Portfolio T
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ATD.TO Alimentation Couche-Tard Inc. | Consumer Cyclical | 10.50% |
CNQ.TO Canadian Natural Resources Limited | Energy | 8.40% |
CROX Crocs, Inc. | Consumer Cyclical | 6.70% |
DOL.TO Dollarama Inc. | Consumer Defensive | 7.20% |
ENB.TO Enbridge Inc. | Energy | 2.82% |
GSY.TO goeasy Ltd. | Financial Services | 2.60% |
JNJ Johnson & Johnson | Healthcare | 3.40% |
MSFT Microsoft Corporation | Technology | 13.50% |
PFE Pfizer Inc. | Healthcare | 4.99% |
PKI.TO Parkland Corporation | Energy | 6.19% |
PYPL PayPal Holdings, Inc. | Financial Services | 8.30% |
SHOP.TO Shopify Inc. | Technology | 3.80% |
TD.TO The Toronto-Dominion Bank | Financial Services | 1.70% |
TSLA Tesla, Inc. | Consumer Cyclical | 6.40% |
V Visa Inc. | Financial Services | 13.50% |
Performance
Performance Chart
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
The earliest data available for this chart is Jul 6, 2015, corresponding to the inception date of PYPL
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Portfolio T | 13.02% | 2.84% | 6.75% | 25.55% | 24.26% | N/A |
| Portfolio components: | ||||||
TSLA Tesla, Inc. | -4.12% | 13.10% | 39.47% | -2.71% | 69.94% | 30.52% |
V Visa Inc. | 10.01% | 6.28% | 0.92% | 22.09% | 10.83% | 19.16% |
TD.TO The Toronto-Dominion Bank | 3.68% | 10.36% | 10.89% | 11.88% | 6.79% | 8.77% |
SHOP.TO Shopify Inc. | 1.02% | 5.87% | -0.07% | 48.22% | 19.86% | N/A |
PYPL PayPal Holdings, Inc. | 25.00% | 7.33% | 18.51% | 32.62% | -6.00% | N/A |
PKI.TO Parkland Corporation | -17.78% | -0.10% | -16.44% | -8.75% | -1.11% | 9.31% |
PFE Pfizer Inc. | 6.78% | 2.22% | 10.69% | -4.69% | 1.07% | 4.30% |
MSFT Microsoft Corporation | 16.38% | 4.75% | 1.89% | 38.34% | 26.29% | 27.08% |
JNJ Johnson & Johnson | 7.19% | 1.88% | 7.42% | 5.52% | 7.29% | 7.25% |
GSY.TO goeasy Ltd. | 13.39% | -1.11% | 11.73% | 68.88% | 27.51% | 26.42% |
ENB.TO Enbridge Inc. | 18.85% | 3.78% | 18.41% | 26.40% | 10.00% | 5.95% |
DOL.TO Dollarama Inc. | 38.71% | 1.29% | 34.19% | 44.14% | 22.61% | 24.51% |
CROX Crocs, Inc. | 48.86% | -2.12% | -1.81% | 60.84% | 37.26% | 26.96% |
CNQ.TO Canadian Natural Resources Limited | 5.27% | -5.74% | -7.85% | 13.23% | 20.55% | 8.42% |
ATD.TO Alimentation Couche-Tard Inc. | -4.38% | -3.27% | -1.61% | 7.62% | 12.97% | 16.06% |
Monthly Returns
The table below presents the monthly returns of Portfolio T, 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 | 0.43% | 4.04% | 1.92% | -2.82% | 3.52% | -0.86% | 3.11% | 1.90% | 13.02% | ||||
| 2023 | 9.95% | -2.37% | 4.25% | 0.79% | -1.18% | 7.12% | 2.47% | -2.26% | -3.19% | -1.46% | 11.45% | 1.07% | 28.50% |
| 2022 | -3.60% | -5.80% | 7.13% | -8.83% | -0.09% | -9.82% | 12.68% | -3.50% | -8.53% | 6.76% | 6.32% | -5.35% | -14.60% |
| 2021 | -1.45% | 4.71% | 2.87% | 7.56% | 0.89% | 6.02% | 3.44% | 1.36% | -2.98% | 6.93% | -3.18% | 3.53% | 33.17% |
| 2020 | 4.75% | -8.00% | -16.62% | 22.61% | 11.21% | 5.60% | 6.82% | 12.27% | -5.37% | -4.55% | 18.37% | 6.07% | 57.35% |
| 2019 | 7.07% | 4.54% | 1.94% | 5.38% | -4.06% | 6.34% | 1.16% | -0.27% | 1.28% | 4.43% | 5.67% | 6.33% | 47.08% |
