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 +38.13%, while the average monthly return is +90,462.50%. At this rate, an investment would double in approximately 0.0 years.

Historically, 100% of months were positive and 0% were negative. The best month was Oct 2025 with a return of +228,591.6%, while the worst month was Jun 2026 at 397.1%. The longest winning streak lasted 18 consecutive months, and the longest losing streak was 0 months.

On a daily basis, Test 2 closed higher 98% of trading days. The best single day was Apr 9, 2025 with a return of +57.7%, while the worst single day was Apr 21, 2025 at -0.0%.

Test 2 has an annualized alpha of 91127303658301706865378744840874885120.00%, beta of 1.55, and R2 of 0.23 versus S&P 500 Index. Calculated based on daily prices since January 06, 2025.

• This portfolio captured 16434707618518133368573791361965228032.00% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -34736637982974344416600425360261120.00%) - a profile typical of hedging or uncorrelated assets.
• R2 of 0.23 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

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

The table below presents risk-adjusted performance metrics for Test 2 and compares them with S&P 500 Index.

There isn't enough data available to calculate the Sharpe ratio for Test 2. This metric is based on the past 12 months of trading data. Please check back later for updated information.

Test 2 provided a 0.00% 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 0.00%, occurring on Apr 21, 2025. Recovery took 1 trading session.

The chart below shows the rolling one-month volatility.