Test 2

The chart shows the growth of an initial investment of CA$10,000 in Test 2, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Based on dividend-adjusted daily data since Jan 6, 2025, Test 2's average daily return is +0.08%, while the average monthly return is +1.73%. At this rate, an investment would double in approximately 3.4 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2026 with a return of +13.2%, while the worst month was Jul 2026 at -8.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Test 2 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +10.6%, while the worst single day was Apr 4, 2025 at -7.1%.

Test 2 has an annualized alpha of 5.20%, beta of 1.16, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since January 06, 2025.

• This portfolio captured 152.90% of S&P 500 Index gains and 123.68% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 5.20% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Test 2 ranks 50 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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. Learn how to interpret the Sharpe ratio.

The current Test 2 Sharpe ratio is 1.54 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, 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 Test 2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Test 2 provided a 0.81% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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.

The table below displays the maximum drawdowns of the Test 2. 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 Test 2 was 20.39%, occurring on Apr 4, 2025. Recovery took 63 trading sessions.

The current Test 2 drawdown is 8.04%.

The chart below shows the rolling one-month volatility.