PP - 11 etfs + BTC + ETH + WMT_V6 F

Asset Allocation

Position	Category/Sector	Target Weight
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	22%
LVHI Franklin International Low Volatility High Dividend Index ETF	Volatility Hedged Equity, Dividend	15%
XIU.TO iShares S&P/TSX 60 Index ETF	Canada Equities	10%
VIU.TO Vanguard FTSE Developed All Cap ex North America Index ETF	International Equity	6%
HXQ.TO Horizons NASDAQ-100 Index ETF	Nasdaq-100	5%
WMT Walmart Inc.	Consumer Defensive	5%
BTC-USD Bitcoin		4%
XEU.TO iShares MSCI Europe IMI Index ETF	Europe Equities	4%
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF	Dividend, Large Cap Value Equities	4%
XSP.TO iShares Core S&P 500 Index ETF (CAD-Hedged)	S&P 500	3%
IDMO Invesco S&P International Developed Momentum ETF	Momentum, Foreign Large Cap Equities	3%
IVLU iShares MSCI Intl Value Factor ETF	Foreign Large Cap Equities	2%
XQQ.TO iShares NASDAQ 100 Index ETF (CAD-Hedged)	Nasdaq-100	2%
DXJ WisdomTree Japan Hedged Equity Fund	Japan Equities	2%
COST Costco Wholesale Corporation	Consumer Defensive	2%
AVDV Avantis International Small Cap Value ETF	Foreign Small & Mid Cap Equities	2%
FEZ SPDR EURO STOXX 50 ETF	Europe Equities	2%
AIRR First Trust RBA American Industrial Renaissance ETF	Building & Construction	2%
QTUM Defiance Quantum ETF	Technology Equities	2%
IXN iShares Global Tech ETF	Technology Equities	2%
ETH-USD Ethereum		1%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in PP - 11 etfs + BTC + ETH + WMT_V6 F, 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 year.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.55%	1.59%	9.53%	7.06%	25.21%	21.24%	14.93%	14.26%
Portfolio PP - 11 etfs + BTC + ETH + WMT_V6 F	0.00%	0.16%	13.51%	12.22%	29.34%	30.24%	21.20%	—
Portfolio components:
AIRR First Trust RBA American Industrial Renaissance ETF	-2.82%	0.50%	32.24%	28.86%	64.27%	37.62%	28.62%	22.45%
AVDV Avantis International Small Cap Value ETF	-3.10%	-1.45%	14.67%	15.35%	42.24%	28.32%	16.28%	—
BTC-USD Bitcoin	0.00%	-22.52%	-29.17%	-31.95%	-40.52%	33.78%	16.02%	60.84%
COST Costco Wholesale Corporation	0.04%	-1.93%	14.76%	8.51%	-2.02%	26.54%	24.91%	23.40%
DXJ WisdomTree Japan Hedged Equity Fund	-2.35%	3.43%	19.22%	20.09%	53.41%	32.97%	29.19%	18.82%
ETH-USD Ethereum	0.00%	-30.16%	-45.83%	-47.83%	-35.01%	-3.75%	-6.21%	61.13%
FEZ SPDR EURO STOXX 50 ETF	-2.16%	1.49%	5.63%	5.36%	16.48%	18.90%	12.74%	10.94%
HXQ.TO Horizons NASDAQ-100 Index ETF	-4.36%	1.23%	16.83%	13.99%	36.08%	28.00%	19.92%	21.98%
IDMO Invesco S&P International Developed Momentum ETF	-3.20%	-2.71%	6.24%	8.06%	20.55%	25.70%	18.08%	12.47%
IVLU iShares MSCI Intl Value Factor ETF	-2.39%	1.39%	12.19%	13.51%	34.35%	24.81%	16.76%	11.49%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 27, 2019, PP - 11 etfs + BTC + ETH + WMT_V6 F's average daily return is +0.06%, while the average monthly return is +1.71%. At this rate, an investment would double in approximately 3.4 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +12.3%, while the worst month was Mar 2020 at -9.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, PP - 11 etfs + BTC + ETH + WMT_V6 F closed higher 40% of trading days. The best single day was Mar 13, 2020 with a return of +8.7%, while the worst single day was Mar 12, 2020 at -11.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.60%	3.61%	-3.09%	7.75%	5.37%	-1.99%							13.51%
2025	5.09%	-0.75%	-3.94%	-0.61%	6.78%	2.74%	2.99%	1.88%	4.70%	1.70%	0.62%	-1.00%	21.57%
2024	3.22%	8.89%	4.21%	-3.37%	6.29%	1.29%	2.35%	0.06%	2.00%	2.06%	8.00%	0.03%	40.34%
2023	6.04%	-0.51%	3.09%	2.82%	-2.37%	3.44%	2.04%	0.03%	-2.02%	1.73%	6.24%	3.21%	25.97%
2022	-3.94%	-1.63%	1.57%	-4.13%	-1.78%	-7.33%	6.08%	-1.73%	-3.49%	7.40%	5.91%	-3.98%	-7.98%
2021	1.93%	1.70%	5.65%	1.59%	-2.44%	3.69%	2.94%	5.35%	-3.19%	5.87%	0.33%	0.96%	26.73%

