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03-12-2026
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 03-12-2026, 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


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.30%0.09%8.18%8.17%23.42%19.88%11.91%13.45%
Portfolio
03-12-2026
-0.19%1.83%14.48%15.99%34.57%24.04%
EBNK.TO
Evolve European Banks Enhanced Yield ETF Hedged CAD
-1.10%-1.14%2.29%7.55%25.14%31.25%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF
0.09%3.22%19.43%21.26%44.62%24.93%14.29%13.22%
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF
0.05%-1.56%8.18%12.08%25.06%20.29%11.72%
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF
-0.16%1.93%20.34%18.00%35.82%18.99%11.33%10.85%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
-1.60%1.87%1.40%2.28%7.83%44.46%26.92%17.66%
ZLB.TO
BMO Low Volatility Canadian Equity ETF
-0.93%-0.55%2.14%0.70%10.48%13.02%7.91%9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 12, 2022, 03-12-2026's average daily return is +0.06%, while the average monthly return is +1.20%. At this rate, an investment would double in approximately 4.8 years.

Historically, 67% of months were positive and 33% were negative. The best month was Aug 2024 with a return of +9.8%, while the worst month was Jun 2022 at -9.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 03-12-2026 closed higher 56% of trading days. The best single day was Aug 9, 2024 with a return of +5.4%, while the worst single day was Apr 4, 2025 at -3.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.42%5.25%-2.79%6.58%1.09%0.42%14.48%
20251.27%1.45%1.31%3.48%4.75%2.55%0.76%4.82%2.51%-0.03%4.47%2.81%34.51%
2024-1.13%0.53%3.56%-2.09%3.09%-1.91%4.83%9.78%2.77%-2.67%3.17%-4.96%15.04%
20237.77%-2.57%-1.67%3.34%-5.77%5.41%1.85%-3.84%-1.64%-4.66%7.98%6.82%12.26%
20220.26%0.50%4.85%-5.37%3.17%-9.75%3.40%-3.96%-8.43%5.80%5.10%-2.86%-8.57%

Benchmark Metrics

03-12-2026 has an annualized alpha of 8.47%, beta of 0.42, and R2 of 0.33 versus S&P 500 Index. Calculated based on daily prices since January 12, 2022.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (68.75%) than losses (54.04%) - typical of diversified or defensive assets.
  • Beta of 0.42 may look defensive, but with R2 of 0.33 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R2 of 0.33 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
8.47%
Beta
0.42
0.33
Upside Capture
68.75%
Downside Capture
54.04%

Expense Ratio

03-12-2026 has an expense ratio of 0.28%, 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

03-12-2026 ranks 97 for risk / return — in the top 97% 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.


03-12-2026 Risk / Return Rank: 9797
Overall Rank
03-12-2026 Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
03-12-2026 Sortino Ratio Rank: 9898
Sortino Ratio Rank
03-12-2026 Omega Ratio Rank: 9898
Omega Ratio Rank
03-12-2026 Calmar Ratio Rank: 9696
Calmar Ratio Rank
03-12-2026 Martin Ratio Rank: 9797
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 03-12-2026 and compares them with S&P 500 Index.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

3.92

1.94

+1.99

Sortino ratioReturn per unit of downside risk

5.49

2.63

+2.86

Omega ratioGain probability vs. loss probability

1.74

1.35

+0.38

Calmar ratioReturn relative to maximum drawdown

7.40

2.59

+4.82

Martin ratioReturn relative to average drawdown

30.75

11.84

+18.91


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

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.

03-12-2026 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

  • 1-Year: 3.92
  • All Time: 1.14

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 1.59 to 2.46, 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 03-12-2026 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

03-12-2026 provided a 2.71% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.71%3.25%3.98%4.19%4.10%3.17%4.02%3.74%3.44%2.73%2.64%3.17%
EBNK.TO
Evolve European Banks Enhanced Yield ETF Hedged CAD
11.11%11.05%12.56%7.32%7.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF
2.88%3.59%4.37%4.64%4.42%3.46%4.59%4.25%4.44%3.42%3.25%4.11%
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF
2.48%2.80%3.64%3.91%4.39%3.30%3.36%3.37%0.02%0.00%0.00%0.00%
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF
3.58%4.47%5.45%4.97%4.68%3.58%5.03%4.62%5.42%4.29%4.41%5.64%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
0.67%0.68%0.87%1.57%1.48%1.37%1.48%1.46%1.62%1.80%1.03%1.24%
ZLB.TO
BMO Low Volatility Canadian Equity ETF
1.91%1.99%2.37%2.67%2.66%2.39%2.83%2.44%2.76%2.55%2.94%2.34%

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 03-12-2026. 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 03-12-2026 was 22.29%, occurring on Oct 12, 2022. Recovery took 397 trading sessions.

The current 03-12-2026 drawdown is 1.33%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-22.29%Oct 2022
6mo 15d1y 7mo
2y 1moMar 2022 - May 2024
2025 selloff2025
-9.67%Apr 2025
4mo14d
4mo 14dDec 2024 - Apr 2025
2024 pullback2024
-4.89%Jun 2024
26d25d
1mo 21dMay 2024 - Jul 2024
2026 pullback2026
-4.69%Mar 2026
17d25d
1mo 12dMar 2026 - Apr 2026
Bear market2022
-4.04%Jan 2022
6d15d
21dJan 2022 - Feb 2022

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 6 assets, with an effective number of assets of 2.35, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.


Diversification Ratio
1Y
3Y
All Time
Diversification Ratio

1.19

1.27

1.22

The portfolio has a diversification ratio of 1.22, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

03-12-2026 correlation to the S&P 500 Index

03-12-2026 has a 0.41 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

0.41

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

0.50

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2022

0.55


Benchmark Correlations

Correlation vs. S&P 500 Index. VIDY.TO has the highest benchmark correlation at 0.53, while XST.TO has the lowest at 0.28.

Portfolio Correlations

Correlation vs. 03-12-2026. VDY.TO has the highest portfolio correlation at 0.97, while EBNK.TO has the lowest at 0.54.

Asset Correlations Table

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

EBNK.TOXST.TOVIDY.TOZLB.TOXEI.TOVDY.TO
EBNK.TO1.000.260.600.420.440.48
XST.TO0.261.000.420.720.460.45
VIDY.TO0.600.421.000.650.660.68
ZLB.TO0.420.720.651.000.760.75
XEI.TO0.440.460.660.761.000.96
VDY.TO0.480.450.680.750.961.00
The correlation results are calculated based on daily price changes starting from Jan 12, 2022
Diversification Analysis

Find what 03-12-2026 is missing

See which holdings overlap, where 03-12-2026 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification