Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
TPRF.TO TD Active Preferred Share ETF | Preferred Stock/Convertible Bonds | 8.33% |
CGL-C.TO iShares Gold Bullion ETF | Gold, Precious Metals | 8.33% |
AQN Algonquin Power & Utilities Corp | Utilities | 8.33% |
CAR-UN.TO Canadian Apartment Properties Real Estate Investment Trust | Real Estate | 8.33% |
SOXS Direxion Daily Semiconductor Bear 3x Shares | Inverse Equities, Leveraged Equities | 8.33% |
TSDD GraniteShares 2x Short TSLA Daily ETF | Inverse Equities | 8.33% |
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF | Derivative Income | 8.33% |
SDAY.NEO Hamilton Enhanced U.S. Equity DayMAX™ ETF | Derivative Income | 8.33% |
XEH.TO iShares MSCI Europe IMI Index ETF (CAD-Hedged) | Europe Equities | 8.33% |
MA Mastercard Incorporated | Financial Services | 8.33% |
SUI Sun Communities, Inc. | Real Estate | 8.33% |
GGRO.TO iShares ESG Growth ETF Portfolio | Diversified Portfolio | 8.33% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2026-03-10, 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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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2026-03-10 | 0.24% | 0.78% | -4.52% | -3.40% | — | — | — | — |
| Portfolio components: | ||||||||
AQN Algonquin Power & Utilities Corp | 0.85% | 3.30% | -2.38% | 3.18% | 5.99% | -5.96% | -13.23% | 0.81% |
CAR-UN.TO Canadian Apartment Properties Real Estate Investment Trust | 1.17% | 5.73% | -3.19% | -2.65% | -20.73% | -9.28% | -9.13% | 3.47% |
CGL-C.TO iShares Gold Bullion ETF | 0.10% | -7.43% | -2.58% | -2.26% | 22.05% | 28.86% | 16.73% | 11.90% |
GGRO.TO iShares ESG Growth ETF Portfolio | 0.36% | 2.36% | 9.37% | 7.95% | 20.11% | 16.82% | 7.90% | — |
MA Mastercard Incorporated | 0.71% | -0.85% | -13.89% | -14.05% | -12.30% | 10.32% | 6.66% | 18.64% |
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF | 1.02% | 1.87% | 23.50% | 24.28% | — | — | — | — |
SDAY.NEO Hamilton Enhanced U.S. Equity DayMAX™ ETF | 0.54% | 4.19% | 9.95% | 9.07% | — | — | — | — |
SOXS Direxion Daily Semiconductor Bear 3x Shares | -5.03% | -48.86% | -92.40% | -92.68% | -97.59% | -86.08% | -79.84% | -79.08% |
SUI Sun Communities, Inc. | 0.87% | 5.43% | 3.37% | 5.69% | 6.21% | 2.28% | -3.16% | 9.34% |
TPRF.TO TD Active Preferred Share ETF | -0.26% | -1.55% | 2.75% | 4.97% | 13.99% | 17.36% | 5.31% | — |
Monthly Returns
Based on dividend-adjusted daily data since Jul 14, 2025, 2026-03-10's average daily return is -0.05%, while the average monthly return is -0.90%.
Historically, 33% of months were positive and 67% were negative. The best month was Feb 2026 with a return of +1.8%, while the worst month was Sep 2025 at -4.6%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 2026-03-10 closed higher 46% of trading days. The best single day was Oct 14, 2025 with a return of +1.7%, while the worst single day was Oct 13, 2025 at -2.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.73% | 1.78% | -3.70% | -0.93% | -1.82% | -0.58% | -4.52% | ||||||
| 2025 | 0.66% | -0.91% | -4.62% | -2.86% | 1.61% | -0.17% | -6.25% |
Benchmark Metrics
2026-03-10 has an annualized alpha of -7.81%, beta of -0.20, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since July 14, 2025.
- This portfolio participated in 36.69% of S&P 500 Index downside but only -26.94% of its upside - more exposed to losses than it benefited from rallies.
