Portfolio T
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
V Visa Inc. | Financial Services | 13.5% |
MSFT Microsoft Corporation | Technology | 13.5% |
ATD.TO Alimentation Couche-Tard Inc. | Consumer Cyclical | 10.5% |
CNQ.TO Canadian Natural Resources Limited | Energy | 8.4% |
PYPL PayPal Holdings, Inc. | Financial Services | 8.3% |
DOL.TO Dollarama Inc. | Consumer Defensive | 7.2% |
CROX Crocs, Inc. | Consumer Cyclical | 6.7% |
TSLA Tesla, Inc. | Consumer Cyclical | 6.4% |
PKI.TO Parkland Corporation | Energy | 6.19% |
PFE Pfizer Inc. | Healthcare | 4.99% |
SHOP.TO Shopify Inc. | Technology | 3.8% |
JNJ Johnson & Johnson | Healthcare | 3.4% |
ENB.TO Enbridge Inc. | Energy | 2.82% |
GSY.TO goeasy Ltd. | Financial Services | 2.6% |
TD.TO The Toronto-Dominion Bank | Financial Services | 1.7% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 4.36% | 0.79% | -1.18% | 7.12% | 2.47% | -2.26% | -3.19% |
Dividend yield
Portfolio T granted a 1.63% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio T | 1.63% | 1.76% | 1.39% | 1.75% | 1.53% | 1.80% | 1.67% | 1.75% | 1.96% | 1.92% | 1.93% | 2.24% |
| 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. | 0.79% | 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| JNJ | PFE | TSLA | CROX | ATD.TO | DOL.TO | SHOP.TO | CNQ.TO | PKI.TO | GSY.TO | ENB.TO | PYPL | MSFT | TD.TO | V | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JNJ | 1.00 | 0.51 | 0.11 | 0.12 | 0.23 | 0.24 | 0.12 | 0.15 | 0.17 | 0.13 | 0.23 | 0.22 | 0.33 | 0.27 | 0.36 |
| PFE | 0.51 | 1.00 | 0.15 | 0.15 | 0.23 | 0.20 | 0.14 | 0.20 | 0.20 | 0.19 | 0.25 | 0.23 | 0.32 | 0.29 | 0.34 |
| TSLA | 0.11 | 0.15 | 1.00 | 0.32 | 0.22 | 0.21 | 0.37 | 0.19 | 0.18 | 0.25 | 0.21 | 0.39 | 0.41 | 0.24 | 0.32 |
| CROX | 0.12 | 0.15 | 0.32 | 1.00 | 0.19 | 0.22 | 0.34 | 0.29 | 0.26 | 0.34 | 0.24 | 0.35 | 0.35 | 0.33 | 0.32 |
| ATD.TO | 0.23 | 0.23 | 0.22 | 0.19 | 1.00 | 0.42 | 0.25 | 0.27 | 0.36 | 0.32 | 0.35 | 0.29 | 0.34 | 0.39 | 0.35 |
| DOL.TO | 0.24 | 0.20 | 0.21 | 0.22 | 0.42 | 1.00 | 0.28 | 0.26 | 0.33 | 0.29 | 0.34 | 0.31 | 0.35 | 0.40 | 0.37 |
| SHOP.TO | 0.12 | 0.14 | 0.37 | 0.34 | 0.25 | 0.28 | 1.00 | 0.18 | 0.25 | 0.33 | 0.26 | 0.55 | 0.49 | 0.27 | 0.42 |
| CNQ.TO | 0.15 | 0.20 | 0.19 | 0.29 | 0.27 | 0.26 | 0.18 | 1.00 | 0.50 | 0.38 | 0.59 | 0.23 | 0.24 | 0.55 | 0.30 |
| PKI.TO | 0.17 | 0.20 | 0.18 | 0.26 | 0.36 | 0.33 | 0.25 | 0.50 | 1.00 | 0.41 | 0.50 | 0.26 | 0.28 | 0.48 | 0.32 |
| GSY.TO | 0.13 | 0.19 | 0.25 | 0.34 | 0.32 | 0.29 | 0.33 | 0.38 | 0.41 | 1.00 | 0.37 | 0.34 | 0.33 | 0.49 | 0.34 |
| ENB.TO | 0.23 | 0.25 | 0.21 | 0.24 | 0.35 | 0.34 | 0.26 | 0.59 | 0.50 | 0.37 | 1.00 | 0.30 | 0.29 | 0.56 | 0.36 |
| PYPL | 0.22 | 0.23 | 0.39 | 0.35 | 0.29 | 0.31 | 0.55 | 0.23 | 0.26 | 0.34 | 0.30 | 1.00 | 0.60 | 0.33 | 0.57 |
| MSFT | 0.33 | 0.32 | 0.41 | 0.35 | 0.34 | 0.35 | 0.49 | 0.24 | 0.28 | 0.33 | 0.29 | 0.60 | 1.00 | 0.36 | 0.63 |
| TD.TO | 0.27 | 0.29 | 0.24 | 0.33 | 0.39 | 0.40 | 0.27 | 0.55 | 0.48 | 0.49 | 0.56 | 0.33 | 0.36 | 1.00 | 0.44 |
| V | 0.36 | 0.34 | 0.32 | 0.32 | 0.35 | 0.37 | 0.42 | 0.30 | 0.32 | 0.34 | 0.36 | 0.57 | 0.63 | 0.44 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2020 | 23 | Mar 23, 2020 | 51 | Jun 3, 2020 | 74 |
| -24.18% | Nov 8, 2021 | 158 | Jun 17, 2022 | 266 | Jul 3, 2023 | 424 |
| -16.78% | Nov 6, 2015 | 68 | Feb 11, 2016 | 33 | Mar 31, 2016 | 101 |
| -16.12% | Sep 24, 2018 | 66 | Dec 24, 2018 | 37 | Feb 15, 2019 | 103 |
| -13.78% | Aug 6, 2015 | 14 | Aug 25, 2015 | 51 | Nov 5, 2015 | 65 |
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.