Benchmark Metrics

PP - 11 etfs + BTC + ETH + WMT_V6 F has an annualized alpha of 8.19%, beta of 0.81, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.

This portfolio captured 105.23% of S&P 500 Index gains but only 75.39% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 8.19% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 8.19%

Beta: 0.81

R²: 0.88

Upside Capture: 105.23%

Downside Capture: 75.39%

Expense Ratio

PP - 11 etfs + BTC + ETH + WMT_V6 F has an expense ratio of 0.23%, 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.

Top 10 holdings

AIRR

First Trust RBA American Industrial Renaissance ETF

DXJ

WisdomTree Japan Hedged Equity Fund

IXN

iShares Global Tech ETF

LVHI

Franklin International Low Volatility High Dividend Index ETF

QTUM

Defiance Quantum ETF

XQQ.TO

iShares NASDAQ 100 Index ETF (CAD-Hedged)

AVDV

Avantis International Small Cap Value ETF

IVLU

iShares MSCI Intl Value Factor ETF

FEZ

SPDR EURO STOXX 50 ETF

XEU.TO

iShares MSCI Europe IMI Index ETF

Return for Risk

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for PP - 11 etfs + BTC + ETH + WMT_V6 F and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.34	2.11	+0.24
Sortino ratioReturn per unit of downside risk	3.21	2.89	+0.32
Omega ratioGain probability vs. loss probability	1.43	1.37	+0.06
Calmar ratioReturn relative to maximum drawdown	4.47	2.89	+1.58
Martin ratioReturn relative to average drawdown	16.92	10.80	+6.12
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AIRR First Trust RBA American Industrial Renaissance ETF	86	2.57	3.34	1.40	5.70	19.80
AVDV Avantis International Small Cap Value ETF	81	2.62	3.44	1.46	3.30	13.63
BTC-USD Bitcoin	29	-0.96	-1.37	0.84	-0.79	-1.38
COST Costco Wholesale Corporation	35	-0.09	0.02	1.00	-0.11	-0.27
DXJ WisdomTree Japan Hedged Equity Fund	92	3.11	4.12	1.54	5.19	19.61
ETH-USD Ethereum	67	-0.53	-0.45	0.95	-0.52	-0.90
FEZ SPDR EURO STOXX 50 ETF	28	0.91	1.39	1.16	1.27	4.29
HXQ.TO Horizons NASDAQ-100 Index ETF	72	2.33	3.00	1.42	3.05	9.76
IDMO Invesco S&P International Developed Momentum ETF	39	1.19	1.76	1.22	1.76	7.23
IVLU iShares MSCI Intl Value Factor ETF	72	2.22	3.03	1.39	3.05	11.64

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.

PP - 11 etfs + BTC + ETH + WMT_V6 F Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.34
5-Year: 1.42
All Time: 1.20

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 1.64 to 2.53, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of PP - 11 etfs + BTC + ETH + WMT_V6 F 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

