Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CNR.TO Canadian National Railway Company | Industrials | 7.50% |
ENB.TO Enbridge Inc. | Energy | 7.50% |
VI.TO Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged) | International Equity | 20% |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | Dividend, Large Cap Value Equities | 45% |
ZRE.TO BMO Equal Weight REITs Index ETF | REIT | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in (no name), 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 Jun 15, 2017, corresponding to the inception date of XDIV.TO
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio (no name) | 0.24% | -0.98% | 6.32% | 11.43% | 24.85% | 13.88% | 9.63% | — |
| Portfolio components: | ||||||||
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 0.00% | 0.69% | 6.64% | 14.18% | 29.34% | 18.53% | 13.37% | — |
ZRE.TO BMO Equal Weight REITs Index ETF | 0.49% | -3.10% | 2.96% | 1.95% | 13.74% | 4.68% | 1.82% | 6.08% |
ENB.TO Enbridge Inc. | 0.80% | -0.26% | 14.74% | 12.08% | 26.53% | 19.10% | 15.25% | 10.19% |
CNR.TO Canadian National Railway Company | 0.72% | -5.66% | 5.96% | 11.75% | 6.21% | -2.21% | -0.39% | 7.41% |
VI.TO Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged) | -1.24% | -3.03% | 3.80% | 11.96% | 29.62% | 15.21% | 9.19% | 10.12% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 16, 2017, (no name)'s average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, your investment would double in approximately 6.7 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +14.8%, while the worst month was Mar 2020 at -22.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, (no name) closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +11.5%, while the worst single day was Mar 12, 2020 at -13.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.37% | 5.28% | -3.27% | 1.00% | 6.32% | ||||||||
| 2025 | 1.23% | 1.98% | 1.02% | 2.76% | 4.53% | 2.27% | -1.49% | 3.85% | 1.65% | -0.13% | 2.93% | 1.81% | 24.69% |
| 2024 | -0.84% | 0.03% | 3.64% | -3.24% | 3.67% | -1.93% | 3.80% | 5.58% | 2.85% | -4.85% | 3.63% | -6.93% | 4.60% |
| 2023 | 8.18% | -3.09% | -0.72% | 2.70% | -3.97% | 4.98% | 2.18% | -4.79% | -3.36% | -5.28% | 9.28% | 6.69% | 11.88% |
| 2022 | 0.68% | 0.69% | 4.73% | -6.83% | 1.40% | -8.00% | 4.96% | -4.86% | -10.94% | 5.69% | 7.75% | -3.73% | -10.02% |
| 2021 | 0.61% | 4.13% | 7.64% | 4.08% | 4.31% | -1.01% | 0.84% | 0.98% | -1.30% | 7.03% | -6.28% | 5.64% | 29.09% |
Benchmark Metrics
Portfolio has an annualized alpha of 1.00%, beta of 0.77, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since June 16, 2017.
- This portfolio participated in 84.04% of S&P 500 Index downside but only 78.02% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 1.00%
- Beta
- 0.77
- R²
- 0.61
- Upside Capture
- 78.02%
- Downside Capture
- 84.04%
Expense Ratio
(no name) has an expense ratio of 0.22%, 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.
Return for Risk
Risk / Return Rank
(no name) ranks 86 for risk / return — in the top 86% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.05 | 0.88 | +1.17 |
Sortino ratioReturn per unit of downside risk | 2.77 | 1.37 | +1.40 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.21 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.63 | 1.39 | +1.24 |
Martin ratioReturn relative to average drawdown | 14.84 | 6.43 | +8.41 |
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 Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 94 | 2.60 | 3.31 | 1.56 | 3.02 | 18.25 |
ZRE.TO BMO Equal Weight REITs Index ETF | 44 | 0.92 | 1.36 | 1.17 | 1.54 | 4.07 |
ENB.TO Enbridge Inc. | 81 | 1.57 | 2.12 | 1.28 | 3.09 | 7.68 |
CNR.TO Canadian National Railway Company | 47 | 0.27 | 0.56 | 1.07 | 0.55 | 1.01 |
VI.TO Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged) | 82 | 1.65 | 2.36 | 1.35 | 2.73 | 10.94 |
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Dividends
Dividend yield
(no name) provided a 3.58% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.58% | 3.81% | 4.11% | 4.12% | 3.96% | 3.46% | 4.17% | 3.72% | 4.32% | 2.72% | 1.81% | 1.66% |
| Portfolio components: | ||||||||||||
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 3.56% | 3.81% | 4.29% | 4.20% | 3.95% | 3.58% | 4.58% | 4.02% | 4.85% | 1.82% | 0.00% | 0.00% |
ZRE.TO BMO Equal Weight REITs Index ETF | 4.69% | 4.90% | 5.19% | 5.07% | 4.90% | 3.82% | 4.95% | 4.11% | 4.89% | 4.98% | 5.39% | 5.92% |
ENB.TO Enbridge Inc. | 5.04% | 5.74% | 6.00% | 7.45% | 6.50% | 6.76% | 7.96% | 5.72% | 6.33% | 4.91% | 3.75% | 4.04% |
CNR.TO Canadian National Railway Company | 2.47% | 2.62% | 2.32% | 1.90% | 1.82% | 1.58% | 1.64% | 1.83% | 1.80% | 1.59% | 1.66% | 1.62% |
VI.TO Vanguard FTSE Developed All Cap ex North America Index ETF (CAD-hedged) | 2.37% | 2.44% | 2.58% | 2.59% | 2.87% | 2.31% | 1.98% | 2.64% | 2.75% | 2.08% | 1.62% | 0.27% |
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 (no name). 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 (no name) was 43.81%, occurring on Mar 23, 2020. Recovery took 226 trading sessions.
The current (no name) drawdown is 2.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.81% | Feb 20, 2020 | 23 | Mar 23, 2020 | 226 | Feb 16, 2021 | 249 |
| -24.98% | Mar 31, 2022 | 134 | Oct 12, 2022 | 465 | Aug 19, 2024 | 599 |
| -18.2% | Jan 8, 2018 | 244 | Dec 24, 2018 | 79 | Apr 18, 2019 | 323 |
| -12.5% | Oct 2, 2024 | 130 | Apr 8, 2025 | 28 | May 20, 2025 | 158 |
| -7.67% | Nov 4, 2021 | 20 | Dec 1, 2021 | 27 | Jan 12, 2022 | 47 |
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 5 assets, with an effective number of assets of 3.40, 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
| Benchmark | ENB.TO | CNR.TO | ZRE.TO | VI.TO | XDIV.TO | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.42 | 0.55 | 0.54 | 0.75 | 0.63 | 0.71 |
| ENB.TO | 0.42 | 1.00 | 0.43 | 0.50 | 0.52 | 0.67 | 0.70 |
| CNR.TO | 0.55 | 0.43 | 1.00 | 0.48 | 0.59 | 0.61 | 0.69 |
| ZRE.TO | 0.54 | 0.50 | 0.48 | 1.00 | 0.63 | 0.69 | 0.81 |
| VI.TO | 0.75 | 0.52 | 0.59 | 0.63 | 1.00 | 0.77 | 0.87 |
| XDIV.TO | 0.63 | 0.67 | 0.61 | 0.69 | 0.77 | 1.00 | 0.95 |
| Portfolio | 0.71 | 0.70 | 0.69 | 0.81 | 0.87 | 0.95 | 1.00 |