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Tester 1
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for Tester 1

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Tester 1, 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
Tester 1
0.43%-4.12%2.30%1.99%
FICO
Fair Isaac Corporation
-0.52%7.34%-30.25%-36.09%-33.92%13.73%18.49%26.62%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
2.73%-14.47%-7.03%-4.99%44.60%37.94%16.80%12.92%
HHIC.TO
Harvest Canadian High Income Shares ETF
0.74%0.90%9.80%11.60%
HHIS.TO
Harvest Diversified High Income Shares ETF
-0.36%-4.56%2.16%2.01%23.63%
LLHE.TO
Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units
-1.86%12.19%7.41%14.29%41.73%
MSTY.TO
Harvest MicroStrategy High Income Shares ETF
2.31%-29.74%-17.61%-29.66%-70.80%
PFMN.TO
PICTON Market Neutral Equity Alternative Fund
-0.12%0.09%0.75%1.77%3.66%6.31%3.49%
TPL
Texas Pacific Land Corporation
2.53%-2.32%32.28%35.91%2.17%38.06%18.80%36.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 21, 2025, Tester 1's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, an investment would double in approximately 5.1 years.

Historically, 73% of months were positive and 27% were negative. The best month was Feb 2026 with a return of +7.1%, while the worst month was Mar 2026 at -9.2%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.

On a daily basis, Tester 1 closed higher 54% of trading days. The best single day was Feb 6, 2026 with a return of +5.2%, while the worst single day was Feb 5, 2026 at -5.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.19%7.05%-9.15%4.50%5.53%-6.67%2.30%
20253.22%3.68%2.00%0.74%-0.59%9.32%

Benchmark Metrics

Tester 1 has an annualized alpha of -7.93%, beta of 1.06, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since August 21, 2025.

  • This portfolio participated in 122.57% of S&P 500 Index downside but only 77.31% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.47 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-7.93%
Beta
1.06
0.47
Upside Capture
77.31%
Downside Capture
122.57%

Expense Ratio

Tester 1 has an expense ratio of 0.83%, 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 Tester 1 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.

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for Tester 1. 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

Tester 1 provided a 12.20% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio12.20%7.45%2.50%1.74%1.48%0.93%1.08%0.64%0.80%0.98%1.18%0.34%
FICO
Fair Isaac Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%0.07%0.08%
GLCC.TO
Global X Gold Producer Equity Covered Call ETF
9.12%6.01%10.30%11.16%10.08%6.31%6.47%4.58%5.62%7.08%8.75%2.32%
HHIC.TO
Harvest Canadian High Income Shares ETF
11.06%4.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HHIS.TO
Harvest Diversified High Income Shares ETF
27.93%22.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLHE.TO
Harvest Eli Lilly Enhanced High Income Shares ETF - Class A Units
20.22%20.89%7.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSTY.TO
Harvest MicroStrategy High Income Shares ETF
21.95%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PFMN.TO
PICTON Market Neutral Equity Alternative Fund
0.77%0.80%0.00%1.28%0.00%0.00%0.00%0.09%0.00%0.00%0.00%0.00%
TPL
Texas Pacific Land Corporation
0.60%0.74%1.37%0.83%1.37%0.88%2.20%0.22%0.55%0.30%0.10%0.22%

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 Tester 1. 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 Tester 1 was 12.66%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Tester 1 drawdown is 7.40%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 correction2026
-12.66%Mar 2026
27d
3mo 14dMar 2026 - now
2026 correction2026
-10.23%Feb 2026
7d15d
22dJan 2026 - Feb 2026
2025 pullback2025
-7.16%Nov 2025
1mo 14d1mo 24d
3mo 8dOct 2025 - Jan 2026
2025 pullback2025
-2.20%Sep 2025
2d6d
8dSep 2025 - Oct 2025
2026 pullback2026
-2.13%Jan 2026
5d3d
8dJan 2026 - Jan 2026

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 8 assets, with an effective number of assets of 7.89, 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

1.78

The portfolio has a diversification ratio of 1.78, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Tester 1 correlation to the S&P 500 Index

Tester 1 has a 0.62 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 Aug 21, 2025

0.62


Benchmark Correlations

Correlation vs. S&P 500 Index. HHIS.TO has the highest benchmark correlation at 0.76, while TPL has the lowest at 0.15.

Portfolio Correlations

Correlation vs. Tester 1. HHIS.TO has the highest portfolio correlation at 0.71, while FICO has the lowest at 0.27.

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 Aug 21, 2025
Diversification Analysis

Find what Tester 1 is missing

See which holdings overlap, where Tester 1 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification