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March 2026
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in March 2026, 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 Mar 30, 2016, corresponding to the inception date of TTP.TO

Returns By Period

As of Apr 4, 2026, the March 2026 returned 17.38% Year-To-Date and 16.30% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.44%-2.24%-2.46%-2.17%20.45%18.24%12.68%12.98%
Portfolio
March 2026
1.25%3.38%17.38%25.14%51.82%23.22%21.10%16.30%
ZEB.TO
BMO Equal Weight Banks Index ETF
0.28%-2.55%3.56%15.24%55.03%25.85%17.17%14.78%
TXF.TO
CI Tech Giants Covered Call Common
0.42%-2.65%-5.96%-1.05%38.17%22.73%11.58%16.30%
CNQ.TO
Canadian Natural Resources Limited
2.34%10.81%43.58%52.30%65.10%24.33%33.76%20.32%
AQN.TO
Algonquin Power & Utilities Corp.
-0.12%-8.18%3.57%9.33%25.98%-2.82%-10.23%3.05%
ZSP.TO
BMO S&P 500 Index ETF
0.38%-2.15%-2.30%-2.08%21.45%19.45%13.90%14.50%
TTP.TO
TD Canadian Equity Index ETF
0.42%-2.34%4.89%9.86%39.30%21.02%15.07%12.71%
VE.TO
Vanguard FTSE Developed Europe All Cap Index ETF
0.02%-1.48%1.49%3.54%21.55%15.76%11.01%9.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 31, 2016, March 2026's average daily return is +0.07%, while the average monthly return is +1.36%. 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 Nov 2020 with a return of +18.5%, while the worst month was Mar 2020 at -22.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, March 2026 closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +11.7%, while the worst single day was Mar 9, 2020 at -14.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.92%9.20%3.88%-0.42%17.38%
20251.69%-3.98%1.48%-4.26%6.45%4.32%1.80%2.17%5.02%2.39%3.16%1.69%23.60%
2024-0.14%6.24%7.16%-1.30%1.83%-2.65%2.09%0.59%-1.02%2.10%2.48%-3.40%14.27%
20238.56%-2.96%-0.68%5.68%-6.12%3.31%5.38%2.33%-1.14%-1.57%6.00%1.95%21.63%
20226.24%2.35%4.18%-3.11%2.90%-12.60%3.84%-0.43%-7.27%14.50%1.95%-5.26%4.67%
2021-1.40%8.31%6.35%1.02%6.19%3.75%-1.74%1.86%1.35%7.57%-0.51%3.45%41.95%

Benchmark Metrics

March 2026 has an annualized alpha of 6.41%, beta of 0.76, and R² of 0.41 versus S&P 500 Index. Calculated based on daily prices since March 31, 2016.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (83.52%) than losses (58.40%) — typical of diversified or defensive assets.
  • R² of 0.41 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
6.41%
Beta
0.76
0.41
Upside Capture
83.52%
Downside Capture
58.40%

Expense Ratio

March 2026 has an expense ratio of 0.18%, 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.


Return for Risk

Risk / Return Rank

March 2026 ranks 92 for risk / return — in the top 92% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


March 2026 Risk / Return Rank: 9292
Overall Rank
March 2026 Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
March 2026 Sortino Ratio Rank: 9494
Sortino Ratio Rank
March 2026 Omega Ratio Rank: 9696
Omega Ratio Rank
March 2026 Calmar Ratio Rank: 8181
Calmar Ratio Rank
March 2026 Martin Ratio Rank: 9191
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

2.50

0.75

+1.75

Sortino ratio

Return per unit of downside risk

3.14

1.13

+2.01

Omega ratio

Gain probability vs. loss probability

1.51

1.18

+0.34

Calmar ratio

Return relative to maximum drawdown

3.04

1.15

+1.89

Martin ratio

Return relative to average drawdown

16.58

4.19

+12.39


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
ZEB.TO
BMO Equal Weight Banks Index ETF
983.955.041.776.4624.68
TXF.TO
CI Tech Giants Covered Call Common
601.121.671.241.996.72
CNQ.TO
Canadian Natural Resources Limited
831.752.281.312.698.70
AQN.TO
Algonquin Power & Utilities Corp.
650.641.251.181.753.78
ZSP.TO
BMO S&P 500 Index ETF
360.741.121.181.174.31
TTP.TO
TD Canadian Equity Index ETF
912.232.831.453.2314.31
VE.TO
Vanguard FTSE Developed Europe All Cap Index ETF
521.111.551.221.455.59

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.

March 2026 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 2.50
  • 5-Year: 1.23
  • 10-Year: 0.85
  • All Time: 0.84

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 March 2026 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

March 2026 provided a 3.87% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.87%4.38%4.62%4.40%5.87%3.66%4.95%3.80%4.29%2.82%2.90%3.08%
ZEB.TO
BMO Equal Weight Banks Index ETF
2.90%2.95%3.98%4.75%4.29%3.13%4.15%3.65%3.64%3.02%3.19%3.70%
TXF.TO
CI Tech Giants Covered Call Common
10.77%10.59%9.76%7.48%14.13%7.77%11.01%7.29%9.29%4.89%6.16%6.15%
CNQ.TO
Canadian Natural Resources Limited
3.61%5.06%4.82%4.26%6.12%3.66%5.44%3.50%3.98%2.40%2.15%3.02%
AQN.TO
Algonquin Power & Utilities Corp.
4.15%4.29%8.50%6.95%10.66%5.52%3.89%3.96%4.83%4.28%4.82%4.49%
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%
TTP.TO
TD Canadian Equity Index ETF
1.99%2.06%2.56%2.91%3.68%1.86%2.84%2.09%2.89%2.32%1.85%0.00%
VE.TO
Vanguard FTSE Developed Europe All Cap Index ETF
2.54%2.58%2.97%2.97%3.20%2.97%2.41%3.79%3.57%2.22%2.33%2.47%

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 March 2026. 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 March 2026 was 44.96%, occurring on Mar 23, 2020. Recovery took 197 trading sessions.

The current March 2026 drawdown is 0.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.96%Feb 20, 202023Mar 23, 2020197Jan 5, 2021220
-22.72%Jul 11, 2018116Dec 24, 2018246Dec 17, 2019362
-20.99%Apr 21, 202259Jul 14, 2022258Jul 25, 2023317
-19.4%Oct 15, 2024122Apr 8, 202546Jun 13, 2025168
-10.81%Jan 16, 201818Feb 8, 201863May 10, 201881

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 7 assets, with an effective number of assets of 4.37, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkAQN.TOCNQ.TOZEB.TOVE.TOTXF.TOTTP.TOZSP.TOPortfolio
Benchmark1.000.220.230.480.600.750.520.960.49
AQN.TO0.221.000.070.200.240.180.290.230.17
CNQ.TO0.230.071.000.380.260.240.470.240.89
ZEB.TO0.480.200.381.000.530.430.660.500.64
VE.TO0.600.240.260.531.000.530.540.630.52
TXF.TO0.750.180.240.430.531.000.530.760.53
TTP.TO0.520.290.470.660.540.531.000.540.70
ZSP.TO0.960.230.240.500.630.760.541.000.51
Portfolio0.490.170.890.640.520.530.700.511.00
The correlation results are calculated based on daily price changes starting from Mar 31, 2016