Asset Allocation
Find the right asset allocation for 2026 Model Portfolio
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in 2026 Model Portfolio, 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
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.69% | 2.13% | 10.76% | 10.40% | 27.77% | 21.16% | 15.12% | 14.58% |
Portfolio 2026 Model Portfolio | 1.62% | -6.83% | 5.48% | 3.08% | — | — | — | — |
| Portfolio components: | ||||||||
BANK.TO Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 1.08% | 8.67% | 23.62% | 25.01% | 64.23% | 34.20% | — | — |
BIGY.TO Evolve US Equity UltraYield ETF | 0.11% | -9.45% | -9.61% | -11.17% | — | — | — | — |
CASH.TO Global X High Interest Savings ETF | 0.02% | 0.15% | 0.91% | 1.03% | 2.23% | 3.60% | — | — |
ENCL.TO Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD | -0.30% | -1.63% | 35.36% | 33.47% | 46.09% | — | — | — |
HBIX.NEO Harvest Bitcoin Enhanced Income ETF | 3.78% | -21.97% | -30.77% | -32.37% | -42.38% | — | — | — |
HBTE.NEO Harvest Bitcoin Leaders Enhanced Income ETF | 2.94% | 4.14% | 28.08% | 14.49% | 67.21% | — | — | — |
HDIV.TO Hamilton Enhanced Canadian Covered Call ETF | 1.08% | 3.72% | 17.07% | 17.58% | 45.74% | 27.78% | — | — |
HHIS.TO Harvest Diversified High Income Shares ETF | -0.18% | -2.83% | 4.23% | 3.47% | 27.04% | — | — | — |
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | 0.51% | 2.16% | 13.12% | 13.21% | 35.16% | 22.69% | — | — |
MSTE.TO Harvest Strategy Inc. Enhanced High Income Shares ETF | 5.49% | -33.44% | -21.78% | -33.78% | -71.87% | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 10, 2025, 2026 Model Portfolio's average daily return is 0.00%, while the average monthly return is -0.16%.
Historically, 40% of months were positive and 60% were negative. The best month was Apr 2026 with a return of +13.4%, while the worst month was Nov 2025 at -7.8%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2026 Model Portfolio closed higher 52% of trading days. The best single day was Feb 6, 2026 with a return of +7.5%, while the worst single day was Feb 5, 2026 at -6.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.00% | -3.38% | -2.13% | 13.38% | 5.24% | -6.51% | 5.48% | ||||||
| 2025 | 3.63% | -0.27% | -7.84% | -3.67% | -8.26% |
Benchmark Metrics
2026 Model Portfolio has an annualized alpha of -27.02%, beta of 1.43, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since September 10, 2025.
- This portfolio participated in 171.92% of S&P 500 Index downside but only 24.32% of its upside - more exposed to losses than it benefited from rallies.
- This portfolio had an annualized alpha of -27.02% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -27.02%
- Beta
- 1.43
- R²
- 0.52
- Upside Capture
- 24.32%
- Downside Capture
- 171.92%
Expense Ratio
2026 Model Portfolio has an expense ratio of 0.80%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2026 Model Portfolio 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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | 2.02 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.78 | — |
| Omega ratioGain probability vs. loss probability | — | 1.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.81 | — |
| Martin ratioReturn relative to average drawdown | — | 10.45 | — |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BANK.TO Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 97 | 5.20 | 7.03 | 1.97 | 7.70 | 34.12 |
BIGY.TO Evolve US Equity UltraYield ETF | — | — | — | — | — | — |
CASH.TO Global X High Interest Savings ETF | 99 | 9.56 | 26.15 | 7.03 | 113.10 | 389.01 |
ENCL.TO Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD | 86 | 2.67 | 3.33 | 1.46 | 4.49 | 15.78 |
HBIX.NEO Harvest Bitcoin Enhanced Income ETF | 3 | -0.84 | -1.14 | 0.87 | -0.77 | -1.33 |
HBTE.NEO Harvest Bitcoin Leaders Enhanced Income ETF | 27 | 0.95 | 1.58 | 1.19 | 1.14 | 2.19 |
HDIV.TO Hamilton Enhanced Canadian Covered Call ETF | 94 | 3.55 | 4.51 | 1.65 | 5.23 | 25.02 |
HHIS.TO Harvest Diversified High Income Shares ETF | 29 | 1.11 | 1.58 | 1.20 | 1.08 | 2.68 |
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | 70 | 2.11 | 2.84 | 1.38 | 2.82 | 12.20 |
MSTE.TO Harvest Strategy Inc. Enhanced High Income Shares ETF | 2 | -0.92 | -1.71 | 0.81 | -0.89 | -1.30 |
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Dividends
Dividend yield
2026 Model Portfolio provided a 41.39% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Portfolio | 41.39% | 33.19% | 4.86% | 3.85% | 3.13% | 0.67% | 0.34% | 0.24% |
| Portfolio components: | ||||||||
BANK.TO Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 12.36% | 13.73% | 15.28% | 13.60% | 10.52% | 0.00% | 0.00% | 0.00% |
BIGY.TO Evolve US Equity UltraYield ETF | 30.05% | 9.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CASH.TO Global X High Interest Savings ETF | 2.19% | 2.53% | 4.37% | 5.05% | 2.30% | 0.10% | 0.00% | 0.00% |
ENCL.TO Global X Enhanced Canadian Oil and Gas Equity Covered Call ETF CAD | 13.48% | 17.14% | 18.56% | 4.68% | 0.00% | 0.00% | 0.00% | 0.00% |
HBIX.NEO Harvest Bitcoin Enhanced Income ETF | 45.75% | 20.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HBTE.NEO Harvest Bitcoin Leaders Enhanced Income ETF | 26.16% | 18.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HDIV.TO Hamilton Enhanced Canadian Covered Call ETF | 9.27% | 10.09% | 11.38% | 10.41% | 9.64% | 3.37% | 0.00% | 0.00% |
HHIS.TO Harvest Diversified High Income Shares ETF | 27.93% | 22.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | 11.49% | 11.98% | 12.13% | 12.11% | 13.02% | 0.00% | 0.00% | 0.00% |
MSTE.TO Harvest Strategy Inc. Enhanced High Income Shares ETF | 152.42% | 121.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 2026 Model Portfolio. 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 2026 Model Portfolio was 24.67%, occurring on Feb 5, 2026. The portfolio has not yet recovered.
