 1.00 | 0.23 | 0.27 | 0.41 | 0.42 | 0.49 |
| SIS.TO | 0.37 | 0.23 | 1.00 | 0.27 | 0.40 | 0.41 | 0.65 |
| SU.TO | 0.39 | 0.27 | 0.27 | 1.00 | 0.67 | 0.69 | 0.69 |
| VDY.TO | 0.64 | 0.41 | 0.40 | 0.67 | 1.00 | 0.95 | 0.92 |
| XEI.TO | 0.62 | 0.42 | 0.41 | 0.69 | 0.95 | 1.00 | 0.91 |
| Portfolio | 0.62 | 0.49 | 0.65 | 0.69 | 0.92 | 0.91 | 1.00 |