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2026-03-10
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

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


Position1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.73%1.78%-3.70%-0.93%-1.82%-0.58%-4.52%
20250.66%-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
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.


PortfolioBenchmarkDifference
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.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AQN
Algonquin Power & Utilities Corp
47
0.210.471.070.310.70
CAR-UN.TO
Canadian Apartment Properties Real Estate Investment Trust
9
-1.14-1.550.83-0.77-1.23
CGL-C.TO
iShares Gold Bullion ETF
26
0.911.291.191.002.89
GGRO.TO
iShares ESG Growth ETF Portfolio
49
1.462.071.272.228.90
MA
Mastercard Incorporated
11
-0.74-0.910.89-0.79-1.59
QDAY.NEO
Hamilton EnhancedTechnology DayMAX™ ETF
SDAY.NEO
Hamilton Enhanced U.S. Equity DayMAX™ ETF
SOXS
Direxion Daily Semiconductor Bear 3x Shares
1
-0.87-3.460.63-1.00-1.43
SUI
Sun Communities, Inc.
48
0.230.471.050.380.93
TPRF.TO
TD Active Preferred Share ETF
84
2.373.621.434.0814.90

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for 2026-03-10. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

2026-03-10 provided a 10.90% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio10.90%5.05%2.43%4.82%2.28%1.41%1.71%1.65%1.28%1.11%1.28%1.33%
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
3d4d
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

2026-03-10 has a -0.22 correlation to S&P 500 Index over the full available history. This section compares each holding's correlation to the benchmark and to the portfolio.

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.

SOXS
-0.73
TSDD
-0.58
SUI
0.04
AQN
0.22
MA
0.25
XEH.TO
0.57

Portfolio Correlations

Correlation vs. 2026-03-10. TSDD has the highest portfolio correlation at 0.59, while QDAY.NEO has the lowest at -0.24.

AQN
0.18
XEH.TO
0.20
MA
0.28
SUI
0.40
SOXS
0.42
TSDD
0.59

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Jul 14, 2025
Diversification Analysis

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.

Analyze Diversification