joao M portfoloi
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DVY iShares Select Dividend ETF | Large Cap Value Equities, Dividend | 33.33% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | Dividend | 33.33% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | Canada Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in joao M portfoloi, 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.
The earliest data available for this chart is Nov 8, 2012, corresponding to the inception date of VDY.TO
Returns By Period
As of Jan 12, 2025, the joao M portfoloi returned -0.68% Year-To-Date and 7.57% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.93% | -3.71% | 3.77% | 21.81% | 12.17% | 11.26% |
| joao M portfoloi | -0.68% | -3.43% | 5.49% | 12.58% | 8.05% | 7.59% |
| Portfolio components: | ||||||
DVY iShares Select Dividend ETF | -2.06% | -5.20% | 5.03% | 14.63% | 7.80% | 8.66% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 0.38% | -2.10% | 7.05% | 13.44% | 9.47% | 7.66% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 0.71% | -1.54% | 4.47% | 7.91% | 6.92% | 5.75% |
Monthly Returns
The table below presents the monthly returns of joao M portfoloi, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.63% | 0.50% | 5.38% | -3.43% | 4.42% | -2.56% | 6.21% | 3.83% | 2.64% | -1.22% | 4.97% | -6.58% | 12.23% |
| 2023 | 6.86% | -4.27% | -1.82% | 2.23% | -6.89% | 5.11% | 3.08% | -4.02% | -3.48% | -4.08% | 8.20% | 6.26% | 5.84% |
| 2022 | 3.22% | 1.06% | 4.41% | -4.66% | 4.59% | -9.85% | 3.51% | -3.36% | -9.67% | 8.50% | 5.67% | -4.25% | -2.86% |
| 2021 | 0.96% | 7.27% | 8.86% | 4.40% | 4.31% | -1.69% | -1.21% | 1.21% | -1.07% | 5.39% | -3.98% | 6.67% | 34.77% |
| 2020 | -0.91% | -9.09% | -21.54% | 7.79% | 2.48% | 0.37% | 2.83% | 5.20% | -4.42% | -0.08% | 15.84% | 2.80% | -3.60% |
| 2019 | 10.17% | 2.89% | -0.06% | 3.11% | -5.44% | 5.77% | -0.09% | -1.96% | 5.47% | -0.21% | 2.20% | 2.51% | 26.18% |
| 2018 | 1.16% | -5.81% | -0.86% | 1.15% | 0.79% | 0.80% | 2.50% | 0.38% | -0.31% | -5.55% | 1.41% | -8.19% | -12.43% |
| 2017 | 2.68% | 0.63% | 0.05% | -1.26% | -0.06% | 3.01% | 2.59% | -0.74% | 3.11% | 0.13% | 2.26% | 1.89% | 15.11% |
| 2016 | -0.75% | 2.65% | 9.69% | 3.86% | -0.82% | 2.16% | 2.03% | 0.26% | 0.64% | -1.45% | 3.26% | 2.90% | 26.77% |
| 2015 | -6.29% | 3.21% | -2.74% | 5.50% | -3.72% | -3.00% | -3.50% | -3.56% | -2.61% | 5.72% | -1.53% | -4.81% | -16.75% |
| 2014 | -5.01% | 4.01% | 2.87% | 2.60% | 1.60% | 3.86% | -2.29% | 3.01% | -4.88% | 0.70% | -0.22% | -1.03% | 4.75% |
Expense Ratio
joao M portfoloi features an expense ratio of 0.28%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of joao M portfoloi is 27, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
DVY iShares Select Dividend ETF | 1.36 | 1.92 | 1.25 | 1.79 | 6.02 |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 1.34 | 1.84 | 1.24 | 1.14 | 6.22 |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 0.84 | 1.19 | 1.15 | 0.60 | 3.60 |
Dividends
Dividend yield
joao M portfoloi provided a 4.53% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.53% | 4.53% | 4.51% | 4.21% | 3.45% | 4.46% | 4.12% | 4.51% | 3.72% | 3.60% | 4.43% | 4.74% |
| Portfolio components: | ||||||||||||
DVY iShares Select Dividend ETF | 3.73% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% | 3.03% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 4.36% | 4.39% | 4.62% | 4.41% | 3.57% | 4.57% | 4.24% | 4.41% | 3.80% | 3.24% | 4.10% | 3.24% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 5.50% | 5.56% | 5.08% | 4.78% | 3.65% | 5.13% | 4.71% | 5.53% | 4.37% | 4.51% | 5.75% | 7.94% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the joao M portfoloi. 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 joao M portfoloi was 44.37%, occurring on Mar 23, 2020. Recovery took 209 trading sessions.
The current joao M portfoloi drawdown is 7.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.37% | Feb 13, 2020 | 27 | Mar 23, 2020 | 209 | Jan 14, 2021 | 236 |
| -28.52% | Sep 8, 2014 | 351 | Jan 20, 2016 | 228 | Dec 8, 2016 | 579 |
| -21.35% | Apr 21, 2022 | 124 | Oct 12, 2022 | 461 | Jul 31, 2024 | 585 |
| -18.05% | Jan 29, 2018 | 233 | Dec 24, 2018 | 132 | Jul 2, 2019 | 365 |
| -8% | Dec 2, 2024 | 14 | Dec 19, 2024 | — | — | — |
Volatility
Volatility Chart
The current joao M portfoloi volatility is 3.62%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| DVY | XEI.TO | VDY.TO | |
|---|---|---|---|
| DVY | 1.00 | 0.68 | 0.68 |
| XEI.TO | 0.68 | 1.00 | 0.95 |
| VDY.TO | 0.68 | 0.95 | 1.00 |