Portfolio T

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Portfolio T

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target 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%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jul 6, 2015, corresponding to the inception date of PYPL

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
Portfolio T	1.05%	11.43%	2.99%	12.86%	21.48%	N/A
Portfolio components:
TSLA Tesla, Inc.	-26.14%	18.17%	-7.15%	77.04%	39.92%	33.91%
V Visa Inc.	11.74%	8.60%	14.92%	26.51%	14.50%	18.64%
TD.TO The Toronto-Dominion Bank	21.95%	11.56%	14.37%	17.59%	13.66%	9.27%
SHOP.TO Shopify Inc.	-13.68%	8.57%	5.33%	55.81%	4.06%	N/A
PYPL PayPal Holdings, Inc.	-17.68%	16.02%	-15.36%	11.65%	-13.16%	N/A
PKI.TO Parkland Corporation	24.28%	26.65%	19.74%	-1.08%	6.44%	8.54%
PFE Pfizer Inc.	-13.00%	5.16%	-13.62%	-15.14%	-4.89%	0.57%
MSFT Microsoft Corporation	4.30%	15.05%	4.25%	6.59%	19.32%	26.80%
JNJ Johnson & Johnson	7.49%	3.72%	0.79%	6.18%	3.48%	7.32%
GSY.TO goeasy Ltd.	-10.32%	-2.66%	-18.55%	-17.87%	27.76%	25.42%
ENB.TO Enbridge Inc.	10.37%	10.34%	12.19%	30.25%	14.28%	6.62%
DOL.TO Dollarama Inc.	22.37%	7.28%	9.94%	38.11%	30.28%	21.92%
CROX Crocs, Inc.	0.22%	14.94%	8.36%	-23.38%	35.05%	22.47%
CNQ.TO Canadian Natural Resources Limited	0.23%	16.54%	-8.43%	-16.17%	35.93%	11.31%
ATD.TO Alimentation Couche-Tard Inc.	-9.13%	2.10%	-8.85%	-8.39%	11.76%	12.33%

*Annualized

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
2025	0.81%	-2.94%	-1.71%	1.79%	3.22%								1.05%
2024	0.43%	4.04%	1.93%	-2.82%	3.53%	-0.86%	3.12%	1.90%	1.77%	-3.37%	8.63%	-1.61%	17.33%
2023	9.95%	-2.37%	4.36%	0.79%	-1.17%	7.13%	2.47%	-2.25%	-3.19%	-1.46%	11.46%	1.08%	28.70%
2022	-3.60%	-5.80%	7.27%	-8.83%	-0.09%	-9.74%	12.69%	-3.34%	-8.47%	6.76%	6.32%	-5.24%	-14.11%
2021	-1.45%	4.72%	3.00%	7.56%	0.89%	6.11%	3.45%	1.36%	-2.90%	6.93%	-3.18%	3.63%	33.70%
2020	4.75%	-8.00%	-16.61%	22.62%	11.22%	5.61%	6.82%	12.27%	-5.26%	-4.55%	18.37%	6.23%	57.82%
2019	7.07%	4.54%	1.95%	5.38%	-4.06%	6.35%	1.16%	-0.27%	1.29%	4.43%	5.67%	6.33%	47.11%
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%	9.32%
2017	4.46%	1.55%	4.64%	2.27%	3.71%	1.54%	2.65%	4.20%	2.23%	3.79%	2.95%	2.89%	43.71%
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%	14.10%
2015							2.91%	-6.94%	-0.41%	5.50%	1.65%	-2.97%	-0.76%

Expense Ratio

Portfolio T has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Portfolio T is 52, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
TSLA Tesla, Inc.	1.01	1.79	1.22	1.22	2.98
V Visa Inc.	1.25	1.68	1.25	1.74	5.93
TD.TO The Toronto-Dominion Bank	0.97	1.27	1.19	0.55	2.10
SHOP.TO Shopify Inc.	0.79	1.70	1.23	0.83	4.11
PYPL PayPal Holdings, Inc.	0.24	0.62	1.08	0.12	0.70
PKI.TO Parkland Corporation	-0.03	0.18	1.02	-0.04	-0.10
PFE Pfizer Inc.	-0.65	-0.94	0.89	-0.30	-1.31
MSFT Microsoft Corporation	0.28	0.43	1.06	0.18	0.40
JNJ Johnson & Johnson	0.33	0.43	1.06	0.25	0.65
GSY.TO goeasy Ltd.	-0.49	-0.47	0.94	-0.52	-1.07
ENB.TO Enbridge Inc.	1.98	2.53	1.35	1.91	10.37
DOL.TO Dollarama Inc.	1.60	2.17	1.28	2.24	6.21
CROX Crocs, Inc.	-0.41	-0.41	0.95	-0.47	-0.88
CNQ.TO Canadian Natural Resources Limited	-0.53	-0.50	0.94	-0.44	-1.08
ATD.TO Alimentation Couche-Tard Inc.	-0.30	-0.47	0.95	-0.38	-0.84

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.

Portfolio T Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.67
5-Year: 1.07
All Time: 1.02

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 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Portfolio T compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Portfolio T provided a 1.82% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.82%	1.78%	1.63%	1.73%	1.30%	1.37%	0.99%	1.11%	1.10%	1.17%	1.20%	1.15%
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.	0.63%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%	0.64%
TD.TO The Toronto-Dominion Bank	4.70%	5.33%	4.48%	4.06%	3.26%	4.32%	3.97%	3.85%	3.19%	3.26%	3.69%	3.31%
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	3.64%	4.31%	3.18%	4.38%	3.45%	2.98%	2.50%	3.31%	4.29%	4.00%	4.62%	4.86%
PFE Pfizer Inc.	7.63%	6.33%	5.70%	3.12%	2.64%	3.92%	3.68%	3.12%	3.53%	3.69%	3.47%	3.34%
MSFT Microsoft Corporation	0.72%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
JNJ Johnson & Johnson	3.22%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%	2.64%
GSY.TO goeasy Ltd.	4.70%	4.40%	3.99%	4.21%	1.64%	2.62%	1.78%	2.52%	1.94%	2.05%	2.11%	1.69%
ENB.TO Enbridge Inc.	5.73%	6.00%	7.45%	6.50%	6.76%	7.96%	5.72%	6.33%	4.91%	3.75%	4.04%	2.34%
DOL.TO Dollarama Inc.	0.23%	0.24%	0.28%	0.29%	0.32%	0.32%	0.39%	0.25%	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	5.17%	4.82%	4.26%	6.08%	3.66%	2.83%	0.10%	0.11%	0.07%	0.06%	0.09%	0.07%
ATD.TO Alimentation Couche-Tard Inc.	1.06%	0.90%	0.76%	0.79%	0.70%	0.68%	0.15%	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.

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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 41.23%, occurring on Mar 23, 2020. Recovery took 51 trading sessions.

The current Portfolio T drawdown is 3.11%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-41.23%	Feb 20, 2020	23	Mar 23, 2020	51	Jun 3, 2020	74
-24.18%	Nov 8, 2021	158	Jun 17, 2022	266	Jul 3, 2023	424
-17.19%	Dec 18, 2024	77	Apr 8, 2025	—	—	—
-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

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 15 assets, with an effective number of assets of 11.65, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	JNJ	PFE	TSLA	CROX	DOL.TO	ATD.TO	CNQ.TO	PKI.TO	SHOP.TO	GSY.TO	ENB.TO	PYPL	TD.TO	MSFT	V	Portfolio
^GSPC	1.00	0.39	0.40	0.48	0.48	0.42	0.40	0.44	0.43	0.52	0.48	0.47	0.62	0.58	0.76	0.69	0.85
JNJ	0.39	1.00	0.51	0.08	0.11	0.22	0.21	0.13	0.15	0.10	0.12	0.24	0.19	0.26	0.26	0.35	0.31
PFE	0.40	0.51	1.00	0.13	0.15	0.20	0.21	0.18	0.19	0.14	0.19	0.26	0.23	0.29	0.28	0.32	0.36
TSLA	0.48	0.08	0.13	1.00	0.31	0.19	0.22	0.18	0.18	0.38	0.26	0.21	0.39	0.24	0.41	0.31	0.58
CROX	0.48	0.11	0.15	0.31	1.00	0.20	0.18	0.27	0.25	0.34	0.33	0.23	0.35	0.31	0.33	0.30	0.55
DOL.TO	0.42	0.22	0.20	0.19	0.20	1.00	0.41	0.25	0.31	0.26	0.29	0.34	0.28	0.38	0.32	0.35	0.50
ATD.TO	0.40	0.21	0.21	0.22	0.18	0.41	1.00	0.27	0.35	0.24	0.31	0.34	0.27	0.38	0.32	0.33	0.52
CNQ.TO	0.44	0.13	0.18	0.18	0.27	0.25	0.27	1.00	0.48	0.18	0.36	0.57	0.23	0.53	0.22	0.27	0.52
PKI.TO	0.43	0.15	0.19	0.18	0.25	0.31	0.35	0.48	1.00	0.25	0.39	0.46	0.26	0.47	0.27	0.30	0.53
SHOP.TO	0.52	0.10	0.14	0.38	0.34	0.26	0.24	0.18	0.25	1.00	0.34	0.26	0.53	0.27	0.49	0.40	0.61
GSY.TO	0.48	0.12	0.19	0.26	0.33	0.29	0.31	0.36	0.39	0.34	1.00	0.36	0.34	0.46	0.32	0.32	0.53
ENB.TO	0.47	0.24	0.26	0.21	0.23	0.34	0.34	0.57	0.46	0.26	0.36	1.00	0.29	0.55	0.26	0.35	0.53
PYPL	0.62	0.19	0.23	0.39	0.35	0.28	0.27	0.23	0.26	0.53	0.34	0.29	1.00	0.33	0.55	0.53	0.69
TD.TO	0.58	0.26	0.29	0.24	0.31	0.38	0.38	0.53	0.47	0.27	0.46	0.55	0.33	1.00	0.33	0.42	0.58
MSFT	0.76	0.26	0.28	0.41	0.33	0.32	0.32	0.22	0.27	0.49	0.32	0.26	0.55	0.33	1.00	0.58	0.71
V	0.69	0.35	0.32	0.31	0.30	0.35	0.33	0.27	0.30	0.40	0.32	0.35	0.53	0.42	0.58	1.00	0.69
Portfolio	0.85	0.31	0.36	0.58	0.55	0.50	0.52	0.52	0.53	0.61	0.53	0.53	0.69	0.58	0.71	0.69	1.00

The correlation results are calculated based on daily price changes starting from Jul 7, 2015

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolio T

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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