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2020
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AMD 12.50%BNS 12.50%JNJ 12.50%CNI 12.50%DIS 12.50%V 12.50%SU 12.50%MSFT 12.50%EquityEquity

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2020, 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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Returns By Period

As of Jun 13, 2026, the 2020 returned 27.44% Year-To-Date and 21.94% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
2020
1.60%4.84%27.44%28.36%52.14%24.72%16.21%21.94%
AMD
Advanced Micro Devices, Inc.
4.73%20.62%138.87%142.70%340.40%60.16%44.46%60.93%
BNS
The Bank of Nova Scotia
1.57%8.61%16.52%17.99%62.38%27.10%11.56%11.61%
CNI
Canadian National Railway Company
0.60%6.39%21.78%22.98%17.55%3.44%3.57%9.51%
DIS
The Walt Disney Company
-0.30%-2.61%-12.07%-9.75%-14.24%2.95%-10.41%0.99%
JNJ
Johnson & Johnson
1.07%6.86%17.68%15.11%57.15%17.82%10.94%10.46%
MSFT
Microsoft Corporation
0.10%-7.19%-18.85%-17.98%-17.07%6.16%9.56%24.39%
SU
Suncor Energy Inc.
-0.32%-7.16%40.87%40.84%55.65%32.55%25.10%13.39%
V
Visa Inc.
1.05%-1.03%-7.69%-6.93%-7.91%13.87%7.33%15.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 19, 2008, 2020's average daily return is +0.07%, while the average monthly return is +1.48%. At this rate, an investment would double in approximately 3.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +17.5%, while the worst month was Oct 2008 at -21.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, 2020 closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +14.0%, while the worst single day was Mar 16, 2020 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.45%0.70%-1.46%15.36%9.64%-0.90%27.44%
20251.80%-0.47%-3.13%-2.21%9.61%6.64%3.68%1.97%0.66%7.24%-1.08%2.41%29.72%
20243.97%6.79%2.31%-6.94%3.11%-2.45%-0.84%2.57%2.09%-2.92%6.10%-5.62%7.34%
20238.69%-3.61%5.90%1.46%-0.87%3.93%1.13%-2.16%-2.79%-2.02%10.92%4.71%26.96%
2022-1.95%1.07%1.46%-8.01%3.88%-9.83%8.09%-5.57%-12.30%8.20%5.78%-6.82%-17.30%
2021-3.22%6.78%2.26%2.44%1.58%2.55%1.29%1.48%-3.10%10.07%-0.86%3.61%27.00%

Benchmark Metrics

2020 has an annualized alpha of 6.97%, beta of 1.01, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since March 19, 2008.

  • This portfolio captured 138.25% of S&P 500 Index gains and 106.58% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 6.97% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.01 and R2 of 0.81, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
6.97%
Beta
1.01
0.81
Upside Capture
138.25%
Downside Capture
106.58%

Expense Ratio

2020 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

2020 ranks 96 for risk / return — in the top 96% 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.


2020 Risk / Return Rank: 9696
Overall Rank
2020 Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
2020 Sortino Ratio Rank: 9797
Sortino Ratio Rank
2020 Omega Ratio Rank: 9797
Omega Ratio Rank
2020 Calmar Ratio Rank: 9696
Calmar Ratio Rank
2020 Martin Ratio Rank: 9595
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

The table below presents risk-adjusted performance metrics for 2020 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

3.51

1.86

+1.65

Sortino ratioReturn per unit of downside risk

4.78

2.53

+2.25

Omega ratioGain probability vs. loss probability

1.66

1.34

+0.32

Calmar ratioReturn relative to maximum drawdown

7.80

2.53

+5.27

Martin ratioReturn relative to average drawdown

25.14

11.37

+13.77


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AMD
Advanced Micro Devices, Inc.
98
5.014.541.6012.0424.74
BNS
The Bank of Nova Scotia
96
3.735.221.684.6918.38
CNI
Canadian National Railway Company
62
0.731.091.141.132.08
DIS
The Walt Disney Company
17
-0.61-0.740.91-0.59-1.18
JNJ
Johnson & Johnson
96
3.424.941.615.2815.52
MSFT
Microsoft Corporation
17
-0.70-0.840.89-0.53-1.08
SU
Suncor Energy Inc.
92
2.603.171.425.4414.28
V
Visa Inc.
14
-0.56-0.680.92-0.73-1.57

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. Learn how to interpret the Sharpe ratio.

The current 2020 Sharpe ratio is 3.51 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 2020 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

2020 provided a 1.74% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.74%1.93%2.31%2.56%2.09%1.72%1.93%1.84%2.41%2.16%2.29%2.74%
AMD
Advanced Micro Devices, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BNS
The Bank of Nova Scotia
3.79%4.17%5.85%8.56%6.39%5.09%4.93%3.53%6.34%4.80%5.24%8.13%
CNI
Canadian National Railway Company
2.20%2.58%2.43%1.85%1.41%1.61%1.59%1.79%2.01%2.00%2.23%2.24%
DIS
The Walt Disney Company
1.25%1.10%0.85%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%
JNJ
Johnson & Johnson
2.18%2.48%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%
MSFT
Microsoft Corporation
0.91%0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%
SU
Suncor Energy Inc.
2.78%3.72%4.51%5.27%4.56%3.34%4.93%3.84%4.24%4.16%3.55%4.42%
V
Visa Inc.
0.81%0.70%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%

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 2020. 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 2020 was 51.76%, occurring on Mar 2, 2009. Recovery took 198 trading sessions.

The current 2020 drawdown is 1.37%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-51.76%Mar 2009
8mo 29d9mo 13d
1y 6moJun 2008 - Dec 2009
COVID crash2020
-35.75%Mar 2020
1mo 2d4mo 22d
5mo 24dFeb 2020 - Aug 2020
Bear market2022
-25.45%Oct 2022
6mo 16d1y 2mo
1y 8moMar 2022 - Dec 2023
Rate-hike selloffLate 2018
-22.62%Dec 2018
2mo 23d3mo 19d
6mo 12dOct 2018 - Apr 2019
2011 bear market2011
-22.25%Oct 2011
5mo 3d4mo 3d
9mo 6dMay 2011 - Feb 2012

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 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

2.12

1.78

1.60

1.49

1.42

The portfolio has a diversification ratio of 1.42, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2020 correlation to the S&P 500 Index

2020 has a 0.72 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Mar 19, 2008

0.84


Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.70, while SU has the lowest at 0.46.

SU
0.46
JNJ
0.47
AMD
0.53
CNI
0.62
BNS
0.62
V
0.63
DIS
0.65
MSFT
0.70

Portfolio Correlations

Correlation vs. 2020. AMD has the highest portfolio correlation at 0.71, while JNJ has the lowest at 0.43.

JNJ
0.43
SU
0.60
V
0.64
MSFT
0.65
DIS
0.66
CNI
0.68
BNS
0.68
AMD
0.71

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

The correlation results are calculated based on daily price changes starting from Mar 19, 2008
Diversification Analysis

Find what 2020 is missing

See which holdings overlap, where 2020 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification