growth mix

The chart shows the growth of an initial investment of CA$10,000 in growth mix, 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.

As of Apr 2, 2026, the growth mix returned 3.24% Year-To-Date and 31.74% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Nov 6, 2015, growth mix's average daily return is +0.08%, while the average monthly return is +2.44%. At this rate, your investment would double in approximately 2.4 years.

Historically, 75% of months were positive and 25% were negative. The best month was Apr 2020 with a return of +15.0%, while the worst month was Jun 2022 at -11.4%. The longest winning streak lasted 17 consecutive months, and the longest losing streak was 3 months.

On a daily basis, growth mix closed higher 45% of trading days. The best single day was Mar 24, 2020 with a return of +9.8%, while the worst single day was Mar 12, 2020 at -9.8%.

growth mix has an annualized alpha of 19.85%, beta of 0.78, and R² of 0.49 versus S&P 500 Index. Calculated based on daily prices since November 06, 2015.

• This portfolio captured 124.93% of S&P 500 Index gains but only 23.86% of its losses — a favorable profile for investors.
• R² of 0.49 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

growth mix has an expense ratio of 0.14%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

growth mix ranks 75 for risk / return — better than 75% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

growth mix Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.83
• 5-Year: 1.48
• 10-Year: 1.79
• All Time: 1.79

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 1.00 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of growth mix compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

growth mix provided a 0.75% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the growth mix. 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 growth mix was 26.72%, occurring on Mar 23, 2020. Recovery took 57 trading sessions.

The current growth mix drawdown is 5.87%.

The chart below shows the rolling one-month volatility.