Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in johanne, 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 never rebalanced.
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The earliest data available for this chart is Sep 18, 2025, corresponding to the inception date of CANY.TO
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.49% | 0.74% | -1.98% | -2.03% | 27.55% | 18.46% | 12.35% | 13.23% |
Portfolio johanne | 1.16% | 1.47% | -4.08% | -12.39% | — | — | — | — |
| Portfolio components: | ||||||||
BANK.TO Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 0.58% | 2.73% | 2.02% | 15.43% | 50.74% | 26.66% | — | — |
FTN.TO Financial 15 Split Corp. | 1.84% | 7.69% | -5.08% | 9.47% | 83.79% | 31.83% | 19.77% | 10.74% |
HBIX.NEO Harvest Bitcoin Enhanced Income ETF | 5.05% | 7.82% | -21.79% | -48.21% | — | — | — | — |
HBTE.NEO Harvest Bitcoin Leaders Enhanced Income ETF | 3.85% | -1.78% | -17.33% | -49.50% | — | — | — | — |
HDIV.TO Hamilton Enhanced Multi-Sector Covered Call ETF | 0.33% | 1.75% | 5.56% | 10.57% | 52.23% | 23.09% | — | — |
HHIS.TO Harvest Diversified High Income Shares ETF | 0.59% | -0.96% | -10.22% | -14.55% | 42.54% | — | — | — |
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | 0.37% | -2.41% | -5.27% | -3.12% | 37.94% | 17.23% | — | — |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | 7.82% | -0.92% | -13.24% | -68.14% | -60.25% | — | — | — |
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF | 0.67% | -0.31% | -10.55% | -15.55% | — | — | — | — |
SDAY.NEO Hamilton Enhanced U.S. Equity DayMAX™ ETF | 0.17% | 0.75% | 5.20% | 4.01% | — | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 19, 2025, johanne's average daily return is -0.05%, while the average monthly return is -0.94%.
Historically, 38% of months were positive and 63% were negative. The best month was Oct 2025 with a return of +3.1%, while the worst month was Nov 2025 at -5.7%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 5 months.
On a daily basis, johanne closed higher 51% of trading days. The best single day was Feb 6, 2026 with a return of +4.2%, while the worst single day was Feb 5, 2026 at -3.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.07% | -2.41% | -3.61% | 2.04% | -4.08% | ||||||||
| 2025 | 1.27% | 3.05% | -5.70% | -2.09% | -3.64% |
Benchmark Metrics
johanne has an annualized alpha of -10.01%, beta of 1.32, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since September 19, 2025.
- This portfolio participated in 224.12% of S&P 500 Index downside but only 159.32% of its upside — more exposed to losses than it benefited from rallies.
- This portfolio had an annualized alpha of -10.01% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -10.01%
- Beta
- 1.32
- R²
- 0.67
- Upside Capture
- 159.32%
- Downside Capture
- 224.12%
Expense Ratio
johanne has an expense ratio of 0.60%, 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.
Top 10 holdings
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
BANK.TO Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 97 | 4.04 | 5.30 | 1.78 | 4.72 | 17.86 |
FTN.TO Financial 15 Split Corp. | 95 | 3.66 | 4.49 | 1.76 | 3.98 | 17.92 |
HBIX.NEO Harvest Bitcoin Enhanced Income ETF | — | — | — | — | — | — |
HBTE.NEO Harvest Bitcoin Leaders Enhanced Income ETF | — | — | — | — | — | — |
HDIV.TO Hamilton Enhanced Multi-Sector Covered Call ETF | 96 | 3.51 | 4.72 | 1.73 | 3.78 | 17.22 |
HHIS.TO Harvest Diversified High Income Shares ETF | 55 | 1.37 | 2.14 | 1.28 | 1.08 | 2.89 |
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | 76 | 1.92 | 3.06 | 1.41 | 1.75 | 7.33 |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | 1 | -0.75 | -1.10 | 0.88 | -0.79 | -1.36 |
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF | — | — | — | — | — | — |
SDAY.NEO Hamilton Enhanced U.S. Equity DayMAX™ ETF | — | — | — | — | — | — |
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Dividends
