TSX/S&P500
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SPXU ProShares UltraPro Short S&P500 | Leveraged Equities, Leveraged | 60% |
XIU.TO iShares S&P/TSX 60 Index ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TSX/S&P500, 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 Quarterly
The earliest data available for this chart is Jun 25, 2009, corresponding to the inception date of SPXU
Returns By Period
As of Dec 19, 2024, the TSX/S&P500 returned -24.47% Year-To-Date and -19.70% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| TSX/S&P500 | -25.33% | -1.45% | -8.04% | -25.25% | -22.52% | -19.73% |
| Portfolio components: | ||||||
XIU.TO iShares S&P/TSX 60 Index ETF | 9.70% | -4.88% | 9.87% | 11.17% | 8.75% | 6.37% |
SPXU ProShares UltraPro Short S&P500 | -44.01% | 1.07% | -19.39% | -44.72% | -44.32% | -38.47% |
Monthly Returns
The table below presents the monthly returns of TSX/S&P500, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.60% | -7.57% | -2.89% | 6.90% | -6.70% | -6.04% | 0.40% | -2.37% | -1.96% | 1.41% | -7.02% | -25.33% | |
| 2023 | -6.40% | 2.04% | -6.05% | -0.87% | -2.79% | -7.10% | -3.88% | 1.86% | 8.36% | 2.32% | -10.48% | -3.31% | -24.51% |
| 2022 | 9.15% | 4.22% | -6.58% | 14.21% | -2.89% | 12.83% | -13.03% | 4.25% | 13.59% | -11.60% | -5.82% | 5.74% | 20.58% |
| 2021 | 0.73% | -3.30% | -5.43% | -7.11% | 1.14% | -3.77% | -4.48% | -5.11% | 7.03% | -8.47% | -1.06% | -5.53% | -30.88% |
| 2020 | 0.02% | 12.63% | -9.27% | -17.78% | -4.87% | -2.82% | -7.48% | -7.53% | 1.72% | 1.86% | -12.01% | -4.00% | -41.83% |
| 2019 | -7.40% | -3.27% | -2.99% | -4.90% | 10.15% | -9.20% | -2.43% | 1.68% | -2.29% | -4.08% | -4.53% | -3.67% | -29.31% |
| 2018 | -8.87% | 2.10% | 3.76% | -0.49% | -2.77% | -0.76% | -5.15% | -5.27% | -0.81% | 9.71% | -3.72% | 15.46% | 0.75% |
| 2017 | -1.38% | -7.26% | 0.24% | -2.57% | -2.51% | 0.06% | -1.85% | -0.37% | -1.76% | -4.08% | -4.59% | -0.28% | -23.61% |
| 2016 | 7.46% | 0.58% | -8.34% | 1.82% | -4.49% | -1.14% | -4.92% | -0.27% | -0.19% | 2.92% | -5.81% | -2.71% | -14.99% |
| 2015 | 1.86% | -8.08% | 0.81% | 0.85% | -4.16% | 1.94% | -5.73% | 7.94% | 2.55% | -11.66% | -2.08% | -1.03% | -16.92% |
| 2014 | 4.61% | -6.57% | -1.31% | -0.54% | -3.48% | -1.10% | 2.22% | -6.10% | -0.42% | -5.85% | -4.72% | -1.11% | -22.36% |
| 2013 | -7.62% | -3.10% | -5.60% | -4.61% | -4.69% | 0.01% | -7.01% | 4.68% | -3.72% | -6.63% | -5.38% | -3.75% | -38.77% |
Expense Ratio
TSX/S&P500 features an expense ratio of 0.63%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of TSX/S&P500 is 0, meaning it’s performing worse than 100% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
XIU.TO iShares S&P/TSX 60 Index ETF | 0.76 | 1.10 | 1.14 | 1.06 | 4.86 |
SPXU ProShares UltraPro Short S&P500 | -1.18 | -1.91 | 0.79 | -0.43 | -1.29 |
Dividends
Dividend yield
TSX/S&P500 provided a 5.58% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.58% | 5.51% | 1.44% | 0.97% | 1.64% | 2.43% | 2.12% | 1.10% | 1.06% | 1.28% | 1.06% | 1.07% |
| Portfolio components: | ||||||||||||
XIU.TO iShares S&P/TSX 60 Index ETF | 2.96% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% | 2.65% | 2.68% |
SPXU ProShares UltraPro Short S&P500 | 7.32% | 7.07% | 0.39% | 0.00% | 0.71% | 2.14% | 1.41% | 0.11% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the TSX/S&P500. 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 TSX/S&P500 was 98.30%, occurring on Dec 16, 2024. The portfolio has not yet recovered.
The current TSX/S&P500 drawdown is 98.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -98.3% | Jul 13, 2009 | 3954 | Dec 16, 2024 | — | — | — |
| -1.54% | Jun 29, 2009 | 1 | Jun 29, 2009 | 3 | Jul 2, 2009 | 4 |
| -0.96% | Jul 6, 2009 | 1 | Jul 6, 2009 | 1 | Jul 7, 2009 | 2 |
| -0.62% | Jul 8, 2009 | 1 | Jul 8, 2009 | 2 | Jul 10, 2009 | 3 |
Volatility
Volatility Chart
The current TSX/S&P500 volatility is 4.79%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| SPXU | XIU.TO | |
|---|---|---|
| SPXU | 1.00 | -0.74 |
| XIU.TO | -0.74 | 1.00 |