PP - 11 etfs + BTC + ETH + WMT_V6 F provided a 1.89% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.89%	2.01%	1.93%	2.93%	2.86%	1.79%	2.01%	2.55%	3.19%	1.77%	1.72%	1.15%
Portfolio components:
AIRR First Trust RBA American Industrial Renaissance ETF	0.14%	0.19%	0.18%	0.23%	0.12%	0.05%	0.10%	0.20%	0.43%	0.30%	0.08%	0.47%
AVDV Avantis International Small Cap Value ETF	2.82%	3.05%	4.31%	3.29%	3.17%	2.39%	1.67%	0.36%	0.00%	0.00%	0.00%	0.00%
BTC-USD Bitcoin	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
DXJ WisdomTree Japan Hedged Equity Fund	1.10%	1.29%	3.48%	3.44%	3.02%	2.64%	2.53%	2.47%	2.92%	2.30%	1.98%	5.95%
ETH-USD Ethereum	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FEZ SPDR EURO STOXX 50 ETF	2.60%	2.78%	2.94%	2.75%	3.06%	2.61%	2.13%	2.61%	3.45%	2.44%	3.35%	3.03%
HXQ.TO Horizons NASDAQ-100 Index ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDMO Invesco S&P International Developed Momentum ETF	3.64%	3.71%	2.24%	2.89%	3.66%	1.81%	1.63%	2.78%	3.27%	3.08%	2.18%	2.52%
IVLU iShares MSCI Intl Value Factor ETF	3.36%	3.71%	4.46%	4.69%	3.59%	3.47%	2.05%	3.53%	2.82%	2.87%	2.53%	0.93%

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 PP - 11 etfs + BTC + ETH + WMT_V6 F. 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 PP - 11 etfs + BTC + ETH + WMT_V6 F was 28.82%, occurring on Mar 16, 2020. Recovery took 142 trading sessions.

The current PP - 11 etfs + BTC + ETH + WMT_V6 F drawdown is 2.25%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-28.82%Mar 2020	28d	4mo 22d	5mo 20dFeb 2020 - Aug 2020
Bear market2022	-19.04%Jun 2022	7mo 3d	10mo 15d	1y 5moNov 2021 - Apr 2023
2025 selloff2025	-15.68%Apr 2025	1mo 23d	1mo 7d	3moFeb 2025 - May 2025
2024 pullback2024	-8.29%Aug 2024	21d	1mo 13d	2mo 4dJul 2024 - Sep 2024
2021 pullback2021	-7.60%May 2021	1mo	2mo 5d	3mo 5dApr 2021 - Jul 2021

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 21 assets, with an effective number of assets of 10.02, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.40	1.35	1.32	1.28

The portfolio has a diversification ratio of 1.28, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

PP - 11 etfs + BTC + ETH + WMT_V6 F correlation to the S&P 500 Index

PP - 11 etfs + BTC + ETH + WMT_V6 F has a 0.91 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019	0.90

Benchmark Correlations

Correlation vs. S&P 500 Index. IXN has the highest benchmark correlation at 0.90, while BTC-USD has the lowest at 0.36.

0.36

0.36

0.39

0.50

0.54

0.56

0.65

0.67

0.67

0.68

0.73

0.74

0.74

0.75

0.75

0.78

0.82

0.84

0.88

0.88

0.90

Portfolio Correlations

Correlation vs. PP - 11 etfs + BTC + ETH + WMT_V6 F. SPMO has the highest portfolio correlation at 0.82, while WMT has the lowest at 0.37.

