Indy-Stock-01

Asset Allocation

Position	Category/Sector	Target Weight
DOL.TO Dollarama Inc.	Consumer Defensive	9.09%
EME EMCOR Group, Inc.	Industrials	9.09%
FNV.TO Franco-Nevada Corporation	Basic Materials	9.09%
INTU Intuit Inc.	Technology	9.09%
MA Mastercard Inc	Financial Services	9.09%
MCK McKesson Corporation	Healthcare	9.09%
NVDA NVIDIA Corporation	Technology	9.09%
PAAS.TO Pan American Silver Corp.	Basic Materials	9.09%
PGR The Progressive Corporation	Financial Services	9.09%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	9.09%
V Visa Inc.	Financial Services	9.09%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Indy-Stock-01, 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 Every 3 months.

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The earliest data available for this chart is Oct 9, 2009, corresponding to the inception date of DOL.TO

Returns By Period

As of Apr 4, 2026, the Indy-Stock-01 returned -2.03% Year-To-Date and 29.11% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-4.18%	-3.84%	-1.98%	21.98%	16.86%	10.37%	12.29%
Portfolio Indy-Stock-01	0.36%	-6.22%	-2.03%	1.39%	35.35%	36.72%	27.01%	29.11%
Portfolio components:
MA Mastercard Inc	0.36%	-5.64%	-13.44%	-14.75%	-6.46%	11.07%	6.92%	18.61%
NVDA NVIDIA Corporation	0.93%	-3.08%	-4.88%	-5.44%	74.29%	85.17%	66.71%	70.07%
TSM Taiwan Semiconductor Manufacturing Company Limited	-0.72%	-4.88%	11.88%	16.66%	118.04%	56.27%	24.16%	32.63%
INTU Intuit Inc.	-0.80%	-4.01%	-36.10%	-37.64%	-28.93%	-0.75%	1.99%	15.83%
V Visa Inc.	0.77%	-6.14%	-14.05%	-13.67%	-10.71%	10.35%	7.55%	15.28%
MCK McKesson Corporation	1.37%	-9.65%	7.89%	20.02%	23.83%	35.09%	36.27%	19.69%
EME EMCOR Group, Inc.	-0.43%	2.08%	23.69%	15.68%	113.76%	66.73%	46.59%	32.35%
PGR The Progressive Corporation	1.03%	-7.59%	-8.77%	-15.44%	-27.55%	13.80%	18.00%	22.03%
DOL.TO Dollarama Inc.	0.40%	-15.07%	-16.98%	-5.64%	9.55%	27.58%	22.60%	18.67%
FNV.TO Franco-Nevada Corporation	0.81%	-1.38%	24.72%	17.58%	63.92%	20.93%	15.83%	16.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 12, 2009, Indy-Stock-01's average daily return is +0.10%, while the average monthly return is +2.00%. At this rate, your investment would double in approximately 2.9 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +15.5%, while the worst month was Mar 2020 at -10.1%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Indy-Stock-01 closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +11.6%, while the worst single day was Mar 12, 2020 at -9.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-0.20%	6.31%	-8.39%	0.80%									-2.03%
2025	3.75%	3.08%	-0.41%	3.45%	8.29%	6.34%	0.81%	2.44%	6.61%	-2.03%	2.87%	3.13%	45.19%
2024	4.90%	9.73%	7.11%	1.73%	7.79%	0.97%	3.06%	1.21%	0.91%	4.06%	5.32%	-4.51%	50.37%
2023	10.23%	-1.82%	7.58%	0.66%	1.35%	6.62%	3.92%	2.09%	-4.35%	-0.45%	7.20%	2.52%	40.57%
2022	-2.54%	-1.53%	5.99%	-7.63%	0.45%	-7.15%	8.19%	-5.31%	-8.02%	8.99%	9.17%	-5.22%	-6.87%
2021	-3.83%	3.02%	4.86%	6.17%	1.82%	2.63%	2.56%	-1.15%	-5.42%	6.61%	1.79%	4.88%	25.78%

Benchmark Metrics

Indy-Stock-01 has an annualized alpha of 13.15%, beta of 0.93, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since October 12, 2009.

This portfolio captured 124.74% of S&P 500 Index gains but only 62.79% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 13.15% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.93 and R² of 0.75, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 13.15%

Beta: 0.93

R²: 0.75

Upside Capture: 124.74%

Downside Capture: 62.79%

Expense Ratio

Indy-Stock-01 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.

Return for Risk

Risk / Return Rank

Indy-Stock-01 ranks 84 for risk / return — in the top 84% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.68	0.88	+0.79
Sortino ratio Return per unit of downside risk	2.31	1.37	+0.94
Omega ratio Gain probability vs. loss probability	1.34	1.21	+0.13
Calmar ratio Return relative to maximum drawdown	4.19	1.39	+2.80
Martin ratio Return relative to average drawdown	18.43	6.43	+11.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MA Mastercard Inc	21	-0.39	-0.38	0.95	-0.50	-1.21
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
TSM Taiwan Semiconductor Manufacturing Company Limited	93	2.64	3.23	1.41	5.70	18.99
INTU Intuit Inc.	12	-0.88	-1.15	0.85	-0.55	-1.29
V Visa Inc.	16	-0.53	-0.59	0.92	-0.61	-1.33
MCK McKesson Corporation	74	0.97	1.65	1.22	2.33	6.05
EME EMCOR Group, Inc.	90	2.42	2.74	1.41	4.05	10.46
PGR The Progressive Corporation	6	-1.04	-1.35	0.83	-0.91	-1.47
DOL.TO Dollarama Inc.	55	0.47	0.82	1.11	0.77	2.61
FNV.TO Franco-Nevada Corporation	83	1.75	2.14	1.32	3.16	8.28

Sharpe Ratio

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.