Dividend yield
johanne provided a 25.64% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 25.64% | 19.92% | 6.07% | 5.10% | 3.81% | 1.37% | 0.69% | 1.52% | 1.82% | 1.13% | 1.21% | 1.19% |
| Portfolio components: | ||||||||||||
BANK.TO Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 14.29% | 13.73% | 15.28% | 13.60% | 10.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTN.TO Financial 15 Split Corp. | 13.72% | 11.96% | 16.66% | 19.38% | 16.38% | 14.48% | 8.94% | 19.74% | 23.69% | 14.69% | 15.67% | 15.51% |
HBIX.NEO Harvest Bitcoin Enhanced Income ETF | 36.73% | 20.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HBTE.NEO Harvest Bitcoin Leaders Enhanced Income 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% |
HDIV.TO Hamilton Enhanced Multi-Sector Covered Call ETF | 9.96% | 10.09% | 11.38% | 10.41% | 9.64% | 3.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HHIS.TO Harvest Diversified High Income Shares ETF | 30.55% | 22.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | 13.26% | 11.98% | 12.13% | 12.11% | 13.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF | 158.02% | 121.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF | 5.30% | 4.74% | 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 | 11.51% | 8.60% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 johanne. 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 johanne was 17.32%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current johanne drawdown is 14.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.32% | Oct 28, 2025 | 106 | Mar 30, 2026 | — | — | — |
| -3.65% | Oct 7, 2025 | 11 | Oct 22, 2025 | 3 | Oct 27, 2025 | 14 |
| -1.59% | Sep 23, 2025 | 3 | Sep 25, 2025 | 2 | Sep 29, 2025 | 5 |
| -0.11% | Sep 30, 2025 | 1 | Sep 30, 2025 | 1 | Oct 1, 2025 | 2 |
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 13 assets, with an effective number of assets of 13.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| Benchmark | SDAY.NEO | FTN.TO | MSTE.TO | HBIX.NEO | BANK.TO | HBTE.NEO | CANY.TO | HDIV.TO | QDAY.NEO | USCL.TO | HHIS.TO | QQCL.TO | HYLD.TO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.53 | 0.51 | 0.45 | 0.47 | 0.58 | 0.59 | 0.66 | 0.67 | 0.81 | 0.96 | 0.82 | 0.93 | 0.83 | 0.78 |
| SDAY.NEO | 0.53 | 1.00 | 0.37 | 0.14 | 0.15 | 0.38 | 0.19 | 0.36 | 0.47 | 0.23 | 0.58 | 0.26 | 0.38 | 0.39 | 0.37 |
| FTN.TO | 0.51 | 0.37 | 1.00 | 0.21 | 0.31 | 0.63 | 0.36 | 0.58 | 0.57 | 0.51 | 0.52 | 0.44 | 0.52 | 0.53 | 0.56 |
| MSTE.TO | 0.45 | 0.14 | 0.21 | 1.00 | 0.83 | 0.27 | 0.77 | 0.39 | 0.37 | 0.41 | 0.42 | 0.66 | 0.46 | 0.49 | 0.76 |
| HBIX.NEO | 0.47 | 0.15 | 0.31 | 0.83 | 1.00 | 0.38 | 0.75 | 0.45 | 0.42 | 0.49 | 0.42 | 0.65 | 0.49 | 0.52 | 0.80 |
| BANK.TO | 0.58 | 0.38 | 0.63 | 0.27 | 0.38 | 1.00 | 0.43 | 0.76 | 0.72 | 0.53 | 0.57 | 0.50 | 0.56 | 0.63 | 0.65 |
| HBTE.NEO | 0.59 | 0.19 | 0.36 | 0.77 | 0.75 | 0.43 | 1.00 | 0.58 | 0.57 | 0.64 | 0.59 | 0.78 | 0.66 | 0.69 | 0.89 |
| CANY.TO | 0.66 | 0.36 | 0.58 | 0.39 | 0.45 | 0.76 | 0.58 | 1.00 | 0.80 | 0.63 | 0.64 | 0.62 | 0.65 | 0.73 | 0.74 |
| HDIV.TO | 0.67 | 0.47 | 0.57 | 0.37 | 0.42 | 0.72 | 0.57 | 0.80 | 1.00 | 0.60 | 0.66 | 0.62 | 0.64 | 0.78 | 0.74 |
| QDAY.NEO | 0.81 | 0.23 | 0.51 | 0.41 | 0.49 | 0.53 | 0.64 | 0.63 | 0.60 | 1.00 | 0.79 | 0.82 | 0.88 | 0.79 | 0.79 |
| USCL.TO | 0.96 | 0.58 | 0.52 | 0.42 | 0.42 | 0.57 | 0.59 | 0.64 | 0.66 | 0.79 | 1.00 | 0.78 | 0.93 | 0.78 | 0.76 |
| HHIS.TO | 0.82 | 0.26 | 0.44 | 0.66 | 0.65 | 0.50 | 0.78 | 0.62 | 0.62 | 0.82 | 0.78 | 1.00 | 0.87 | 0.85 | 0.89 |
| QQCL.TO | 0.93 | 0.38 | 0.52 | 0.46 | 0.49 | 0.56 | 0.66 | 0.65 | 0.64 | 0.88 | 0.93 | 0.87 | 1.00 | 0.83 | 0.82 |
| HYLD.TO | 0.83 | 0.39 | 0.53 | 0.49 | 0.52 | 0.63 | 0.69 | 0.73 | 0.78 | 0.79 | 0.78 | 0.85 | 0.83 | 1.00 | 0.85 |
| Portfolio | 0.78 | 0.37 | 0.56 | 0.76 | 0.80 | 0.65 | 0.89 | 0.74 | 0.74 | 0.79 | 0.76 | 0.89 | 0.82 | 0.85 | 1.00 |