| 2018 | 7.36% | -4.62% | -1.72% | 2.58% | 2.97% | 2.72% | 2.40% | 6.25% | -0.17% | -5.14% | 4.22% | -6.77% | 9.30% |
| 2017 | 4.46% | 1.55% | 4.63% | 2.27% | 3.71% | 1.54% | 2.65% | 4.20% | 2.22% | 3.79% | 2.95% | 2.88% | 43.69% |
| 2016 | -4.17% | 0.34% | 8.84% | 1.60% | 0.59% | 0.03% | 4.71% | 2.34% | 2.10% | -0.53% | -3.07% | 1.09% | 14.09% |
| 2015 | 2.91% | -6.94% | -0.41% | 5.50% | 1.65% | -2.97% | -0.77% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Portfolio T is 45, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
TSLA Tesla, Inc. | -0.02 | 0.37 | 1.05 | -0.01 | -0.04 |
V Visa Inc. | 1.70 | 2.24 | 1.30 | 2.01 | 5.25 |
TD.TO The Toronto-Dominion Bank | 0.69 | 1.04 | 1.13 | 0.42 | 1.65 |
SHOP.TO Shopify Inc. | 0.97 | 1.61 | 1.24 | 0.71 | 2.60 |
PYPL PayPal Holdings, Inc. | 0.98 | 1.50 | 1.19 | 0.40 | 4.86 |
PKI.TO Parkland Corporation | -0.36 | -0.34 | 0.96 | -0.29 | -0.56 |
PFE Pfizer Inc. | -0.12 | 0.01 | 1.00 | -0.05 | -0.21 |
MSFT Microsoft Corporation | 2.04 | 2.63 | 1.35 | 2.60 | 7.94 |
JNJ Johnson & Johnson | 0.51 | 0.84 | 1.10 | 0.42 | 1.47 |
GSY.TO goeasy Ltd. | 2.14 | 2.70 | 1.35 | 1.42 | 11.62 |
ENB.TO Enbridge Inc. | 1.97 | 2.76 | 1.35 | 1.05 | 8.84 |
DOL.TO Dollarama Inc. | 1.94 | 2.99 | 1.37 | 4.67 | 16.86 |
CROX Crocs, Inc. | 1.45 | 2.46 | 1.27 | 1.13 | 6.74 |
CNQ.TO Canadian Natural Resources Limited | 0.21 | 0.48 | 1.06 | 0.27 | 0.63 |
ATD.TO Alimentation Couche-Tard Inc. | 0.38 | 0.67 | 1.09 | 0.57 | 1.08 |
Dividends
Dividend yield
Portfolio T granted a 1.62% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio T | 1.62% | 1.50% | 1.20% | 0.99% | 1.11% | 0.98% | 1.10% | 1.10% | 1.16% | 1.19% | 1.13% | 1.16% |
| Portfolio components: | ||||||||||||
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. | 0.73% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
TD.TO The Toronto-Dominion Bank | 4.59% | 4.48% | 4.06% | 3.26% | 4.32% | 3.97% | 3.85% | 3.19% | 3.26% | 3.69% | 2.54% | 0.00% |
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 | 3.97% | 3.18% | 4.34% | 3.54% | 3.00% | 2.50% | 3.31% | 4.29% | 4.00% | 4.62% | 4.86% | 5.61% |
PFE Pfizer Inc. | 5.68% | 5.70% | 3.12% | 2.64% | 3.91% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% | 3.13% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
JNJ Johnson & Johnson | 2.96% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
GSY.TO goeasy Ltd. | 2.35% | 2.43% | 3.42% | 1.47% | 1.86% | 1.78% | 2.52% | 1.94% | 2.05% | 2.11% | 1.69% | 1.97% |
ENB.TO Enbridge Inc. | 6.61% | 7.44% | 6.50% | 6.76% | 7.96% | 5.72% | 6.33% | 4.91% | 3.75% | 4.04% | 2.34% | 2.71% |
DOL.TO Dollarama Inc. | 0.24% | 0.28% | 0.27% | 0.31% | 0.34% | 0.39% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 | 4.59% | 3.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ATD.TO Alimentation Couche-Tard Inc. | 0.69% | 0.76% | 0.79% | 0.70% | 0.68% | 0.15% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Portfolio T. 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 Portfolio T was 41.24%, occurring on Mar 23, 2020. Recovery took 51 trading sessions.