Indy-Stock-01 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.68
5-Year: 1.46
10-Year: 1.49
All Time: 1.35

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 0.99 to 1.69, 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 Indy-Stock-01 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Indy-Stock-01 provided a 1.18% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.18%	0.68%	0.68%	0.79%	0.88%	1.18%	0.83%	1.17%	1.16%	0.83%	1.05%	1.39%
Portfolio components:
MA Mastercard Inc	0.64%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
TSM Taiwan Semiconductor Manufacturing Company Limited	0.98%	1.00%	1.18%	1.78%	2.49%	1.57%	1.56%	3.46%	3.64%	2.32%	2.61%	2.54%
INTU Intuit Inc.	1.06%	0.65%	0.60%	0.52%	0.72%	0.38%	0.57%	0.74%	0.83%	0.89%	1.08%	1.09%
V Visa Inc.	0.84%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%
MCK McKesson Corporation	0.36%	0.37%	0.47%	0.50%	0.54%	0.72%	0.95%	1.16%	1.32%	0.80%	0.80%	0.53%
EME EMCOR Group, Inc.	0.15%	0.16%	0.20%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%
PGR The Progressive Corporation	7.12%	2.15%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%
DOL.TO Dollarama Inc.	0.25%	0.20%	0.25%	0.28%	0.27%	0.31%	0.34%	0.39%	0.48%	0.27%	0.40%	0.44%
FNV.TO Franco-Nevada Corporation	0.61%	0.75%	1.17%	1.25%	0.91%	0.83%	0.86%	0.98%	1.55%	1.12%	1.42%	1.53%

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 Indy-Stock-01. 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 Indy-Stock-01 was 30.75%, occurring on Mar 23, 2020. Recovery took 48 trading sessions.

The current Indy-Stock-01 drawdown is 7.84%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.75%	Feb 20, 2020	23	Mar 23, 2020	48	May 29, 2020	71
-20.76%	Apr 5, 2022	137	Oct 14, 2022	73	Jan 27, 2023	210
-20.37%	Aug 30, 2018	82	Dec 24, 2018	82	Apr 23, 2019	164
-15.01%	Jun 1, 2011	49	Aug 8, 2011	58	Oct 28, 2011	107
-14.5%	Dec 7, 2015	31	Jan 20, 2016	29	Mar 2, 2016	60

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 11 assets, with an effective number of assets of 11.00, 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.

	Benchmark	FNV.TO	PAAS.TO	MCK	DOL.TO	PGR	TSM	NVDA	EME	INTU	V	MA	Portfolio
Benchmark	1.00	0.19	0.23	0.45	0.39	0.49	0.59	0.61	0.63	0.67	0.65	0.66	0.80
FNV.TO	0.19	1.00	0.70	0.08	0.20	0.10	0.14	0.13	0.13	0.12	0.11	0.10	0.48
PAAS.TO	0.23	0.70	1.00	0.09	0.18	0.09	0.16	0.15	0.16	0.14	0.13	0.13	0.52
MCK	0.45	0.08	0.09	1.00	0.22	0.33	0.18	0.19	0.33	0.27	0.33	0.32	0.43
DOL.TO	0.39	0.20	0.18	0.22	1.00	0.23	0.23	0.22	0.25	0.28	0.30	0.32	0.46
PGR	0.49	0.10	0.09	0.33	0.23	1.00	0.21	0.22	0.35	0.35	0.39	0.39	0.46
TSM	0.59	0.14	0.16	0.18	0.23	0.21	1.00	0.56	0.41	0.43	0.39	0.39	0.63
NVDA	0.61	0.13	0.15	0.19	0.22	0.22	0.56	1.00	0.39	0.48	0.39	0.41	0.66
EME	0.63	0.13	0.16	0.33	0.25	0.35	0.41	0.39	1.00	0.40	0.40	0.42	0.60
INTU	0.67	0.12	0.14	0.27	0.28	0.35	0.43	0.48	0.40	1.00	0.51	0.54	0.64
V	0.65	0.11	0.13	0.33	0.30	0.39	0.39	0.39	0.40	0.51	1.00	0.81	0.63
MA	0.66	0.10	0.13	0.32	0.32	0.39	0.39	0.41	0.42	0.54	0.81	1.00	0.64
Portfolio	0.80	0.48	0.52	0.43	0.46	0.46	0.63	0.66	0.60	0.64	0.63	0.64	1.00

The correlation results are calculated based on daily price changes starting from Oct 12, 2009

Indy-Stock-01

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table