Mark Seed TFSA Portfolio ( Backtest w Portfolio Visulizer)

Asset Allocation

Position	Category/Sector	Target Weight
BMO.TO Bank of Montreal	Financial Services	4%
BN.TO Brookfield Corporation	Financial Services	1%
BNS.TO The Bank of Nova Scotia	Financial Services	4%
CNQ.TO Canadian Natural Resources Limited	Energy	5%
CPX.TO Capital Power Corporation	Utilities	4%
EMA.TO Emera Incorporated	Utilities	4%
ENB.TO Enbridge Inc.	Energy	5%
FTS.TO Fortis Inc.	Utilities	5%
MFC.TO Manulife Financial Corporation	Financial Services	2%
NA.TO National Bank of Canada	Financial Services	5%
RY.TO Royal Bank of Canada	Financial Services	5%
T.TO TELUS Corporation	Communication Services	5%
TD.TO The Toronto-Dominion Bank	Financial Services	5%
TOU.TO Tourmaline Oil Corp.	Energy	1%
XAW.TO iShares Core MSCI All Country World ex Canada Index ETF	Global Equities	45%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Mark Seed TFSA Portfolio ( Backtest w Portfolio Visulizer), 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 Feb 17, 2015, corresponding to the inception date of XAW.TO

Returns By Period

As of Apr 4, 2026, the Mark Seed TFSA Portfolio ( Backtest w Portfolio Visulizer) returned 5.55% Year-To-Date and 13.94% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.44%	-1.91%	-2.46%	-2.17%	26.93%	18.24%	12.68%	12.98%
Portfolio Mark Seed TFSA Portfolio ( Backtest w Portfolio Visulizer)	0.29%	0.47%	5.55%	7.90%	38.02%	19.61%	14.90%	13.94%
Portfolio components:
XAW.TO iShares Core MSCI All Country World ex Canada Index ETF	-0.06%	-1.02%	0.27%	0.76%	30.27%	17.74%	11.45%	11.98%
ENB.TO Enbridge Inc.	1.15%	2.40%	16.34%	10.89%	29.26%	20.52%	17.67%	10.88%
BNS.TO The Bank of Nova Scotia	0.25%	-2.08%	-2.50%	9.75%	52.36%	19.51%	10.35%	10.00%
RY.TO Royal Bank of Canada	0.18%	1.13%	-2.15%	12.49%	48.75%	24.72%	18.71%	16.13%
TD.TO The Toronto-Dominion Bank	0.91%	-0.20%	3.29%	19.08%	70.04%	22.63%	14.85%	13.60%
NA.TO National Bank of Canada	0.38%	-2.22%	7.94%	24.10%	68.84%	28.88%	21.36%	20.58%
FTS.TO Fortis Inc.	1.07%	0.91%	11.66%	14.60%	24.57%	16.00%	11.94%	10.94%
T.TO TELUS Corporation	-0.67%	-2.91%	1.34%	-14.30%	-5.47%	-6.30%	-0.88%	3.78%
CPX.TO Capital Power Corporation	-0.05%	6.53%	14.49%	-1.40%	56.57%	23.28%	18.58%	20.81%
CNQ.TO Canadian Natural Resources Limited	2.34%	7.73%	43.58%	52.30%	76.92%	24.33%	33.76%	20.32%

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

Monthly Returns

Based on dividend-adjusted daily data since Feb 18, 2015, Mark Seed TFSA Portfolio ( Backtest w Portfolio Visulizer)'s average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, your investment would double in approximately 5.7 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +12.2%, while the worst month was Mar 2020 at -12.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Mark Seed TFSA Portfolio ( Backtest w Portfolio Visulizer) closed higher 57% of trading days. The best single day was Mar 13, 2020 with a return of +10.9%, while the worst single day was Mar 12, 2020 at -11.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.95%	4.27%	-1.52%	0.82%									5.55%
2025	2.78%	-0.52%	-2.26%	-1.17%	5.29%	2.61%	2.56%	2.84%	4.78%	1.74%	1.02%	0.42%	21.72%
2024	0.27%	3.48%	3.35%	-1.71%	3.28%	-0.88%	4.80%	1.39%	3.58%	1.10%	5.04%	-1.36%	24.42%
2023	5.85%	-1.49%	-0.41%	3.48%	-3.87%	2.58%	2.33%	-1.61%	-3.29%	-1.77%	6.17%	3.77%	11.67%
2022	1.11%	-0.50%	1.75%	-3.72%	1.77%	-7.73%	5.09%	-1.54%	-4.88%	4.70%	5.10%	-3.88%	-3.65%
2021	0.61%	3.71%	4.90%	2.04%	2.07%	3.21%	0.43%	2.94%	-1.43%	3.28%	-0.39%	4.22%	28.54%