The current 2026 Model Portfolio drawdown is 10.99%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 bear market2026 | -24.67%Feb 2026 | 4mo 1d | — | 8mo 11dOct 2025 - now |
2025 pullback2025 | -3.00%Sep 2025 | 6d | 4d | 10dSep 2025 - Sep 2025 |
2025 pullback2025 | -0.45%Sep 2025 | 0s | 1d | 1dSep 2025 - Sep 2025 |
2025 pullback2025 | -0.20%Sep 2025 | 0s | 1d | 1dSep 2025 - Oct 2025 |
2025 pullback2025 | -0.16%Sep 2025 | 0s | 1d | 1dSep 2025 - Sep 2025 |
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 13 assets, with an effective number of assets of 8.28, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 1.19 |
The portfolio has a diversification ratio of 1.19, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2026 Model Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 10, 2025 | 0.68 |
Benchmark Correlations
Correlation vs. S&P 500 Index. HYLD.TO has the highest benchmark correlation at 0.87, while ENCL.TO has the lowest at -0.14.
Portfolio Correlations
Correlation vs. 2026 Model Portfolio. MSTE.TO has the highest portfolio correlation at 0.92, while ENCL.TO has the lowest at -0.04.
Asset Correlations Table
| CASH.TO | ENCL.TO | BANK.TO | HBIX.NEO | MSTE.TO | HDIV.TO | QDAY.NEO | HBTE.NEO | QQCL.TO | XEQT.TO | BIGY.TO | HYLD.TO | HHIS.TO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CASH.TO | 1.00 | 0.09 | -0.04 | 0.11 | 0.13 | 0.04 | -0.03 | 0.04 | -0.04 | -0.00 | 0.04 | -0.01 | 0.02 |
| ENCL.TO | 0.09 | 1.00 | -0.17 | 0.06 | -0.02 | 0.07 | -0.17 | -0.02 | -0.17 | -0.08 | -0.17 | -0.12 | -0.18 |
| BANK.TO | -0.04 | -0.17 | 1.00 | 0.33 | 0.28 | 0.70 | 0.42 | 0.40 | 0.47 | 0.70 | 0.46 | 0.57 | 0.44 |
| HBIX.NEO | 0.11 | 0.06 | 0.33 | 1.00 | 0.83 | 0.43 | 0.48 | 0.73 | 0.49 | 0.49 | 0.71 | 0.53 | 0.65 |
| MSTE.TO | 0.13 | -0.02 | 0.28 | 0.83 | 1.00 | 0.41 | 0.42 | 0.76 | 0.48 | 0.48 | 0.76 | 0.53 | 0.69 |
| HDIV.TO | 0.04 | 0.07 | 0.70 | 0.43 | 0.41 | 1.00 | 0.60 | 0.56 | 0.63 | 0.86 | 0.57 | 0.77 | 0.62 |
| QDAY.NEO | -0.03 | -0.17 | 0.42 | 0.48 | 0.42 | 0.60 | 1.00 | 0.61 | 0.87 | 0.73 | 0.68 | 0.80 | 0.79 |
| HBTE.NEO | 0.04 | -0.02 | 0.40 | 0.73 | 0.76 | 0.56 | 0.61 | 1.00 | 0.63 | 0.66 | 0.76 | 0.71 | 0.76 |
| QQCL.TO | -0.04 | -0.17 | 0.47 | 0.49 | 0.48 | 0.63 | 0.87 | 0.63 | 1.00 | 0.79 | 0.72 | 0.82 | 0.81 |
| XEQT.TO | -0.00 | -0.08 | 0.70 | 0.49 | 0.48 | 0.86 | 0.73 | 0.66 | 0.79 | 1.00 | 0.70 | 0.86 | 0.74 |
| BIGY.TO | 0.04 | -0.17 | 0.46 | 0.71 | 0.76 | 0.57 | 0.68 | 0.76 | 0.72 | 0.70 | 1.00 | 0.81 | 0.91 |
| HYLD.TO | -0.01 | -0.12 | 0.57 | 0.53 | 0.53 | 0.77 | 0.80 | 0.71 | 0.82 | 0.86 | 0.81 | 1.00 | 0.84 |
| HHIS.TO | 0.02 | -0.18 | 0.44 | 0.65 | 0.69 | 0.62 | 0.79 | 0.76 | 0.81 | 0.74 | 0.91 | 0.84 | 1.00 |
Find what 2026 Model Portfolio is missing
See which holdings overlap, where 2026 Model Portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification