All seasons plus slim no crypto
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in All seasons plus slim no crypto, 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
The earliest data available for this chart is Nov 8, 2012, corresponding to the inception date of VFV.TO
Returns By Period
As of Dec 24, 2024, the All seasons plus slim no crypto returned 5.80% Year-To-Date and 4.67% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.25% | 0.08% | 9.66% | 25.65% | 13.17% | 11.11% |
| All seasons plus slim no crypto | 5.80% | -1.67% | 2.23% | 6.81% | 4.30% | 4.67% |
| Portfolio components: | ||||||
VFV.TO Vanguard S&P 500 Index ETF | 26.49% | 0.18% | 10.17% | 27.18% | 14.34% | 12.54% |
XQQ.TO iShares NASDAQ 100 Index ETF (CAD-Hedged) | 17.15% | 0.64% | 4.38% | 17.66% | 15.66% | 13.80% |
EEM iShares MSCI Emerging Markets ETF | 8.25% | -0.12% | 1.31% | 10.53% | 1.22% | 2.96% |
XBB.TO iShares Core Canadian Universe Bond Index ETF | -4.57% | -1.19% | -1.99% | -3.62% | -1.24% | -0.26% |
CGL.TO iShares Gold Bullion ETF (CAD-Hedged) | 15.29% | -6.33% | 5.54% | 16.50% | 8.38% | 4.75% |
ITA iShares U.S. Aerospace & Defense ETF | 16.74% | -4.90% | 10.42% | 17.37% | 6.43% | 10.67% |
Monthly Returns
The table below presents the monthly returns of All seasons plus slim no crypto, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.26% | 1.02% | 2.42% | -3.03% | 3.63% | 1.33% | 1.80% | 2.79% | 2.39% | -2.94% | 1.80% | 5.80% | |
| 2023 | 6.15% | -4.25% | 4.29% | 0.34% | -0.92% | 4.07% | 1.24% | -2.98% | -4.26% | -1.12% | 7.81% | 5.54% | 16.04% |
| 2022 | -3.84% | 0.35% | -0.03% | -7.54% | 0.74% | -4.87% | 4.69% | -4.69% | -8.33% | 3.23% | 6.45% | -2.85% | -16.54% |
| 2021 | -1.54% | -0.75% | 1.74% | 3.36% | 2.88% | -1.22% | 0.08% | -0.22% | -3.04% | 2.90% | -2.66% | 2.78% | 4.10% |
| 2020 | 0.36% | -3.57% | -11.18% | 8.29% | 3.37% | 3.70% | 4.26% | 4.03% | -3.33% | -1.38% | 6.95% | 4.30% | 15.10% |
| 2019 | 7.96% | 1.10% | 0.17% | 1.34% | -2.28% | 6.13% | -0.22% | 0.69% | 0.15% | 1.44% | 0.65% | 2.47% | 20.96% |
| 2018 | 4.36% | -4.05% | -0.79% | -0.72% | 0.54% | -1.56% | 1.64% | 0.68% | 0.61% | -5.06% | 0.46% | -3.71% | -7.70% |
| 2017 | 4.07% | 1.04% | 0.36% | 0.07% | 2.29% | 1.90% | 3.66% | 1.93% | -0.34% | -0.47% | 1.21% | 2.49% | 19.68% |
| 2016 | -2.44% | 3.72% | 6.00% | 3.22% | -2.77% | 3.09% | 2.03% | -0.42% | 0.45% | -2.56% | -1.02% | -0.24% | 8.96% |
| 2015 | -3.85% | 3.11% | -1.75% | 3.29% | -1.88% | -1.68% | -3.12% | -3.11% | -2.36% | 4.89% | -2.16% | -2.68% | -11.15% |
| 2014 | -3.11% | 2.83% | -0.05% | 0.87% | 2.16% | 2.62% | -1.98% | 2.43% | -3.90% | 0.47% | 0.65% | -1.39% | 1.33% |
| 2013 | 0.34% | -1.96% | 2.26% | 1.18% | -2.49% | -3.70% | 4.72% | -2.36% | 3.49% | 1.69% | -0.64% | 0.31% | 2.50% |
Expense Ratio
All seasons plus slim no crypto has an expense ratio of 0.26%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of All seasons plus slim no crypto is 10, meaning it’s performing worse than 90% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VFV.TO Vanguard S&P 500 Index ETF | 2.17 | 2.95 | 1.41 | 3.23 | 14.33 |
XQQ.TO iShares NASDAQ 100 Index ETF (CAD-Hedged) | 0.87 | 1.27 | 1.17 | 1.18 | 4.01 |
EEM iShares MSCI Emerging Markets ETF | 0.53 | 0.85 | 1.11 | 0.27 | 2.03 |
XBB.TO iShares Core Canadian Universe Bond Index ETF | -0.55 | -0.69 | 0.92 | -0.24 | -1.38 |
CGL.TO iShares Gold Bullion ETF (CAD-Hedged) | 0.87 | 1.24 | 1.16 | 0.59 | 4.42 |
ITA iShares U.S. Aerospace & Defense ETF | 1.07 | 1.51 | 1.21 | 1.90 | 6.40 |
Dividends
Dividend yield
All seasons plus slim no crypto provided a 2.07% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.07% | 2.01% | 1.97% | 1.68% | 1.68% | 2.03% | 2.01% | 1.90% | 1.94% | 2.01% | 2.14% | 2.23% |
| Portfolio components: | ||||||||||||
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% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the All seasons plus slim no crypto. 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 no crypto was 25.51%, occurring on Mar 18, 2020. Recovery took 88 trading sessions.
The current All seasons plus slim no crypto drawdown is 4.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.51% | Feb 20, 2020 | 20 | Mar 18, 2020 | 88 | Jul 21, 2020 | 108 |
| -24.85% | Jun 11, 2021 | 347 | Oct 14, 2022 | 448 | Jul 16, 2024 | 795 |
| -20.59% | Jul 24, 2014 | 380 | Jan 18, 2016 | 345 | May 24, 2017 | 725 |
| -13.72% | Jan 29, 2018 | 233 | Dec 24, 2018 | 124 | Jun 20, 2019 | 357 |
| -8.24% | May 9, 2013 | 33 | Jun 24, 2013 | 83 | Oct 18, 2013 | 116 |
Volatility
Volatility Chart
The current All seasons plus slim no crypto volatility is 3.00%, 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.
Diversification
Asset Correlations Table
| CGL.TO | XBB.TO | ITA | EEM | VFV.TO | XQQ.TO | |
|---|---|---|---|---|---|---|
| CGL.TO | 1.00 | 0.64 | 0.11 | 0.30 | 0.16 | 0.32 |
| XBB.TO | 0.64 | 1.00 | 0.19 | 0.37 | 0.29 | 0.46 |
| ITA | 0.11 | 0.19 | 1.00 | 0.50 | 0.67 | 0.53 |
| EEM | 0.30 | 0.37 | 0.50 | 1.00 | 0.67 | 0.68 |
| VFV.TO | 0.16 | 0.29 | 0.67 | 0.67 | 1.00 | 0.86 |
| XQQ.TO | 0.32 | 0.46 | 0.53 | 0.68 | 0.86 | 1.00 |