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Portfolio T

Last updated Oct 4, 2023

Asset Allocation


V 13.5%MSFT 13.5%ATD.TO 10.5%CNQ.TO 8.4%PYPL 8.3%DOL.TO 7.2%CROX 6.7%TSLA 6.4%PKI.TO 6.19%PFE 4.99%SHOP.TO 3.8%JNJ 3.4%ENB.TO 2.82%GSY.TO 2.6%TD.TO 1.7%EquityEquity
PositionCategory/SectorWeight
V
Visa Inc.
Financial Services13.5%
MSFT
Microsoft Corporation
Technology13.5%
ATD.TO
Alimentation Couche-Tard Inc.
Consumer Cyclical10.5%
CNQ.TO
Canadian Natural Resources Limited
Energy8.4%
PYPL
PayPal Holdings, Inc.
Financial Services8.3%
DOL.TO
Dollarama Inc.
Consumer Defensive7.2%
CROX
Crocs, Inc.
Consumer Cyclical6.7%
TSLA
Tesla, Inc.
Consumer Cyclical6.4%
PKI.TO
Parkland Corporation
Energy6.19%
PFE
Pfizer Inc.
Healthcare4.99%
SHOP.TO
Shopify Inc.
Technology3.8%
JNJ
Johnson & Johnson
Healthcare3.4%
ENB.TO
Enbridge Inc.
Energy2.82%
GSY.TO
goeasy Ltd.
Financial Services2.6%
TD.TO
The Toronto-Dominion Bank
Financial Services1.7%

Performance

The chart shows the growth of an initial investment of $10,000 in Portfolio T, 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


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
2.85%
3.40%
Portfolio T
Benchmark (^GSPC)
Portfolio components

Returns

As of Oct 4, 2023, the Portfolio T returned 14.49% Year-To-Date and 22.60% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-6.34%3.14%10.16%14.98%7.70%8.91%
Portfolio T-4.95%2.16%14.49%20.04%23.25%22.60%
TSLA
Tesla, Inc.
0.62%28.01%100.14%1.70%66.00%36.08%
V
Visa Inc.
-7.78%0.89%10.77%26.98%9.86%16.34%
TD.TO
The Toronto-Dominion Bank
-5.13%-1.77%-7.03%-4.14%3.64%8.08%
SHOP.TO
Shopify Inc.
-23.00%7.88%48.11%85.21%27.63%40.13%
PYPL
PayPal Holdings, Inc.
-9.86%-23.86%-19.55%-34.27%-7.33%5.46%
PKI.TO
Parkland Corporation
7.76%25.78%36.14%37.25%0.82%8.58%
PFE
Pfizer Inc.
-5.25%-15.28%-31.76%-20.10%-0.72%4.61%
MSFT
Microsoft Corporation
-4.65%9.60%31.57%31.44%23.59%28.23%
JNJ
Johnson & Johnson
-3.20%-0.53%-10.11%-2.08%4.89%8.47%
GSY.TO
goeasy Ltd.
-18.43%8.98%-1.14%-3.75%17.00%24.17%
ENB.TO
Enbridge Inc.
-11.12%-16.01%-14.90%-12.35%5.23%1.41%
DOL.TO
Dollarama Inc.
4.08%12.04%16.28%14.31%17.66%15.99%
CROX
Crocs, Inc.
-13.94%-32.34%-20.74%18.77%34.21%23.56%
CNQ.TO
Canadian Natural Resources Limited
-1.60%9.50%18.15%32.19%20.29%16.15%
ATD.TO
Alimentation Couche-Tard Inc.
-2.46%5.29%18.77%25.74%16.93%11.80%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20234.36%0.79%-1.18%7.12%2.47%-2.26%-3.19%

Sharpe Ratio

The current Portfolio T Sharpe ratio is 1.06. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.06

The Sharpe ratio of Portfolio T lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.50MayJuneJulyAugustSeptemberOctober
1.06
0.99
Portfolio T
Benchmark (^GSPC)
Portfolio components