Benchmark Metrics

Mark Seed TFSA Portfolio ( Backtest w Portfolio Visulizer) has an annualized alpha of 3.66%, beta of 0.71, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since February 18, 2015.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (73.90%) than losses (60.88%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.66% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 3.66%

Beta: 0.71

R²: 0.66

Upside Capture: 73.90%

Downside Capture: 60.88%

Expense Ratio

Mark Seed TFSA Portfolio ( Backtest w Portfolio Visulizer) has an expense ratio of 0.10%, 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.

XAW.TO

iShares Core MSCI All Country World ex Canada Index ETF

Return for Risk

Risk / Return Rank

Mark Seed TFSA Portfolio ( Backtest w Portfolio Visulizer) ranks 89 for risk / return — in the top 89% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.28	0.75	+1.53
Sortino ratio Return per unit of downside risk	2.95	1.13	+1.82
Omega ratio Gain probability vs. loss probability	1.51	1.18	+0.33
Calmar ratio Return relative to maximum drawdown	2.68	1.15	+1.53
Martin ratio Return relative to average drawdown	14.68	4.19	+10.49
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
XAW.TO iShares Core MSCI All Country World ex Canada Index ETF	50	1.00	1.44	1.22	1.45	6.05
ENB.TO Enbridge Inc.	79	1.48	2.02	1.26	2.62	6.45
BNS.TO The Bank of Nova Scotia	95	3.15	4.17	1.66	4.45	17.06
RY.TO Royal Bank of Canada	95	2.82	3.80	1.53	5.45	18.60
TD.TO The Toronto-Dominion Bank	98	3.95	4.78	1.71	8.31	33.92
NA.TO National Bank of Canada	96	3.15	4.25	1.64	4.97	20.30
FTS.TO Fortis Inc.	85	1.78	2.57	1.31	3.86	8.01
T.TO TELUS Corporation	29	-0.17	-0.12	0.98	-0.25	-0.51
CPX.TO Capital Power Corporation	75	1.38	1.86	1.25	1.99	4.07
CNQ.TO Canadian Natural Resources Limited	83	1.75	2.28	1.31	2.69	8.70

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.

Mark Seed TFSA Portfolio ( Backtest w Portfolio Visulizer) Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 2.28
5-Year: 1.40
10-Year: 1.00
All Time: 0.88

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 Mark Seed TFSA Portfolio ( Backtest w Portfolio Visulizer) 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

Mark Seed TFSA Portfolio ( Backtest w Portfolio Visulizer) provided a 2.80% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.80%	3.00%	3.45%	3.63%	3.54%	3.05%	3.37%	3.16%	3.55%	2.95%	2.87%	3.19%
Portfolio components:
XAW.TO iShares Core MSCI All Country World ex Canada Index ETF	1.32%	1.33%	1.61%	1.71%	1.79%	1.77%	1.49%	2.02%	2.29%	1.92%	1.80%	1.83%
ENB.TO Enbridge Inc.	5.04%	5.74%	6.00%	7.45%	6.50%	6.76%	7.96%	5.72%	6.33%	4.91%	3.75%	4.04%
BNS.TO The Bank of Nova Scotia	3.38%	4.27%	5.49%	6.48%	4.61%	5.14%	5.23%	3.60%	4.91%	3.82%	3.91%	6.11%
RY.TO Royal Bank of Canada	2.73%	2.58%	3.23%	3.99%	3.90%	3.22%	4.10%	3.96%	4.03%	3.39%	3.57%	4.15%
TD.TO The Toronto-Dominion Bank	3.19%	3.25%	5.33%	4.48%	4.06%	3.26%	4.32%	3.97%	3.85%	3.19%	3.26%	3.69%
NA.TO National Bank of Canada	2.62%	2.75%	4.17%	4.03%	4.03%	3.11%	3.96%	3.77%	4.44%	3.70%	4.03%	5.16%
FTS.TO Fortis Inc.	3.18%	3.48%	3.99%	4.19%	4.01%	3.36%	3.73%	3.39%	3.79%	3.52%	3.68%	3.73%
T.TO TELUS Corporation	9.31%	9.13%	7.98%	6.17%	5.19%	4.26%	4.70%	4.48%	4.64%	4.14%	4.30%	4.39%
CPX.TO Capital Power Corporation	4.11%	4.59%	3.98%	6.32%	4.87%	5.38%	5.68%	5.40%	6.51%	6.60%	6.50%	7.93%
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%

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 Mark Seed TFSA Portfolio ( Backtest w Portfolio Visulizer). 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 Mark Seed TFSA Portfolio ( Backtest w Portfolio Visulizer) was 33.98%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.

