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TFSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
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TFSA

Currency in USD · Last updated May 25, 2025

Asset Allocation

CGL.TO 3%COST 50%QQQ 10%FEZ 10%MA 7%V 6%NFLX 5%BRK-B 5%META 4%CommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
BRK-B
Berkshire Hathaway Inc.		Financial Services
5%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)		Precious Metals, Gold
3%
COST
Costco Wholesale Corporation		Consumer Defensive
50%
FEZ
SPDR EURO STOXX 50 ETF		Europe Equities
10%
MA
Mastercard Inc		Financial Services
7%
META
Meta Platforms, Inc.		Communication Services
4%
NFLX
Netflix, Inc.		Communication Services
5%
QQQ
Invesco QQQ		Large Cap Blend Equities
10%
V
Visa Inc.		Financial Services
6%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of May 25, 2025, the TFSA returned 12.21% Year-To-Date and 21.41% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%5.80%-2.79%9.39%14.45%10.68%
TFSA12.21%4.67%9.56%26.95%24.97%21.41%
Portfolio components:
MA
Mastercard Inc		7.36%5.25%8.54%25.65%14.47%20.62%
V
Visa Inc.		12.24%5.49%14.46%29.74%13.93%18.65%
NFLX
Netflix, Inc.		32.99%8.07%32.03%83.28%22.52%29.70%
BRK-B
Berkshire Hathaway Inc.		11.07%-5.30%5.64%23.58%23.54%13.36%
META
Meta Platforms, Inc.		7.19%17.61%12.34%31.60%21.81%23.02%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)		32.70%1.33%24.79%40.33%12.98%8.48%
COST
Costco Wholesale Corporation		10.33%3.52%4.87%25.19%29.35%23.70%
QQQ
Invesco QQQ		-0.24%8.96%0.99%11.88%18.00%17.56%
FEZ
SPDR EURO STOXX 50 ETF		22.44%4.89%24.00%13.75%16.77%7.18%
*Annualized

Monthly Returns

The table below presents the monthly returns of TFSA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.92%4.76%-6.44%4.12%2.85%12.21%
20245.00%7.09%0.15%-3.24%8.65%3.05%-1.30%6.86%0.59%-0.69%8.09%-3.28%34.39%
202311.63%-3.32%4.88%2.18%1.86%6.15%3.38%-1.44%-1.14%-1.22%8.75%8.71%47.12%
2022-7.43%-1.88%6.54%-9.41%-6.32%-4.08%11.47%-4.35%-8.92%7.27%8.65%-9.35%-19.19%
2021-5.40%-1.01%4.55%5.95%1.13%2.86%5.53%3.36%-2.30%6.44%3.11%5.11%32.65%
20202.93%-6.65%-4.67%8.80%4.07%0.82%6.73%8.42%-1.75%-2.65%10.79%1.59%30.24%
20197.86%2.80%6.35%3.86%-3.84%8.90%1.69%3.28%-1.83%3.75%2.36%0.52%41.15%
20188.12%-1.44%-1.76%3.64%2.18%3.54%2.43%5.35%0.71%-5.74%0.78%-9.07%7.74%
20173.96%5.75%-1.45%4.35%4.98%-6.59%2.93%0.55%3.37%0.84%7.44%0.89%29.64%
2016-5.97%-0.58%5.96%-2.75%0.81%0.66%5.63%-0.41%-2.13%-0.12%-0.70%4.67%4.46%
20150.88%6.23%-0.11%-0.37%1.16%-2.64%6.98%-4.11%-0.18%9.15%1.61%-1.25%17.81%
2014-3.59%5.08%-4.39%1.27%2.98%0.26%0.71%3.49%1.05%3.94%4.95%-0.90%15.31%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

TFSA has an expense ratio of 0.07%, 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.

CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
FEZ
SPDR EURO STOXX 50 ETF
QQQ
Invesco QQQ

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 90, TFSA is among the top 10% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of TFSA is 9090
Overall Rank
The Sharpe Ratio Rank of TFSA is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of TFSA is 9090
Sortino Ratio Rank
The Omega Ratio Rank of TFSA is 9292
Omega Ratio Rank
The Calmar Ratio Rank of TFSA is 9191
Calmar Ratio Rank
The Martin Ratio Rank of TFSA is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MA
Mastercard Inc		1.201.851.271.687.22
V
Visa Inc.		1.351.991.302.167.59
NFLX
Netflix, Inc.		2.643.291.444.2313.77
BRK-B
Berkshire Hathaway Inc.		1.211.771.262.796.71
META
Meta Platforms, Inc.		0.941.451.190.962.91
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)		1.952.631.342.449.82
COST
Costco Wholesale Corporation		1.231.661.221.494.27
QQQ
Invesco QQQ		0.500.851.120.541.75
FEZ
SPDR EURO STOXX 50 ETF		0.711.231.160.992.82

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.

TFSA Sharpe ratios as of May 25, 2025 (values are recalculated daily):

  • 1-Year: 1.58
  • 5-Year: 1.33
  • 10-Year: 1.15
  • All Time: 1.34

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 0.49 to 1.03, 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 TFSA compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

TFSA provided a 0.63% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.63%0.68%1.85%0.85%0.65%2.02%0.83%1.06%2.81%1.08%2.52%1.08%
Portfolio components:
MA
Mastercard Inc		0.50%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%
V
Visa Inc.		0.65%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%
NFLX
Netflix, 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%
BRK-B
Berkshire Hathaway 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%
META
Meta Platforms, Inc.		0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation		0.47%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
QQQ
Invesco QQQ		0.59%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
FEZ
SPDR EURO STOXX 50 ETF		2.49%2.94%2.75%3.05%2.61%2.12%2.61%3.45%2.44%3.35%3.03%3.78%

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 TFSA. 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 TFSA was 25.36%, occurring on Oct 14, 2022. Recovery took 181 trading sessions.

The current TFSA drawdown is 2.20%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.36%Jan 4, 2022201Oct 14, 2022181Jun 30, 2023382
-20.57%Feb 20, 202023Mar 23, 202077Jul 9, 2020100
-20.19%Sep 12, 201874Dec 24, 201859Mar 20, 2019133
-14.94%Feb 14, 202537Apr 8, 202528May 19, 202565
-13.54%Dec 7, 201543Feb 5, 2016128Aug 5, 2016171
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 3.50, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCCGL.TONFLXMETACOSTBRK-BFEZVMAQQQPortfolio
^GSPC1.000.150.480.560.560.700.750.680.700.900.81
CGL.TO0.151.000.080.090.080.070.260.080.090.120.15
NFLX0.480.081.000.460.290.260.350.360.380.560.53
META0.560.090.461.000.310.300.410.420.420.650.55
COST0.560.080.290.311.000.410.370.410.410.520.86
BRK-B0.700.070.260.300.411.000.570.540.540.510.58
FEZ0.750.260.350.410.370.571.000.540.560.660.63
V0.680.080.360.420.410.540.541.000.830.620.66
MA0.700.090.380.420.410.540.560.831.000.640.67
QQQ0.900.120.560.650.520.510.660.620.641.000.79
Portfolio0.810.150.530.550.860.580.630.660.670.791.00
The correlation results are calculated based on daily price changes starting from May 21, 2012
Go to the full Correlations tool for more customization options