Dividend yield

Portfolio T granted a 1.63% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Portfolio T1.63%1.76%1.39%1.75%1.53%1.80%1.67%1.75%1.96%1.92%1.93%2.24%
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
V
Visa Inc.
0.79%0.76%0.62%0.57%0.57%0.69%0.63%0.78%0.68%0.68%0.67%0.70%
TD.TO
The Toronto-Dominion Bank
4.73%4.20%3.51%4.84%4.66%4.70%4.04%4.28%5.02%4.69%4.74%7.86%
SHOP.TO
Shopify Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PYPL
PayPal Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PKI.TO
Parkland Corporation
3.39%4.47%3.80%3.33%2.87%3.91%5.24%5.10%6.18%6.80%8.27%8.41%
PFE
Pfizer Inc.
4.81%3.22%2.81%4.33%4.23%3.72%4.37%4.75%4.63%4.60%4.48%5.18%
MSFT
Microsoft Corporation
0.87%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
JNJ
Johnson & Johnson
2.99%2.57%2.57%2.72%2.84%3.12%2.77%3.27%3.53%3.34%3.68%4.59%
GSY.TO
goeasy Ltd.
3.66%3.52%1.57%2.01%1.99%2.87%2.27%2.45%2.59%2.12%2.50%4.94%
ENB.TO
Enbridge Inc.
8.14%6.84%7.59%9.55%7.37%8.67%7.15%5.73%6.43%3.85%4.59%4.56%
DOL.TO
Dollarama Inc.
0.27%0.27%0.31%0.34%0.39%0.49%0.28%0.41%0.73%1.31%0.63%0.76%
CROX
Crocs, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CNQ.TO
Canadian Natural Resources Limited
4.09%6.30%4.04%6.26%4.38%5.20%3.23%2.98%4.28%3.63%2.37%2.21%
ATD.TO
Alimentation Couche-Tard Inc.
0.79%0.79%0.72%0.70%0.62%0.60%0.57%0.53%0.38%0.34%0.45%0.66%

Expense Ratio

The Portfolio T has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
TSLA
Tesla, Inc.
-0.12
V
Visa Inc.
1.50
TD.TO
The Toronto-Dominion Bank
-0.09
SHOP.TO
Shopify Inc.
1.43
PYPL
PayPal Holdings, Inc.
-0.83
PKI.TO
Parkland Corporation
1.49
PFE
Pfizer Inc.
-0.89
MSFT
Microsoft Corporation
1.17
JNJ
Johnson & Johnson
-0.13
GSY.TO
goeasy Ltd.
-0.00
ENB.TO
Enbridge Inc.
-0.54
DOL.TO
Dollarama Inc.
0.88
CROX
Crocs, Inc.
0.36
CNQ.TO
Canadian Natural Resources Limited
1.46
ATD.TO
Alimentation Couche-Tard Inc.
1.53

Asset Correlations Table

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

JNJPFETSLACROXATD.TODOL.TOSHOP.TOCNQ.TOPKI.TOGSY.TOENB.TOPYPLMSFTTD.TOV
JNJ1.000.510.110.120.230.240.120.150.170.130.230.220.330.270.36
PFE0.511.000.150.150.230.200.140.200.200.190.250.230.320.290.34
TSLA0.110.151.000.320.220.210.370.190.180.250.210.390.410.240.32
CROX0.120.150.321.000.190.220.340.290.260.340.240.350.350.330.32
ATD.TO0.230.230.220.191.000.420.250.270.360.320.350.290.340.390.35
DOL.TO0.240.200.210.220.421.000.280.260.330.290.340.310.350.400.37
SHOP.TO0.120.140.370.340.250.281.000.180.250.330.260.550.490.270.42
CNQ.TO0.150.200.190.290.270.260.181.000.500.380.590.230.240.550.30
PKI.TO0.170.200.180.260.360.330.250.501.000.410.500.260.280.480.32
GSY.TO0.130.190.250.340.320.290.330.380.411.000.370.340.330.490.34
ENB.TO0.230.250.210.240.350.340.260.590.500.371.000.300.290.560.36
PYPL0.220.230.390.350.290.310.550.230.260.340.301.000.600.330.57
MSFT0.330.320.410.350.340.350.490.240.280.330.290.601.000.360.63
TD.TO0.270.290.240.330.390.400.270.550.480.490.560.330.361.000.44
V0.360.340.320.320.350.370.420.300.320.340.360.570.630.441.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-8.41%
-11.82%
Portfolio T
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Portfolio T. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Portfolio T is 41.16%, recorded on Mar 23, 2020. It took 51 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.16%Feb 20, 202023Mar 23, 202051Jun 3, 202074
-24.18%Nov 8, 2021158Jun 17, 2022266Jul 3, 2023424
-16.78%Nov 6, 201568Feb 11, 201633Mar 31, 2016101
-16.12%Sep 24, 201866Dec 24, 201837Feb 15, 2019103
-13.78%Aug 6, 201514Aug 25, 201551Nov 5, 201565

Volatility Chart

The current Portfolio T volatility is 3.68%, 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.


2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
3.68%
3.35%
Portfolio T
Benchmark (^GSPC)
Portfolio components