- Beta of -0.20 may look defensive, but with R2 of 0.07 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.07 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -7.81%
- Beta
- -0.20
- R²
- 0.07
- Upside Capture
- -26.94%
- Downside Capture
- 36.69%
Expense Ratio
2026-03-10 has an expense ratio of 0.49%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2026-03-10 and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | 1.86 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.53 | — |
| Omega ratioGain probability vs. loss probability | — | 1.34 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.53 | — |
| Martin ratioReturn relative to average drawdown | — | 11.37 | — |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AQN Algonquin Power & Utilities Corp | 47 | 0.21 | 0.47 | 1.07 | 0.31 | 0.70 |
CAR-UN.TO Canadian Apartment Properties Real Estate Investment Trust | 9 | -1.14 | -1.55 | 0.83 | -0.77 | -1.23 |
CGL-C.TO iShares Gold Bullion ETF | 26 | 0.91 | 1.29 | 1.19 | 1.00 | 2.89 |
GGRO.TO iShares ESG Growth ETF Portfolio | 49 | 1.46 | 2.07 | 1.27 | 2.22 | 8.90 |
MA Mastercard Incorporated | 11 | -0.74 | -0.91 | 0.89 | -0.79 | -1.59 |
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF | — | — | — | — | — | — |
SDAY.NEO Hamilton Enhanced U.S. Equity DayMAX™ ETF | — | — | — | — | — | — |
SOXS Direxion Daily Semiconductor Bear 3x Shares | 1 | -0.87 | -3.46 | 0.63 | -1.00 | -1.43 |
SUI Sun Communities, Inc. | 48 | 0.23 | 0.47 | 1.05 | 0.38 | 0.93 |
TPRF.TO TD Active Preferred Share ETF | 84 | 2.37 | 3.62 | 1.43 | 4.08 | 14.90 |
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Dividends
Dividend yield
2026-03-10 provided a 10.90% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 10.90% | 5.05% | 2.43% | 4.82% | 2.28% | 1.41% | 1.71% | 1.65% | 1.28% | 1.11% | 1.28% | 1.33% |
| Portfolio components: | ||||||||||||
AQN Algonquin Power & Utilities Corp | 4.38% | 4.23% | 7.80% | 6.87% | 10.94% | 4.62% | 3.68% | 3.90% | 4.99% | 4.18% | 4.88% | 4.77% |
CAR-UN.TO Canadian Apartment Properties Real Estate Investment Trust | 4.38% | 4.29% | 3.45% | 2.97% | 3.40% | 2.35% | 2.76% | 2.59% | 2.96% | 3.42% | 3.94% | 4.50% |
CGL-C.TO iShares Gold Bullion ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GGRO.TO iShares ESG Growth ETF Portfolio | 1.39% | 1.52% | 1.63% | 1.89% | 1.69% | 1.44% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MA Mastercard Incorporated | 0.67% | 0.53% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% |
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF | 14.53% | 8.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SDAY.NEO Hamilton Enhanced U.S. Equity DayMAX™ ETF | 15.85% | 8.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXS Direxion Daily Semiconductor Bear 3x Shares | 71.09% | 10.79% | 5.45% | 9.22% | 0.19% | 0.00% | 3.58% | 2.30% | 0.76% | 0.00% | 0.00% | 0.00% |
SUI Sun Communities, Inc. | 3.34% | 6.50% | 3.06% | 2.78% | 2.46% | 1.58% | 2.08% | 2.00% | 2.79% | 2.89% | 3.39% | 3.79% |
TPRF.TO TD Active Preferred Share ETF | 4.51% | 4.36% | 4.56% | 5.74% | 4.99% | 4.04% | 5.09% | 5.05% | 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 2026-03-10. 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 2026-03-10 was 12.77%, occurring on Jun 8, 2026. The portfolio has not yet recovered.
The current 2026-03-10 drawdown is 12.05%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 correction2026 | -12.77%Jun 2026 | 10mo 18d | — | 10mo 25dJul 2025 - now |
2025 pullback2025 | -0.85%Jul 2025 | 3d | 4d | 7dJul 2025 - Jul 2025 |
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 12 assets, with an effective number of assets of 12.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 2.45 |
The portfolio has a diversification ratio of 2.45, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
2026-03-10 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025 | -0.22 |
Benchmark Correlations
Correlation vs. S&P 500 Index. QDAY.NEO has the highest benchmark correlation at 0.75, while SOXS has the lowest at -0.73.
Asset Correlations Table
| MA | AQN | SUI | CGL-C.TO | TPRF.TO | CAR-UN.TO | TSDD | SDAY.NEO | SOXS | QDAY.NEO | XEH.TO | GGRO.TO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MA | 1.00 | 0.02 | 0.16 | -0.09 | 0.04 | 0.16 | 0.00 | 0.29 | 0.08 | 0.02 | 0.17 | 0.15 |
| AQN | 0.02 | 1.00 | 0.30 | 0.11 | 0.05 | 0.27 | -0.14 | 0.20 | -0.16 | 0.03 | 0.20 | 0.13 |
| SUI | 0.16 | 0.30 | 1.00 | 0.12 | 0.10 | 0.37 | 0.05 | 0.32 | 0.08 | -0.17 | 0.19 | 0.07 |
| CGL-C.TO | -0.09 | 0.11 | 0.12 | 1.00 | 0.24 | 0.15 | -0.16 | 0.20 | -0.23 | 0.25 | 0.35 | 0.35 |
| TPRF.TO | 0.04 | 0.05 | 0.10 | 0.24 | 1.00 | 0.28 | -0.21 | 0.36 | -0.10 | 0.31 | 0.40 | 0.43 |
| CAR-UN.TO | 0.16 | 0.27 | 0.37 | 0.15 | 0.28 | 1.00 | -0.07 | 0.41 | -0.02 | 0.06 | 0.31 | 0.27 |
| TSDD | 0.00 | -0.14 | 0.05 | -0.16 | -0.21 | -0.07 | 1.00 | -0.10 | 0.48 | -0.49 | -0.27 | -0.39 |
| SDAY.NEO | 0.29 | 0.20 | 0.32 | 0.20 | 0.36 | 0.41 | -0.10 | 1.00 | -0.15 | 0.21 | 0.60 | 0.47 |
| SOXS | 0.08 | -0.16 | 0.08 | -0.23 | -0.10 | -0.02 | 0.48 | -0.15 | 1.00 | -0.76 | -0.42 | -0.54 |
| QDAY.NEO | 0.02 | 0.03 | -0.17 | 0.25 | 0.31 | 0.06 | -0.49 | 0.21 | -0.76 | 1.00 | 0.49 | 0.69 |
| XEH.TO | 0.17 | 0.20 | 0.19 | 0.35 | 0.40 | 0.31 | -0.27 | 0.60 | -0.42 | 0.49 | 1.00 | 0.69 |
| GGRO.TO | 0.15 | 0.13 | 0.07 | 0.35 | 0.43 | 0.27 | -0.39 | 0.47 | -0.54 | 0.69 | 0.69 | 1.00 |
Find what 2026-03-10 is missing
See which holdings overlap, where 2026-03-10 is concentrated, and which low-correlation assets could fill the gaps.
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