The current Portfolio T drawdown is 0.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.24% | Feb 20, 2020 | 23 | Mar 23, 2020 | 51 | Jun 3, 2020 | 74 |
| -24.41% | Nov 8, 2021 | 158 | Jun 17, 2022 | 273 | Jul 12, 2023 | 431 |
| -16.85% | Nov 6, 2015 | 68 | Feb 11, 2016 | 34 | Apr 1, 2016 | 102 |
| -16.19% | Sep 24, 2018 | 66 | Dec 24, 2018 | 38 | Feb 19, 2019 | 104 |
| -13.78% | Aug 6, 2015 | 14 | Aug 25, 2015 | 51 | Nov 5, 2015 | 65 |
Volatility
Volatility Chart
The current Portfolio T volatility is 4.57%, 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
| JNJ | PFE | TSLA | CROX | ATD.TO | DOL.TO | SHOP.TO | CNQ.TO | PKI.TO | GSY.TO | ENB.TO | PYPL | MSFT | V | TD.TO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JNJ | 1.00 | 0.50 | 0.09 | 0.12 | 0.21 | 0.22 | 0.11 | 0.14 | 0.16 | 0.13 | 0.24 | 0.20 | 0.29 | 0.35 | 0.27 |
| PFE | 0.50 | 1.00 | 0.14 | 0.15 | 0.22 | 0.20 | 0.13 | 0.19 | 0.19 | 0.19 | 0.26 | 0.23 | 0.29 | 0.32 | 0.29 |
| TSLA | 0.09 | 0.14 | 1.00 | 0.31 | 0.22 | 0.20 | 0.37 | 0.18 | 0.18 | 0.26 | 0.21 | 0.39 | 0.40 | 0.31 | 0.25 |
| CROX | 0.12 | 0.15 | 0.31 | 1.00 | 0.18 | 0.21 | 0.34 | 0.28 | 0.25 | 0.33 | 0.24 | 0.35 | 0.34 | 0.31 | 0.32 |
| ATD.TO | 0.21 | 0.22 | 0.22 | 0.18 | 1.00 | 0.42 | 0.24 | 0.27 | 0.36 | 0.31 | 0.34 | 0.28 | 0.33 | 0.33 | 0.39 |
| DOL.TO | 0.22 | 0.20 | 0.20 | 0.21 | 0.42 | 1.00 | 0.27 | 0.26 | 0.32 | 0.29 | 0.34 | 0.29 | 0.34 | 0.36 | 0.39 |
| SHOP.TO | 0.11 | 0.13 | 0.37 | 0.34 | 0.24 | 0.27 | 1.00 | 0.18 | 0.24 | 0.34 | 0.25 | 0.53 | 0.48 | 0.40 | 0.27 |
| CNQ.TO | 0.14 | 0.19 | 0.18 | 0.28 | 0.27 | 0.26 | 0.18 | 1.00 | 0.48 | 0.37 | 0.58 | 0.23 | 0.22 | 0.28 | 0.54 |
| PKI.TO | 0.16 | 0.19 | 0.18 | 0.25 | 0.36 | 0.32 | 0.24 | 0.48 | 1.00 | 0.39 | 0.48 | 0.26 | 0.27 | 0.31 | 0.47 |
| GSY.TO | 0.13 | 0.19 | 0.26 | 0.33 | 0.31 | 0.29 | 0.34 | 0.37 | 0.39 | 1.00 | 0.36 | 0.34 | 0.32 | 0.32 | 0.48 |
| ENB.TO | 0.24 | 0.26 | 0.21 | 0.24 | 0.34 | 0.34 | 0.25 | 0.58 | 0.48 | 0.36 | 1.00 | 0.29 | 0.27 | 0.35 | 0.56 |
| PYPL | 0.20 | 0.23 | 0.39 | 0.35 | 0.28 | 0.29 | 0.53 | 0.23 | 0.26 | 0.34 | 0.29 | 1.00 | 0.56 | 0.54 | 0.33 |
| MSFT | 0.29 | 0.29 | 0.40 | 0.34 | 0.33 | 0.34 | 0.48 | 0.22 | 0.27 | 0.32 | 0.27 | 0.56 | 1.00 | 0.60 | 0.34 |
| V | 0.35 | 0.32 | 0.31 | 0.31 | 0.33 | 0.36 | 0.40 | 0.28 | 0.31 | 0.32 | 0.35 | 0.54 | 0.60 | 1.00 | 0.42 |
| TD.TO | 0.27 | 0.29 | 0.25 | 0.32 | 0.39 | 0.39 | 0.27 | 0.54 | 0.47 | 0.48 | 0.56 | 0.33 | 0.34 | 0.42 | 1.00 |