The current Mark Seed TFSA Portfolio ( Backtest w Portfolio Visulizer) drawdown is 1.12%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.98%	Feb 13, 2020	27	Mar 23, 2020	171	Nov 23, 2020	198
-13.45%	Mar 30, 2022	136	Oct 12, 2022	193	Jul 19, 2023	329
-12.84%	Jan 31, 2025	47	Apr 8, 2025	26	May 15, 2025	73
-12.62%	Aug 28, 2018	83	Dec 24, 2018	41	Feb 25, 2019	124
-12.61%	May 26, 2015	181	Feb 11, 2016	73	May 27, 2016	254

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 15 assets, with an effective number of assets of 4.41, 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.

	Benchmark	TOU.TO	EMA.TO	FTS.TO	CPX.TO	T.TO	CNQ.TO	ENB.TO	NA.TO	BN.TO	MFC.TO	XAW.TO	TD.TO	BNS.TO	BMO.TO	RY.TO	Portfolio
Benchmark	1.00	0.11	0.16	0.17	0.22	0.27	0.22	0.26	0.36	0.59	0.47	0.89	0.42	0.40	0.44	0.45	0.75
TOU.TO	0.11	1.00	0.05	0.06	0.13	0.10	0.55	0.33	0.21	0.16	0.26	0.17	0.24	0.22	0.24	0.23	0.35
EMA.TO	0.16	0.05	1.00	0.69	0.34	0.35	0.04	0.27	0.19	0.22	0.12	0.18	0.17	0.21	0.18	0.19	0.33
FTS.TO	0.17	0.06	0.69	1.00	0.35	0.38	0.06	0.33	0.19	0.25	0.15	0.19	0.20	0.24	0.19	0.22	0.36
CPX.TO	0.22	0.13	0.34	0.35	1.00	0.21	0.18	0.27	0.24	0.27	0.24	0.25	0.23	0.26	0.22	0.24	0.40
T.TO	0.27	0.10	0.35	0.38	0.21	1.00	0.16	0.32	0.26	0.31	0.26	0.31	0.30	0.32	0.31	0.32	0.45
CNQ.TO	0.22	0.55	0.04	0.06	0.18	0.16	1.00	0.44	0.32	0.28	0.37	0.28	0.35	0.34	0.37	0.35	0.52
ENB.TO	0.26	0.33	0.27	0.33	0.27	0.32	0.44	1.00	0.33	0.34	0.33	0.31	0.36	0.37	0.37	0.39	0.54
NA.TO	0.36	0.21	0.19	0.19	0.24	0.26	0.32	0.33	1.00	0.43	0.51	0.43	0.56	0.59	0.62	0.63	0.62
BN.TO	0.59	0.16	0.22	0.25	0.27	0.31	0.28	0.34	0.43	1.00	0.51	0.64	0.50	0.50	0.53	0.52	0.69
MFC.TO	0.47	0.26	0.12	0.15	0.24	0.26	0.37	0.33	0.51	0.51	1.00	0.54	0.58	0.59	0.61	0.62	0.67
XAW.TO	0.89	0.17	0.18	0.19	0.25	0.31	0.28	0.31	0.43	0.64	0.54	1.00	0.49	0.48	0.51	0.53	0.86
TD.TO	0.42	0.24	0.17	0.20	0.23	0.30	0.35	0.36	0.56	0.50	0.58	0.49	1.00	0.68	0.69	0.70	0.69
BNS.TO	0.40	0.22	0.21	0.24	0.26	0.32	0.34	0.37	0.59	0.50	0.59	0.48	0.68	1.00	0.69	0.69	0.68
BMO.TO	0.44	0.24	0.18	0.19	0.22	0.31	0.37	0.37	0.62	0.53	0.61	0.51	0.69	0.69	1.00	0.73	0.71
RY.TO	0.45	0.23	0.19	0.22	0.24	0.32	0.35	0.39	0.63	0.52	0.62	0.53	0.70	0.69	0.73	1.00	0.72
Portfolio	0.75	0.35	0.33	0.36	0.40	0.45	0.52	0.54	0.62	0.69	0.67	0.86	0.69	0.68	0.71	0.72	1.00

The correlation results are calculated based on daily price changes starting from Feb 18, 2015

Mark Seed TFSA Portfolio ( Backtest w Portfolio Visulizer)

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table