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Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) -...
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP

Currency in CAD · Last updated Apr 4, 2026

Mon portfolio 2026 version 04 - Simplifié.

Ajout de ZDI

J'ai remplacé le 4% de crypto par 4% de plus de QQQ (8% au lieu. de 4% de QQQ + 4% crypto). Calcul de base AVANT l'ajout de crypto. Noté que QQQ remplace XQQ et QQC pour le calcul

J'ai aussi remplacé XQQ et QQC par QQQ (en US) car ils sont trop récent pour une belle historique.

Ceci n'est pas une vraie comparaison car pas le même marché mais rien trouvé de mieux dans le "low volatility'. Remplacé LVHI (World) par ZLB.TO (CAN) pour avoir historique 10 ans. Mais LVHI semble plus performant et stable que ZLB. LVHI a été introduit le 27 juillet 2016.

Remplacé VIU.TO par XEF.TO pour avoir historique 10 ans

Asset Allocation

BTC-USD 5.00%SPMO 15.00%IVLU 10.00%LVHI 10.00%XIU.TO 5.00%HXT.TO 5.00%QQQ 5.00%XDIV.TO 5.00%SMH 5.00%11 positions 35.00%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
BTC-USD
Bitcoin
5%
DXJ
WisdomTree Japan Hedged Equity Fund		Japan Equities
3%
FEZ
SPDR EURO STOXX 50 ETF		Europe Equities
4%
HXS.TO
Global X S&P 500 Index Corporate Class ETF		S&P 500
3%
HXT.TO
Global X S&P/TSX 60 Corporate Class ETF		Canada Equities
5%
IVLU
iShares MSCI Intl Value Factor ETF		Foreign Large Cap Equities
10%
IYW
iShares U.S. Technology ETF		Technology Equities
4%
LVHI
Legg Mason International Low Volatility High Dividend ETF		Volatility Hedged Equity, Dividend
10%
QQQ
Invesco QQQ ETF		Large Cap Growth Equities
5%
SMH
VanEck Semiconductor ETF		Semiconductors, Technology Equities
5%
SPMO
Invesco S&P 500 Momentum ETF		Momentum, S&P 500
15%
VE.TO
Vanguard FTSE Developed Europe All Cap Index ETF		Europe Equities
2%
VFV.TO
Vanguard S&P 500 Index ETF		S&P 500
3%
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF		Dividend, Large Cap Value Equities
5%
XEF.TO
iShares Core MSCI EAFE IMI Index ETF		Global Equities
4%
XEU.TO
iShares MSCI Europe IMI Index ETF		Europe Equities
2%
XIU.TO
iShares S&P/TSX 60 Index ETF		Large Cap Growth Equities
5%
XLK
State Street Technology Select Sector SPDR ETF		Technology Equities
4%
XUS.TO
iShares Core S&P 500 Index ETF		S&P 500
3%
ZSP.TO
BMO S&P 500 Index ETF		S&P 500
3%

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP, 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 year.

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The earliest data available for this chart is Jun 15, 2017, corresponding to the inception date of XDIV.TO

Returns By Period

1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.44%0.25%-2.46%-2.17%26.93%18.24%12.68%12.98%
Portfolio
Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP
0.12%2.34%1.75%2.38%38.01%26.37%17.71%—
Portfolio components:
VFV.TO
Vanguard S&P 500 Index ETF		0.36%0.01%-2.27%-1.74%28.10%19.60%13.98%14.56%
ZSP.TO
BMO S&P 500 Index ETF		0.38%0.18%-2.30%-2.08%27.74%19.45%13.90%14.50%
XUS.TO
iShares Core S&P 500 Index ETF		0.35%0.09%-2.26%-1.75%28.13%19.58%13.95%14.51%
HXS.TO
Global X S&P 500 Index Corporate Class ETF		0.38%0.12%-2.34%-1.86%27.57%19.40%13.83%14.45%
SPMO
Invesco S&P 500 Momentum ETF		0.53%-0.11%-2.19%-4.13%37.58%29.89%20.18%18.16%
XLK
State Street Technology Select Sector SPDR ETF		1.13%1.80%-4.07%-4.39%46.74%24.02%18.27%21.90%
IYW
iShares U.S. Technology ETF		0.85%1.07%-5.80%-6.23%45.90%27.74%18.41%22.62%
XIU.TO
iShares S&P/TSX 60 Index ETF		0.52%0.72%4.07%8.23%41.17%19.86%14.46%12.71%
HXT.TO
Global X S&P/TSX 60 Corporate Class ETF		0.54%0.62%3.93%8.08%40.85%19.86%14.52%12.81%
IVLU
iShares MSCI Intl Value Factor ETF		-0.22%3.94%6.95%13.33%48.51%23.66%16.42%11.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 16, 2017, Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP's average daily return is +0.05%, while the average monthly return is +1.60%. At this rate, your investment would double in approximately 3.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +12.5%, while the worst month was Mar 2020 at -10.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP closed higher 46% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 12, 2020 at -11.6%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.82%1.67%-3.04%1.36%1.75%
20254.53%-0.90%-3.28%-1.93%6.67%3.65%3.56%1.53%5.33%2.73%-0.22%-0.34%22.90%
20243.26%8.41%4.27%-2.71%4.92%1.93%1.78%-0.65%2.24%1.99%6.50%0.47%37.02%
20237.03%0.71%3.70%2.23%-0.68%3.70%2.14%-0.27%-2.28%1.67%6.99%3.19%31.53%
2022-3.26%-2.20%1.38%-5.14%-0.72%-8.12%5.98%-2.06%-3.63%5.82%5.74%-3.31%-10.18%
20211.13%4.31%4.41%0.68%-2.72%4.28%2.95%4.12%-3.34%5.44%0.76%1.15%25.26%

Benchmark Metrics

Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP has an annualized alpha of 7.98%, beta of 0.88, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since June 16, 2017.

  • This portfolio captured 108.98% of S&P 500 Index gains but only 71.85% of its losses — a favorable profile for investors.
  • This portfolio generated an annualized alpha of 7.98% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 0.88 and R² of 0.83, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
Alpha
7.98%
Beta
0.88
R²
0.83
Upside Capture
108.98%
Downside Capture
71.85%

Expense Ratio

Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP has an expense ratio of 0.21%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings
DXJ
WisdomTree Japan Hedged Equity Fund
IYW
iShares U.S. Technology ETF
LVHI
Legg Mason International Low Volatility High Dividend ETF
SMH
VanEck Semiconductor ETF
IVLU
iShares MSCI Intl Value Factor ETF
FEZ
SPDR EURO STOXX 50 ETF
XEU.TO
iShares MSCI Europe IMI Index ETF
XEF.TO
iShares Core MSCI EAFE IMI Index ETF
VE.TO
Vanguard FTSE Developed Europe All Cap Index ETF
XIU.TO
iShares S&P/TSX 60 Index ETF

Return for Risk

Risk / Return Rank

Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP ranks 74 for risk / return — better than 74% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP Risk / Return Rank: 7474
Overall Rank
Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP Sortino Ratio Rank: 8787
Sortino Ratio Rank
Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP Omega Ratio Rank: 8787
Omega Ratio Rank
Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP Calmar Ratio Rank: 6666
Calmar Ratio Rank
Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.46

0.75

+1.71

Sortino ratio

Return per unit of downside risk

3.54

1.13

+2.41

Omega ratio

Gain probability vs. loss probability

1.49

1.18

+0.32

Calmar ratio

Return relative to maximum drawdown

2.32

1.15

+1.17

Martin ratio

Return relative to average drawdown

7.39

4.19

+3.20

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VFV.TO
Vanguard S&P 500 Index ETF		370.771.151.181.184.45
ZSP.TO
BMO S&P 500 Index ETF		360.741.121.181.174.31
XUS.TO
iShares Core S&P 500 Index ETF		370.761.141.181.194.41
HXS.TO
Global X S&P 500 Index Corporate Class ETF		360.731.111.171.164.31
SPMO
Invesco S&P 500 Momentum ETF		470.911.371.201.634.85
XLK
State Street Technology Select Sector SPDR ETF		521.041.541.221.744.83
IYW
iShares U.S. Technology ETF		491.021.541.221.534.32
XIU.TO
iShares S&P/TSX 60 Index ETF		892.072.681.422.8914.03
HXT.TO
Global X S&P/TSX 60 Corporate Class ETF		882.062.671.412.8813.86
IVLU
iShares MSCI Intl Value Factor ETF		872.072.681.402.9211.11

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 2.46
  • 5-Year: 1.28
  • All Time: 1.23

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP provided a 1.73% dividend yield over the last twelve months.

