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Jey can

Last updated Feb 27, 2024

Asset Allocation


XIU.TO 75%XEQT.TO 25%EquityEquity
PositionCategory/SectorWeight
XIU.TO
iShares S&P/TSX 60 Index ETF
Large Cap Growth Equities

75%

XEQT.TO
iShares Core Equity ETF Portfolio
Global Equities

25%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Jey can, 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 Quarterly


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
10.43%
14.35%
Jey can
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 14, 2019, corresponding to the inception date of XEQT.TO

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.28%3.65%14.35%27.69%12.70%10.58%
Jey can1.03%1.46%8.62%11.70%N/AN/A
XEQT.TO
iShares Core Equity ETF Portfolio
3.33%2.84%10.07%18.13%N/AN/A
XIU.TO
iShares S&P/TSX 60 Index ETF
0.27%1.00%8.14%9.62%9.49%7.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.67%
20232.73%-3.56%-3.84%-4.83%10.08%6.25%

Sharpe Ratio

The current Jey can Sharpe ratio is 0.80. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.005.000.80

The Sharpe ratio of Jey can is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.80
2.13
Jey can
Benchmark (^GSPC)
Portfolio components

Dividend yield

Jey can granted a 2.82% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Jey can2.82%2.89%2.80%2.24%2.69%2.45%2.39%1.94%1.99%2.39%1.99%2.01%
XEQT.TO
iShares Core Equity ETF Portfolio
1.98%2.09%2.14%1.65%1.68%1.20%0.00%0.00%0.00%0.00%0.00%0.00%
XIU.TO
iShares S&P/TSX 60 Index ETF
3.10%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%2.65%2.68%

Expense Ratio

The Jey can features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.20%
0.00%2.15%
0.18%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.13
Jey can
0.80
XEQT.TO
iShares Core Equity ETF Portfolio
1.39
XIU.TO
iShares S&P/TSX 60 Index ETF
0.63

Asset Correlations Table

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

XEQT.TOXIU.TO
XEQT.TO1.000.90
XIU.TO0.901.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.76%
-0.38%
Jey can
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Jey can. 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 Jey can was 39.82%, occurring on Mar 23, 2020. Recovery took 168 trading sessions.

The current Jey can drawdown is 2.76%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.82%Feb 20, 202023Mar 23, 2020168Nov 20, 2020191
-24.06%Apr 5, 2022131Oct 12, 2022
-7.01%Nov 15, 202113Dec 1, 202130Jan 17, 202243
-6.56%Jan 18, 20228Jan 27, 202236Mar 21, 202244
-5.44%Jun 16, 202123Jul 19, 202116Aug 11, 202139

Volatility Chart

The current Jey can volatility is 4.72%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2024February
4.72%
3.93%
Jey can
Benchmark (^GSPC)
Portfolio components
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