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All seasons plus slim
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


XBB.TO 33%CGL.TO 6%BTC-USD 13%SOL-USD 12%EEM 12%VFV.TO 9%XQQ.TO 9%ITA 6%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin
13%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
Precious Metals, Gold
6%
EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities
12%
ITA
iShares U.S. Aerospace & Defense ETF
Industrials Equities, Aerospace & Defense
6%
SOL-USD
Solana
12%
VFV.TO
Vanguard S&P 500 Index ETF
Large Cap Growth Equities
9%
XBB.TO
iShares Core Canadian Universe Bond Index ETF
Canadian Government Bonds
33%
XQQ.TO
iShares NASDAQ 100 Index ETF (CAD-Hedged)
Large Cap Growth Equities
9%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in All seasons plus slim, 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


-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
13.79%
9.65%
All seasons plus slim
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 26, 2020, corresponding to the inception date of SOL-USD

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
25.25%0.08%9.66%25.65%13.17%11.11%
All seasons plus slim32.30%-5.87%13.79%27.74%N/AN/A
VFV.TO
Vanguard S&P 500 Index ETF
26.49%0.18%10.17%27.18%16.71%15.24%
XQQ.TO
iShares NASDAQ 100 Index ETF (CAD-Hedged)
17.15%0.64%4.38%17.66%18.08%16.55%
EEM
iShares MSCI Emerging Markets ETF
8.25%-0.12%1.31%10.53%1.24%3.01%
BTC-USD
Bitcoin
124.03%-3.16%57.08%120.12%67.07%76.22%
SOL-USD
Solana
86.94%-25.64%43.49%68.69%N/AN/A
XBB.TO
iShares Core Canadian Universe Bond Index ETF
-4.57%-1.19%-1.99%-3.62%0.49%1.88%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
15.29%-6.33%5.54%16.50%10.49%7.11%
ITA
iShares U.S. Aerospace & Defense ETF
16.74%-4.90%10.42%17.37%6.55%10.87%
*Annualized

Monthly Returns

The table below presents the monthly returns of All seasons plus slim, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.08%10.42%12.47%-8.87%6.89%-0.65%3.67%-2.22%4.36%0.37%11.78%32.30%
202327.08%-4.70%5.20%1.55%-2.56%3.73%3.94%-6.23%-1.71%12.64%17.33%23.80%104.98%
2022-9.93%1.13%2.56%-11.78%-5.74%-9.99%9.03%-8.81%-6.45%2.74%-3.31%-4.55%-38.34%
202122.26%59.99%28.94%16.94%-7.63%0.25%2.44%27.12%4.94%13.09%-2.45%-4.23%294.31%
20204.83%-9.56%-2.83%14.63%11.54%17.78%

Expense Ratio

All seasons plus slim has an expense ratio of 0.22%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for EEM: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for CGL.TO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for ITA: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for XQQ.TO: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for XBB.TO: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VFV.TO: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of All seasons plus slim is 32, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of All seasons plus slim is 3232
Overall Rank
The Sharpe Ratio Rank of All seasons plus slim is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of All seasons plus slim is 3838
Sortino Ratio Rank
The Omega Ratio Rank of All seasons plus slim is 2323
Omega Ratio Rank
The Calmar Ratio Rank of All seasons plus slim is 1616
Calmar Ratio Rank
The Martin Ratio Rank of All seasons plus slim is 4747
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.


Sharpe ratio
The chart of Sharpe ratio for All seasons plus slim, currently valued at 1.42, compared to the broader market-6.00-4.00-2.000.002.004.001.422.07
The chart of Sortino ratio for All seasons plus slim, currently valued at 2.06, compared to the broader market-6.00-4.00-2.000.002.004.006.002.062.76
The chart of Omega ratio for All seasons plus slim, currently valued at 1.21, compared to the broader market0.400.600.801.001.201.401.601.801.211.39
The chart of Calmar ratio for All seasons plus slim, currently valued at 0.91, compared to the broader market0.002.004.006.008.0010.0012.000.913.05
The chart of Martin ratio for All seasons plus slim, currently valued at 9.51, compared to the broader market0.0010.0020.0030.0040.009.5113.27
All seasons plus slim
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VFV.TO
Vanguard S&P 500 Index ETF
2.252.991.431.0915.36
XQQ.TO
iShares NASDAQ 100 Index ETF (CAD-Hedged)
1.171.611.220.485.11
EEM
iShares MSCI Emerging Markets ETF
0.731.131.140.102.60
BTC-USD
Bitcoin
1.562.301.231.377.28
SOL-USD
Solana
0.741.521.140.463.28
XBB.TO
iShares Core Canadian Universe Bond Index ETF
0.480.731.090.031.39
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
0.290.501.060.081.37
ITA
iShares U.S. Aerospace & Defense ETF
1.381.891.260.808.61

The current All seasons plus slim Sharpe ratio is 1.42. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.19, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of All seasons plus slim with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
1.42
2.07
All seasons plus slim
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

All seasons plus slim provided a 1.52% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio1.52%1.50%1.47%1.24%1.22%1.53%1.50%1.40%1.44%1.51%1.59%1.64%
VFV.TO
Vanguard S&P 500 Index ETF
0.96%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%1.42%
XQQ.TO
iShares NASDAQ 100 Index ETF (CAD-Hedged)
0.29%0.31%0.43%0.17%0.26%0.46%0.52%0.53%0.76%0.62%1.30%1.10%
EEM
iShares MSCI Emerging Markets ETF
2.39%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%2.23%2.06%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SOL-USD
Solana
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XBB.TO
iShares Core Canadian Universe Bond Index ETF
3.24%3.01%2.91%2.54%2.55%2.80%2.92%2.83%2.81%2.87%3.04%3.32%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ITA
iShares U.S. Aerospace & Defense ETF
0.84%0.93%0.95%0.82%1.07%1.54%1.13%0.91%1.07%1.04%1.21%1.13%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.16%
-1.91%
All seasons plus slim
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the All seasons plus slim. 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 All seasons plus slim was 46.71%, occurring on Nov 9, 2022. Recovery took 400 trading sessions.

The current All seasons plus slim drawdown is 6.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.71%Nov 9, 2021366Nov 9, 2022400Dec 14, 2023766
-17.94%May 19, 202163Jul 20, 202129Aug 18, 202192
-17.14%Feb 25, 20219Mar 5, 202123Mar 28, 202132
-17.05%Sep 9, 202113Sep 21, 202142Nov 2, 202155
-12.75%Sep 1, 202060Oct 30, 202022Nov 21, 202082

Volatility

Volatility Chart

The current All seasons plus slim volatility is 6.33%, 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%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.33%
3.82%
All seasons plus slim
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

SOL-USDBTC-USDCGL.TOITAXBB.TOEEMVFV.TOXQQ.TO
SOL-USD1.000.590.120.150.150.210.220.24
BTC-USD0.591.000.140.210.160.250.280.30
CGL.TO0.120.141.000.240.590.410.260.36
ITA0.150.210.241.000.270.400.590.47
XBB.TO0.150.160.590.271.000.430.380.47
EEM0.210.250.410.400.431.000.580.63
VFV.TO0.220.280.260.590.380.581.000.87
XQQ.TO0.240.300.360.470.470.630.871.00
The correlation results are calculated based on daily price changes starting from Aug 27, 2020
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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