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.
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The earliest data available for this chart is Nov 8, 2012, corresponding to the inception date of VDY.TO
Returns By Period
As of Apr 4, 2026, the joao M portfoloi returned 10.07% Year-To-Date and 11.64% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.44% | -1.90% | -3.41% | -1.91% | 30.31% | 17.22% | 10.14% | 12.44% |
Portfolio joao M portfoloi | 0.22% | 0.60% | 10.07% | 13.71% | 43.23% | 16.93% | 12.42% | 11.64% |
| Portfolio components: | ||||||||
DVY iShares Select Dividend ETF | 0.18% | 0.45% | 8.48% | 8.37% | 29.19% | 12.99% | 9.46% | 10.41% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 0.31% | 0.31% | 8.63% | 16.23% | 52.30% | 20.57% | 14.54% | 12.98% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 0.00% | 0.86% | 12.92% | 16.33% | 48.41% | 17.03% | 12.96% | 11.24% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 9, 2012, joao M portfoloi's average daily return is +0.04%, while the average monthly return is +0.87%. At this rate, your investment would double in approximately 6.7 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +16.5%, while the worst month was Mar 2020 at -22.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, joao M portfoloi closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +12.7%, while the worst single day was Mar 12, 2020 at -13.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.71% | 5.83% | -1.26% | 0.60% | 10.07% | ||||||||
| 2025 | 1.36% | 1.32% | -0.33% | 0.75% | 4.16% | 2.76% | 0.96% | 5.12% | 2.45% | -1.02% | 4.15% | 1.18% | 25.18% |
| 2024 | -1.60% | 0.35% | 5.08% | -3.50% | 4.44% | -2.70% | 5.93% | 3.95% | 2.82% | -1.46% | 4.53% | -6.33% | 11.15% |
| 2023 | 7.56% | -4.45% | -1.63% | 2.70% | -6.70% | 4.99% | 2.88% | -4.07% | -3.41% | -4.33% | 8.42% | 6.36% | 6.97% |
| 2022 | 3.66% | 1.37% | 4.44% | -4.80% | 4.42% | -10.01% | 3.41% | -3.68% | -9.70% | 8.14% | 5.48% | -4.46% | -3.79% |
| 2021 | 1.07% | 6.91% | 8.71% | 4.57% | 4.84% | -1.41% | -1.26% | 0.86% | -0.75% | 5.98% | -4.34% | 6.51% | 35.51% |
Benchmark Metrics
joao M portfoloi has an annualized alpha of -0.39%, beta of 0.79, and R² of 0.62 versus S&P 500 Index. Calculated based on daily prices since November 09, 2012.
- This portfolio participated in 92.07% of S&P 500 Index downside but only 79.73% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -0.39%
- Beta
- 0.79
- R²
- 0.62
- Upside Capture
- 79.73%
- Downside Capture
- 92.07%
Expense Ratio
joao M portfoloi has an expense ratio of 0.28%, 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
joao M portfoloi ranks 98 for risk / return — in the top 98% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.88 | 1.84 | +2.04 |
Sortino ratioReturn per unit of downside risk | 5.76 | 2.97 | +2.78 |
Omega ratioGain probability vs. loss probability | 1.82 | 1.40 | +0.42 |
Calmar ratioReturn relative to maximum drawdown | 11.66 | 1.82 | +9.84 |
Martin ratioReturn relative to average drawdown | 41.18 | 7.76 | +33.42 |
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 Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
DVY iShares Select Dividend ETF | 80 | 2.09 | 3.19 | 1.39 | 2.05 | 8.23 |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 97 | 4.61 | 6.61 | 1.94 | 4.77 | 29.79 |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 97 | 4.51 | 6.49 | 1.95 | 4.41 | 28.22 |
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Dividends
Dividend yield
joao M portfoloi provided a 3.50% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.50% | 3.87% | 4.50% | 4.48% | 4.18% | 3.43% | 4.43% | 4.09% | 4.48% | 3.70% | 3.57% | 4.40% |
| Portfolio components: | ||||||||||||
DVY iShares Select Dividend ETF | 3.45% | 3.65% | 3.65% | 3.82% | 3.43% | 3.12% | 3.66% | 3.41% | 3.58% | 3.00% | 3.04% | 3.45% |
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF | 3.18% | 3.59% | 4.40% | 4.64% | 4.42% | 3.58% | 4.59% | 4.25% | 4.43% | 3.82% | 3.25% | 4.11% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 3.87% | 4.39% | 5.45% | 4.98% | 4.68% | 3.58% | 5.03% | 4.62% | 5.42% | 4.29% | 4.42% | 5.64% |
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 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 45.32%, occurring on Mar 23, 2020. Recovery took 209 trading sessions.
The current joao M portfoloi drawdown is 1.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.32% | Feb 20, 2020 | 23 | Mar 23, 2020 | 209 | Jan 14, 2021 | 232 |
| -31.4% | Sep 4, 2014 | 353 | Jan 20, 2016 | 254 | Jan 17, 2017 | 607 |
| -22.2% | Apr 21, 2022 | 124 | Oct 12, 2022 | 478 | Aug 23, 2024 | 602 |
| -18.96% | Jan 29, 2018 | 233 | Dec 24, 2018 | 133 | Jul 3, 2019 | 366 |
| -13.23% | Dec 2, 2024 | 89 | Apr 8, 2025 | 33 | May 26, 2025 | 122 |
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 3 assets, with an effective number of assets of 3.00, 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
| Benchmark | DVY | XEI.TO | VDY.TO | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.75 | 0.61 | 0.63 | 0.71 |
| DVY | 0.75 | 1.00 | 0.67 | 0.67 | 0.83 |
| XEI.TO | 0.61 | 0.67 | 1.00 | 0.95 | 0.95 |
| VDY.TO | 0.63 | 0.67 | 0.95 | 1.00 | 0.95 |
| Portfolio | 0.71 | 0.83 | 0.95 | 0.95 | 1.00 |