Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CANY.TO Evolve Canadian Equity UltraYield ETF | Derivative Income, Canada Equities | 14.29% |
CNYE.TO Harvest Coinbase Enhanced High Income Shares ETF | Derivative Income | 14.29% |
HEQT.TO Horizons All-Equity Asset Allocation ETF | Global Equities | 14.29% |
HHIS.TO Harvest Diversified High Income Shares ETF | Derivative Income | 14.29% |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | Derivative Income | 14.29% |
UTES.TO Evolve Canadian Utilities Enhanced Yield Index Fund ETF | Derivative Income | 14.29% |
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | Consumer Staples Equities | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in (TFSA) income , 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.
Loading graphics...
The earliest data available for this chart is Sep 18, 2025, corresponding to the inception date of CANY.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 (TFSA) income | -0.85% | -3.58% | -6.77% | -19.40% | — | — | — | — |
| Portfolio components: | ||||||||
HEQT.TO Horizons All-Equity Asset Allocation ETF | -0.30% | -2.82% | -0.19% | 3.42% | 23.98% | 20.87% | 12.79% | — |
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | 0.27% | -2.43% | 1.76% | 9.82% | 17.63% | 11.82% | 11.36% | 9.05% |
UTES.TO Evolve Canadian Utilities Enhanced Yield Index Fund ETF | -0.45% | -1.85% | 9.15% | 10.29% | 26.25% | — | — | — |
HHIS.TO Harvest Diversified High Income Shares ETF | -1.13% | -2.72% | -11.97% | -13.22% | 28.85% | — | — | — |
CANY.TO Evolve Canadian Equity UltraYield ETF | 0.19% | -3.23% | 0.83% | 7.22% | — | — | — | — |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | -3.40% | -8.89% | -20.64% | -69.72% | -65.00% | — | — | — |
CNYE.TO Harvest Coinbase Enhanced High Income Shares ETF | -1.14% | -7.15% | -29.48% | -59.38% | -21.30% | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 19, 2025, (TFSA) income 's average daily return is -0.13%, while the average monthly return is -2.39%.
Historically, 0% of months were positive and 100% were negative. The best month was Apr 2026 with a return of -0.5%, while the worst month was Nov 2025 at -7.1%. The longest winning streak lasted 0 consecutive months, and the longest losing streak was 8 months.
On a daily basis, (TFSA) income closed higher 47% of trading days. The best single day was Feb 6, 2026 with a return of +6.2%, while the worst single day was Feb 5, 2026 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -2.13% | -1.34% | -2.94% | -0.53% | -6.77% | ||||||||
| 2025 | -0.90% | -0.77% | -7.14% | -3.37% | -11.76% |
Benchmark Metrics
(TFSA) income has an annualized alpha of -27.01%, beta of 1.48, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since September 19, 2025.
- This portfolio participated in 122.91% of S&P 500 Index downside but only -281.66% of its upside — more exposed to losses than it benefited from rallies.
- This portfolio had an annualized alpha of -27.01% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -27.01%
- Beta
- 1.48
- R²
- 0.56
- Upside Capture
- -281.66%
- Downside Capture
- 122.91%
Expense Ratio
(TFSA) income has an expense ratio of 0.37%, 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.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 | |
|---|---|---|---|---|---|---|
HEQT.TO Horizons All-Equity Asset Allocation ETF | 75 | 1.41 | 2.06 | 1.30 | 2.15 | 9.83 |
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | 54 | 1.00 | 1.52 | 1.18 | 2.32 | 5.69 |
UTES.TO Evolve Canadian Utilities Enhanced Yield Index Fund ETF | 89 | 2.12 | 2.83 | 1.40 | 2.93 | 14.40 |
HHIS.TO Harvest Diversified High Income Shares ETF | 43 | 0.87 | 1.50 | 1.20 | 1.31 | 3.73 |
CANY.TO Evolve Canadian Equity UltraYield ETF | — | — | — | — | — | — |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | 1 | -0.79 | -1.29 | 0.86 | -0.80 | -1.38 |
CNYE.TO Harvest Coinbase Enhanced High Income Shares ETF | 9 | -0.26 | 0.19 | 1.02 | -0.24 | -0.46 |
Loading graphics...
Dividends
Dividend yield
(TFSA) income provided a 45.72% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 45.72% | 31.36% | 1.45% | 1.23% | 1.15% | 0.17% | 0.31% | 0.14% | 0.12% | 0.13% | 0.07% | 0.09% |
| Portfolio components: | ||||||||||||
HEQT.TO Horizons All-Equity Asset Allocation ETF | 1.76% | 1.70% | 3.22% | 7.85% | 7.31% | 0.48% | 1.40% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% |
XST.TO iShares S&P/TSX Capped Consumer Staples Index ETF | 0.67% | 0.67% | 0.86% | 0.79% | 0.74% | 0.68% | 0.74% | 0.73% | 0.81% | 0.90% | 0.52% | 0.62% |
UTES.TO Evolve Canadian Utilities Enhanced Yield Index Fund ETF | 17.27% | 18.30% | 6.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HHIS.TO Harvest Diversified High Income Shares ETF | 30.73% | 22.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CANY.TO Evolve Canadian Equity UltraYield ETF | 11.22% | 5.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | 170.38% | 121.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CNYE.TO Harvest Coinbase Enhanced High Income Shares ETF | 88.00% | 48.74% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the (TFSA) income . 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) income was 24.35%, occurring on Feb 5, 2026. The portfolio has not yet recovered.
The current (TFSA) income drawdown is 20.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.35% | Oct 7, 2025 | 84 | Feb 5, 2026 | — | — | — |
| -4.47% | Sep 22, 2025 | 4 | Sep 25, 2025 | 5 | Oct 2, 2025 | 9 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | UTES.TO | XST.TO | MSTE.TO | CANY.TO | CNYE.TO | HEQT.TO | HHIS.TO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.10 | 0.04 | 0.47 | 0.74 | 0.62 | 0.92 | 0.84 | 0.72 |
| UTES.TO | -0.10 | 1.00 | 0.41 | -0.10 | 0.10 | -0.09 | 0.02 | -0.18 | 0.04 |
| XST.TO | 0.04 | 0.41 | 1.00 | -0.13 | 0.20 | -0.04 | 0.14 | -0.03 | 0.12 |
| MSTE.TO | 0.47 | -0.10 | -0.13 | 1.00 | 0.42 | 0.79 | 0.46 | 0.67 | 0.86 |
| CANY.TO | 0.74 | 0.10 | 0.20 | 0.42 | 1.00 | 0.49 | 0.83 | 0.66 | 0.67 |
| CNYE.TO | 0.62 | -0.09 | -0.04 | 0.79 | 0.49 | 1.00 | 0.59 | 0.75 | 0.91 |
| HEQT.TO | 0.92 | 0.02 | 0.14 | 0.46 | 0.83 | 0.59 | 1.00 | 0.80 | 0.74 |
| HHIS.TO | 0.84 | -0.18 | -0.03 | 0.67 | 0.66 | 0.75 | 0.80 | 1.00 | 0.83 |
| Portfolio | 0.72 | 0.04 | 0.12 | 0.86 | 0.67 | 0.91 | 0.74 | 0.83 | 1.00 |