0.37

0.48

0.50

0.52

0.53

0.58

0.64

0.64

0.67

0.67

0.67

0.69

0.70

0.74

0.74

0.76

0.77

0.77

0.77

0.78

0.82

Asset Correlations Table

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

	WMT	ETH-USD	BTC-USD	COST	XDIV.TO	XEU.TO	HXQ.TO	DXJ	LVHI	AIRR	XIU.TO	XQQ.TO	VIU.TO	SPMO	IDMO	AVDV	IVLU	IXN	QTUM	XSP.TO	FEZ
WMT	1.00	0.13	0.14	0.58	0.16	0.14	0.22	0.28	0.31	0.27	0.22	0.21	0.18	0.34	0.27	0.27	0.27	0.25	0.22	0.26	0.27
ETH-USD	0.13	1.00	0.79	0.18	0.14	0.21	0.25	0.20	0.21	0.27	0.23	0.28	0.25	0.32	0.30	0.30	0.27	0.32	0.37	0.27	0.31
BTC-USD	0.14	0.79	1.00	0.19	0.14	0.19	0.25	0.21	0.24	0.26	0.24	0.28	0.24	0.31	0.30	0.30	0.28	0.32	0.38	0.28	0.32
COST	0.58	0.18	0.19	1.00	0.19	0.22	0.40	0.33	0.35	0.33	0.29	0.41	0.27	0.48	0.37	0.32	0.32	0.44	0.38	0.42	0.36
XDIV.TO	0.16	0.14	0.14	0.19	1.00	0.51	0.29	0.41	0.48	0.51	0.75	0.35	0.53	0.37	0.43	0.51	0.53	0.33	0.38	0.53	0.47
XEU.TO	0.14	0.21	0.19	0.22	0.51	1.00	0.46	0.42	0.49	0.43	0.59	0.49	0.82	0.41	0.56	0.58	0.60	0.47	0.49	0.57	0.69
HXQ.TO	0.22	0.25	0.25	0.40	0.29	0.46	1.00	0.38	0.30	0.40	0.49	0.90	0.58	0.64	0.44	0.36	0.35	0.78	0.67	0.76	0.46
DXJ	0.28	0.20	0.21	0.33	0.41	0.42	0.38	1.00	0.69	0.55	0.49	0.42	0.57	0.57	0.65	0.67	0.74	0.54	0.56	0.50	0.61
LVHI	0.31	0.21	0.24	0.35	0.48	0.49	0.30	0.69	1.00	0.54	0.50	0.35	0.57	0.54	0.67	0.72	0.79	0.49	0.52	0.45	0.71
AIRR	0.27	0.27	0.26	0.33	0.51	0.43	0.40	0.55	0.54	1.00	0.58	0.48	0.50	0.60	0.55	0.63	0.61	0.55	0.63	0.63	0.61
XIU.TO	0.22	0.23	0.24	0.29	0.75	0.59	0.49	0.49	0.50	0.58	1.00	0.56	0.65	0.53	0.58	0.61	0.60	0.53	0.57	0.70	0.59
XQQ.TO	0.21	0.28	0.28	0.41	0.35	0.49	0.90	0.42	0.35	0.48	0.56	1.00	0.60	0.69	0.52	0.48	0.45	0.83	0.74	0.86	0.55
VIU.TO	0.18	0.25	0.24	0.27	0.53	0.82	0.58	0.57	0.57	0.50	0.65	0.60	1.00	0.51	0.66	0.69	0.72	0.58	0.62	0.67	0.75
SPMO	0.34	0.32	0.31	0.48	0.37	0.41	0.64	0.57	0.54	0.60	0.53	0.69	0.51	1.00	0.70	0.59	0.59	0.79	0.72	0.71	0.62
IDMO	0.27	0.30	0.30	0.37	0.43	0.56	0.44	0.65	0.67	0.55	0.58	0.52	0.66	0.70	1.00	0.80	0.79	0.65	0.66	0.58	0.78
AVDV	0.27	0.30	0.30	0.32	0.51	0.58	0.36	0.67	0.72	0.63	0.61	0.48	0.69	0.59	0.80	1.00	0.88	0.59	0.65	0.59	0.82
IVLU	0.27	0.27	0.28	0.32	0.53	0.60	0.35	0.74	0.79	0.61	0.60	0.45	0.72	0.59	0.79	0.88	1.00	0.57	0.62	0.58	0.84
IXN	0.25	0.32	0.32	0.44	0.33	0.47	0.78	0.54	0.49	0.55	0.53	0.83	0.58	0.79	0.65	0.59	0.57	1.00	0.84	0.77	0.67
QTUM	0.22	0.37	0.38	0.38	0.38	0.49	0.67	0.56	0.52	0.63	0.57	0.74	0.62	0.72	0.66	0.65	0.62	0.84	1.00	0.71	0.70
XSP.TO	0.26	0.27	0.28	0.42	0.53	0.57	0.76	0.50	0.45	0.63	0.70	0.86	0.67	0.71	0.58	0.59	0.58	0.77	0.71	1.00	0.63
FEZ	0.27	0.31	0.32	0.36	0.47	0.69	0.46	0.61	0.71	0.61	0.59	0.55	0.75	0.62	0.78	0.82	0.84	0.67	0.70	0.63	1.00

The correlation results are calculated based on daily price changes starting from Sep 27, 2019

Diversification Analysis

Find what PP - 11 etfs + BTC + ETH + WMT_V6 F is missing

See which holdings overlap, where PP - 11 etfs + BTC + ETH + WMT_V6 F is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification