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Dr. B
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Dr. B

Currency in USD · Last updated Apr 7, 2026

Asset Allocation

PSA.TO 19.58%ZEB.TO 16.89%VCE.TO 14.45%XUU.TO 11.41%VEQT.TO 9.51%XEQT.TO 8.28%XGRO.TO 7.41%ZEA.TO 6.99%XAW.TO 5.48%BondBondEquityEquity
PositionCategory/SectorTarget Weight
PSA.TO
Purpose High Interest Savings Fund		Money Market
19.58%
VCE.TO
Vanguard FTSE Canada Index ETF		Canada Equities
14.45%
VEQT.TO
Vanguard All-Equity ETF Portfolio		Global Equities, Actively Managed
9.51%
XAW.TO
iShares Core MSCI All Country World ex Canada Index ETF		Global Equities
5.48%
XEQT.TO
iShares Core Equity ETF Portfolio		Global Equities
8.28%
XGRO.TO
iShares Core Growth ETF Portfolio		Actively Managed, Large Cap Growth Equities
7.41%
XUU.TO
iShares Core S&P U.S. Total Market Index ETF		Large Cap Blend Equities
11.41%
ZEA.TO
BMO MSCI EAFE Index ETF		Global Equities
6.99%
ZEB.TO
BMO Equal Weight Banks Index ETF		Financials Equities
16.89%

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dr. B, 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 Aug 14, 2019, corresponding to the inception date of XEQT.TO

Returns By Period

1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.44%-1.90%-3.41%-1.91%30.31%17.22%10.14%12.44%
Portfolio
Dr. B
0.42%-1.50%0.81%4.89%33.72%15.72%9.19%—
Portfolio components:
ZEB.TO
BMO Equal Weight Banks Index ETF		0.00%-2.20%2.18%15.40%63.90%24.97%14.75%14.08%
VCE.TO
Vanguard FTSE Canada Index ETF		0.00%-1.63%2.88%7.00%41.67%18.53%12.23%11.83%
XGRO.TO
iShares Core Growth ETF Portfolio		0.00%-2.00%-0.12%0.84%28.34%13.82%7.03%8.87%
XUU.TO
iShares Core S&P U.S. Total Market Index ETF		0.34%-1.86%-3.00%-1.76%31.35%18.11%10.40%13.41%
ZEA.TO
BMO MSCI EAFE Index ETF		0.28%-0.40%2.37%4.12%33.78%14.09%7.84%8.74%
XEQT.TO
iShares Core Equity ETF Portfolio		0.41%-1.36%0.69%2.65%36.85%17.47%9.62%—
XAW.TO
iShares Core MSCI All Country World ex Canada Index ETF		0.40%-1.31%-0.66%1.08%33.78%16.72%9.08%11.37%
VEQT.TO
Vanguard All-Equity ETF Portfolio		0.00%-1.88%0.20%3.13%37.88%17.64%9.78%—
PSA.TO
Purpose High Interest Savings Fund		-0.05%-2.39%-0.85%1.27%4.71%2.77%1.10%1.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 15, 2019, Dr. B's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, your investment would double in approximately 5.9 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +11.5%, while the worst month was Mar 2020 at -14.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Dr. B closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.8%, while the worst single day was Mar 12, 2020 at -9.0%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.69%3.07%-5.00%1.24%0.81%
20252.15%-0.18%-2.21%3.27%5.10%3.70%0.01%3.82%2.53%1.13%1.83%2.13%25.66%
2024-0.82%2.04%3.37%-3.59%3.68%-0.47%2.72%3.46%2.44%-2.32%3.93%-3.87%10.56%
20237.31%-3.19%0.65%1.74%-2.57%5.31%2.89%-3.72%-3.02%-3.93%8.28%6.41%16.08%
2022-1.38%-1.04%1.99%-7.08%1.89%-7.83%4.90%-4.30%-7.88%5.80%6.41%-4.48%-13.61%
2021-0.20%3.54%4.29%4.01%3.73%-0.67%0.24%0.89%-2.67%5.72%-3.29%3.72%20.57%

Benchmark Metrics

Dr. B has an annualized alpha of 1.51%, beta of 0.72, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since August 15, 2019.

  • This portfolio participated in 79.34% of S&P 500 Index downside but only 75.47% of its upside — more exposed to losses than it benefited from rallies.
Alpha
1.51%
Beta
0.72
R²
0.81
Upside Capture
75.47%
Downside Capture
79.34%

Expense Ratio

Dr. B 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.

ZEB.TO
BMO Equal Weight Banks Index ETF
VEQT.TO
Vanguard All-Equity ETF Portfolio
ZEA.TO
BMO MSCI EAFE Index ETF
XAW.TO
iShares Core MSCI All Country World ex Canada Index ETF
XGRO.TO
iShares Core Growth ETF Portfolio
XEQT.TO
iShares Core Equity ETF Portfolio
PSA.TO
Purpose High Interest Savings Fund
XUU.TO
iShares Core S&P U.S. Total Market Index ETF
VCE.TO
Vanguard FTSE Canada Index ETF

Return for Risk

Risk / Return Rank

Dr. B ranks 93 for risk / return — in the top 93% 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.

