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joao M portfoloi
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 $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.


1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.71%5.83%-1.26%0.60%10.07%
20251.36%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%
20237.56%-4.45%-1.63%2.70%-6.70%4.99%2.88%-4.07%-3.41%-4.33%8.42%6.36%6.97%
20223.66%1.37%4.44%-4.80%4.42%-10.01%3.41%-3.68%-9.70%8.14%5.48%-4.46%-3.79%
20211.07%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
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.


joao M portfoloi Risk / Return Rank: 9898
Overall Rank
joao M portfoloi Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
joao M portfoloi Sortino Ratio Rank: 9696
Sortino Ratio Rank
joao M portfoloi Omega Ratio Rank: 9797
Omega Ratio Rank
joao M portfoloi Calmar Ratio Rank: 100100
Calmar Ratio Rank
joao M portfoloi Martin Ratio Rank: 9999
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

3.88

1.84

+2.04

Sortino ratio

Return per unit of downside risk

5.76

2.97

+2.78

Omega ratio

Gain probability vs. loss probability

1.82

1.40

+0.42

Calmar ratio

Return relative to maximum drawdown

11.66

1.82

+9.84

Martin ratio

Return relative to average drawdown

41.18

7.76

+33.42


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
DVY
iShares Select Dividend ETF
802.093.191.392.058.23
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF
974.616.611.944.7729.79
XEI.TO
iShares S&P/TSX Composite High Dividend Index ETF
974.516.491.954.4128.22

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.

joao M portfoloi Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 3.88
  • 5-Year: 0.85
  • 10-Year: 0.64
  • All Time: 0.56

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 joao M portfoloi 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

joao M portfoloi provided a 3.50% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.50%3.87%4.50%4.48%4.18%3.43%4.43%4.09%4.48%3.70%3.57%4.40%
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, 202023Mar 23, 2020209Jan 14, 2021232
-31.4%Sep 4, 2014353Jan 20, 2016254Jan 17, 2017607
-22.2%Apr 21, 2022124Oct 12, 2022478Aug 23, 2024602
-18.96%Jan 29, 2018233Dec 24, 2018133Jul 3, 2019366
-13.23%Dec 2, 202489Apr 8, 202533May 26, 2025122

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

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

BenchmarkDVYXEI.TOVDY.TOPortfolio
Benchmark1.000.750.610.630.71
DVY0.751.000.670.670.83
XEI.TO0.610.671.000.950.95
VDY.TO0.630.670.951.000.95
Portfolio0.710.830.950.951.00
The correlation results are calculated based on daily price changes starting from Nov 9, 2012