QQC Only

The chart shows the growth of an initial investment of CA$10,000 in QQC Only, 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.

Based on dividend-adjusted daily data since May 31, 2021, QQC Only's average daily return is +0.07%, while the average monthly return is +1.34%. At this rate, your investment would double in approximately 4.3 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jul 2022 with a return of +11.7%, while the worst month was Apr 2022 at -11.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, QQC Only closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +10.6%, while the worst single day was Apr 3, 2025 at -7.0%.

QQC Only has an annualized alpha of -1.38%, beta of 1.26, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since May 31, 2021.

• This portfolio captured 123.25% of S&P 500 Index gains and 122.17% of its losses — amplifying both gains and losses, but participating more in upside than downside.

QQC Only has an expense ratio of 0.20%, 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.

QQC Only ranks 26 for risk / return — below 26% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

QQC Only Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 0.89
• All Time: 0.77

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 1.00 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of QQC Only compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

QQC Only provided a 0.40% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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.

The table below displays the maximum drawdowns of the QQC Only. 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 QQC Only was 31.81%, occurring on Jun 16, 2022. Recovery took 303 trading sessions.

The current QQC Only drawdown is 8.49%.

The chart below shows the rolling one-month volatility.