5% Bonds

The chart shows the growth of an initial investment of CA$10,000 in 5% Bonds, 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.

As of Jun 13, 2026, the 5% Bonds returned 11.76% Year-To-Date and 12.23% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 18, 2015, 5% Bonds's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +10.2%, while the worst month was Mar 2020 at -12.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 5% Bonds closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 12, 2020 at -8.1%.

5% Bonds has an annualized alpha of 2.90%, beta of 0.55, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since February 18, 2015.

• This portfolio participated in 77.40% of S&P 500 Index downside but only 74.40% of its upside - more exposed to losses than it benefited from rallies.
• This portfolio generated an annualized alpha of 2.90% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 0.55 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

5% Bonds has an expense ratio of 0.11%, 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.

5% Bonds ranks 77 for risk / return — better than 77% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

The current 5% Bonds Sharpe ratio is 2.41 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 1.54 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 5% Bonds compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

5% Bonds provided a 1.71% dividend yield over the last twelve months.

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 5% Bonds. 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 5% Bonds was 28.97%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The current 5% Bonds drawdown is 0.64%.

The chart below shows the rolling one-month volatility.