TTM20252024202320222021202020192018201720162015
Portfolio1.73%1.79%1.90%2.55%2.47%1.71%1.74%2.35%2.77%1.64%1.65%1.22%
Portfolio components:
VFV.TO
Vanguard S&P 500 Index ETF		0.96%0.92%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%
ZSP.TO
BMO S&P 500 Index ETF		0.86%0.82%0.94%1.33%1.44%1.15%1.44%1.47%1.63%1.63%2.20%1.53%
XUS.TO
iShares Core S&P 500 Index ETF		1.29%1.26%1.03%1.22%1.38%0.99%1.35%2.02%1.77%1.48%1.66%1.70%
HXS.TO
Global X S&P 500 Index Corporate Class 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%
SPMO
Invesco S&P 500 Momentum ETF		0.88%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
XLK
State Street Technology Select Sector SPDR ETF		0.56%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%
IYW
iShares U.S. Technology ETF		0.15%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.32%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%
HXT.TO
Global X S&P/TSX 60 Corporate Class 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%
IVLU
iShares MSCI Intl Value Factor ETF		3.52%3.71%4.46%4.69%3.59%3.47%2.05%3.53%2.82%2.87%2.53%0.93%

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 Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP. 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 Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP was 29.13%, occurring on Mar 16, 2020. Recovery took 149 trading sessions.

The current Pierre - 2026 Réel_06 (Excel Match avec BITCOIN) - FFF - No EPI BACKUP drawdown is 3.02%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.13%Feb 13, 202033Mar 16, 2020149Aug 12, 2020182
-19.09%Dec 28, 2021171Jun 16, 2022316Apr 28, 2023487
-16.81%Dec 19, 2017372Dec 25, 2018101Apr 5, 2019473
-15.75%Jan 31, 202568Apr 8, 202536May 14, 2025104
-9.37%Jul 17, 202422Aug 7, 202450Sep 26, 202472

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 20 assets, with an effective number of assets of 14.45, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
BenchmarkBTC-USDLVHIXDIV.TODXJXEU.TOSMHHXT.TOXIU.TOIVLUVE.TOSPMOFEZIYWQQQXLKXEF.TOHXS.TOXUS.TOZSP.TOVFV.TOPortfolio
Benchmark1.000.210.520.490.580.580.750.630.630.610.600.830.680.880.910.890.680.940.950.950.950.87
BTC-USD0.211.000.060.080.090.150.170.140.140.150.160.160.180.170.180.180.180.180.170.170.180.49
LVHI0.520.061.000.420.550.460.290.390.390.600.490.360.510.320.340.340.530.440.440.440.430.48
XDIV.TO0.490.080.421.000.380.510.300.760.760.560.510.350.480.280.300.310.540.470.470.470.470.49
DXJ0.580.090.550.381.000.430.430.430.430.660.440.440.480.430.440.440.570.500.510.500.510.54
XEU.TO0.580.150.460.510.431.000.440.590.590.710.850.440.800.450.460.470.840.570.570.570.560.63
SMH0.750.170.290.300.430.441.000.450.450.440.450.650.540.820.790.820.520.660.660.670.670.70
HXT.TO0.630.140.390.760.430.590.451.000.990.600.590.480.570.460.470.490.660.600.610.610.610.63
XIU.TO0.630.140.390.760.430.590.450.991.000.600.590.490.570.470.480.490.660.600.610.610.610.64
IVLU0.610.150.600.560.660.710.440.600.601.000.730.450.770.430.440.450.810.530.540.530.540.64
VE.TO0.600.160.490.510.440.850.450.590.590.731.000.450.820.450.460.470.860.580.580.580.580.64
SPMO0.830.160.360.350.440.440.650.480.490.450.451.000.510.760.770.770.520.740.750.750.750.73
FEZ0.680.180.510.480.480.800.540.570.570.770.820.511.000.540.550.560.820.590.600.590.600.69
IYW0.880.170.320.280.430.450.820.460.470.430.450.760.541.000.950.970.540.780.780.790.790.75
QQQ0.910.180.340.300.440.460.790.470.480.440.460.770.550.951.000.930.550.810.810.820.820.77
XLK0.890.180.340.310.440.470.820.490.490.450.470.770.560.970.931.000.550.790.800.800.800.77
XEF.TO0.680.180.530.540.570.840.520.660.660.810.860.520.820.540.550.551.000.660.670.670.670.72
HXS.TO0.940.180.440.470.500.570.660.600.600.530.580.740.590.780.810.790.661.000.960.960.960.79
XUS.TO0.950.170.440.470.510.570.660.610.610.540.580.750.600.780.810.800.670.961.000.980.980.80
ZSP.TO0.950.170.440.470.500.570.670.610.610.530.580.750.590.790.820.800.670.960.981.000.980.80
VFV.TO0.950.180.430.470.510.560.670.610.610.540.580.750.600.790.820.800.670.960.980.981.000.80
Portfolio0.870.490.480.490.540.630.700.630.640.640.640.730.690.750.770.770.720.790.800.800.801.00
The correlation results are calculated based on daily price changes starting from Jun 16, 2017