Dr. B Risk / Return Rank: 9393
Overall Rank
Dr. B Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
Dr. B Sortino Ratio Rank: 9898
Sortino Ratio Rank
Dr. B Omega Ratio Rank: 9898
Omega Ratio Rank
Dr. B Calmar Ratio Rank: 8585
Calmar Ratio Rank
Dr. B Martin Ratio Rank: 8787
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

2.89

1.84

+1.04

Sortino ratio

Return per unit of downside risk

4.44

2.97

+1.46

Omega ratio

Gain probability vs. loss probability

1.59

1.40

+0.19

Calmar ratio

Return relative to maximum drawdown

3.34

1.82

+1.51

Martin ratio

Return relative to average drawdown

14.34

7.76

+6.59

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		984.486.041.855.8224.90
VCE.TO
Vanguard FTSE Canada Index ETF		932.743.781.523.6414.37
XGRO.TO
iShares Core Growth ETF Portfolio		812.133.311.442.339.76
XUU.TO
iShares Core S&P U.S. Total Market Index ETF		661.842.961.401.887.97
ZEA.TO
BMO MSCI EAFE Index ETF		692.113.161.412.007.73
XEQT.TO
iShares Core Equity ETF Portfolio		842.423.701.492.6010.90
XAW.TO
iShares Core MSCI All Country World ex Canada Index ETF		762.113.321.452.108.96
VEQT.TO
Vanguard All-Equity ETF Portfolio		892.523.851.522.7511.59
PSA.TO
Purpose High Interest Savings Fund		370.951.561.181.713.69

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.

Dr. B Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

  • 1-Year: 2.89
  • 5-Year: 0.70
  • All Time: 0.72

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 1.62 to 2.54, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Dr. B 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

Dr. B provided a 2.04% dividend yield over the last twelve months.

TTM20252024202320222021202020192018201720162015
Portfolio2.04%2.13%2.82%3.20%2.61%1.80%2.15%2.38%2.49%1.68%1.79%1.87%
Portfolio components:
ZEB.TO
BMO Equal Weight Banks Index ETF		2.88%2.95%3.98%4.75%4.29%3.13%4.15%3.65%3.64%3.02%3.19%3.70%
VCE.TO
Vanguard FTSE Canada Index ETF		2.28%2.42%2.84%3.16%3.21%2.61%2.93%3.01%3.21%2.57%2.64%2.98%
XGRO.TO
iShares Core Growth ETF Portfolio		1.88%1.92%1.98%2.22%1.86%1.66%1.94%2.21%7.42%2.04%2.65%2.15%
XUU.TO
iShares Core S&P U.S. Total Market Index ETF		1.16%1.16%1.02%1.22%1.38%1.01%1.33%1.68%1.73%1.49%1.65%1.52%
ZEA.TO
BMO MSCI EAFE Index ETF		2.05%2.17%2.77%3.00%3.06%2.48%2.72%2.93%3.03%2.39%2.78%2.42%
XEQT.TO
iShares Core Equity ETF Portfolio		1.63%1.66%2.01%2.07%2.12%1.64%1.66%1.19%0.00%0.00%0.00%0.00%
XAW.TO
iShares Core MSCI All Country World ex Canada Index ETF		1.32%1.33%1.61%1.71%1.79%1.77%1.49%2.02%2.29%1.92%1.80%1.83%
VEQT.TO
Vanguard All-Equity ETF Portfolio		1.39%1.42%1.58%1.88%2.09%1.40%1.48%1.42%0.00%0.00%0.00%0.00%
PSA.TO
Purpose High Interest Savings Fund		2.41%2.61%4.47%5.05%2.26%0.59%0.94%2.18%1.66%1.07%0.99%1.07%

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 Dr. B. 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 Dr. B was 32.53%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.

The current Dr. B drawdown is 4.28%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.53%Jan 21, 202044Mar 23, 2020159Nov 9, 2020203
-22.01%Jan 18, 2022185Oct 12, 2022348Mar 1, 2024533
-11.24%Feb 19, 202535Apr 8, 202523May 12, 202558
-7.51%Feb 27, 202622Mar 30, 2026———
-5.46%Nov 9, 202117Dec 1, 202127Jan 12, 202244

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 9 assets, with an effective number of assets of 7.69, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
BenchmarkPSA.TOZEB.TOZEA.TOXUU.TOVCE.TOXAW.TOXEQT.TOXGRO.TOVEQT.TOPortfolio
Benchmark1.000.460.650.750.970.750.930.890.880.910.86
PSA.TO0.461.000.660.580.480.690.550.610.650.610.70
ZEB.TO0.650.661.000.720.680.860.730.770.780.790.89
ZEA.TO0.750.580.721.000.770.780.880.870.880.880.88
XUU.TO0.970.480.680.771.000.770.950.920.910.930.88
VCE.TO0.750.690.860.780.771.000.830.890.900.910.95
XAW.TO0.930.550.730.880.950.831.000.950.960.970.93
XEQT.TO0.890.610.770.870.920.890.951.000.960.970.96
XGRO.TO0.880.650.780.880.910.900.960.961.000.970.97
VEQT.TO0.910.610.790.880.930.910.970.970.971.000.97
Portfolio0.860.700.890.880.880.950.930.960.970.971.00
The correlation results are calculated based on daily price changes starting from Aug 15, 2019