Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BNS.TO The Bank of Nova Scotia | Financial Services | 20% |
CSH-UN.TO Chartwell Retirement Residences | Real Estate | 20% |
EMA.TO Emera Incorporated | Utilities | 20% |
GWO.TO Great-West Lifeco Inc. | Financial Services | 20% |
PEY.TO Peyto Exploration & Development Corp. | Energy | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 5DivStocksCAD, 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 14, 2003, corresponding to the inception date of CSH-UN.TO
Returns By Period
As of Apr 7, 2026, the 5DivStocksCAD returned 4.34% Year-To-Date and 13.09% 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 5DivStocksCAD | -0.11% | -1.83% | 4.34% | 17.54% | 43.29% | 29.87% | 21.34% | 13.09% |
| Portfolio components: | ||||||||
PEY.TO Peyto Exploration & Development Corp. | 0.52% | -8.29% | 13.86% | 37.90% | 69.31% | 44.23% | 51.92% | 13.59% |
CSH-UN.TO Chartwell Retirement Residences | -0.63% | -1.97% | 4.83% | 7.78% | 33.52% | 41.51% | 15.08% | 8.76% |
EMA.TO Emera Incorporated | -0.39% | 0.17% | 7.70% | 11.57% | 28.37% | 13.35% | 8.62% | 8.96% |
BNS.TO The Bank of Nova Scotia | 0.04% | -2.84% | -3.76% | 9.89% | 55.90% | 18.25% | 8.22% | 9.35% |
GWO.TO Great-West Lifeco Inc. | -0.00% | 3.73% | -2.80% | 17.56% | 25.08% | 26.36% | 17.66% | 11.28% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 5, 2009, 5DivStocksCAD's average daily return is +0.07%, while the average monthly return is +1.48%. At this rate, your investment would double in approximately 3.9 years.
Historically, 62% of months were positive and 38% were negative. The best month was May 2009 with a return of +24.5%, while the worst month was Mar 2020 at -22.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 5DivStocksCAD closed higher 54% of trading days. The best single day was Mar 25, 2020 with a return of +12.2%, while the worst single day was Mar 12, 2020 at -14.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.01% | 5.56% | -3.92% | 0.85% | 4.34% | ||||||||
| 2025 | -1.03% | 5.07% | 4.76% | 4.03% | 4.80% | 2.63% | -0.82% | 4.89% | 2.19% | 4.41% | 5.19% | 4.26% | 48.40% |
| 2024 | 0.45% | 1.31% | 4.40% | -3.64% | 2.43% | -2.19% | 4.57% | 6.94% | 6.33% | -2.79% | 6.73% | -4.36% | 21.02% |
| 2023 | 8.39% | -3.61% | 0.33% | 4.00% | -2.64% | 3.71% | 3.72% | -1.28% | 0.14% | -2.90% | 6.35% | 6.40% | 23.99% |
| 2022 | 2.60% | 1.21% | 5.60% | -4.23% | 7.18% | -12.90% | 6.05% | -8.35% | -12.60% | 1.74% | 9.41% | -3.70% | -10.73% |
| 2021 | 2.51% | 20.68% | 2.93% | 5.74% | 6.63% | 6.61% | -2.38% | -1.12% | 5.42% | 2.48% | -2.53% | 5.84% | 64.63% |
Benchmark Metrics
5DivStocksCAD has an annualized alpha of 6.65%, beta of 0.80, and R² of 0.47 versus S&P 500 Index. Calculated based on daily prices since March 05, 2009.
- This portfolio captured 102.08% of S&P 500 Index gains but only 84.60% of its losses — a favorable profile for investors.
- R² of 0.47 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 6.65%
- Beta
- 0.80
- R²
- 0.47
- Upside Capture
- 102.08%
- Downside Capture
- 84.60%
Expense Ratio
5DivStocksCAD has an expense ratio of 0.00%, meaning no management fees are charged. 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
5DivStocksCAD ranks 96 for risk / return — in the top 96% 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 | 3.71 | 1.84 | +1.87 |
Sortino ratioReturn per unit of downside risk | 4.87 | 2.97 | +1.90 |
Omega ratioGain probability vs. loss probability | 1.68 | 1.40 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 4.38 | 1.82 | +2.56 |
Martin ratioReturn relative to average drawdown | 24.26 | 7.76 | +16.50 |
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 | |
|---|---|---|---|---|---|---|
PEY.TO Peyto Exploration & Development Corp. | 87 | 2.37 | 3.10 | 1.38 | 3.53 | 8.95 |
CSH-UN.TO Chartwell Retirement Residences | 78 | 1.53 | 2.31 | 1.27 | 2.46 | 9.09 |
EMA.TO Emera Incorporated | 87 | 2.05 | 2.96 | 1.36 | 3.90 | 12.81 |
BNS.TO The Bank of Nova Scotia | 94 | 3.35 | 4.51 | 1.66 | 3.96 | 15.72 |
GWO.TO Great-West Lifeco Inc. | 73 | 1.43 | 1.88 | 1.26 | 2.10 | 4.89 |
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Dividends
Dividend yield
5DivStocksCAD provided a 3.83% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.83% | 4.28% | 6.83% | 8.20% | 6.79% | 5.81% | 9.94% | 8.47% | 6.02% | 4.97% | 4.00% | 4.67% |
| Portfolio components: | ||||||||||||
PEY.TO Peyto Exploration & Development Corp. | 5.10% | 6.18% | 13.21% | 19.01% | 10.62% | 9.92% | 28.68% | 25.21% | 10.17% | 8.78% | 3.97% | 5.31% |
CSH-UN.TO Chartwell Retirement Residences | 2.89% | 3.04% | 4.06% | 5.22% | 7.25% | 5.18% | 5.45% | 4.30% | 4.29% | 3.52% | 3.79% | 4.32% |
EMA.TO Emera Incorporated | 3.99% | 4.30% | 6.71% | 5.54% | 5.18% | 4.08% | 4.58% | 4.26% | 5.22% | 4.54% | 4.40% | 3.85% |
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% |
GWO.TO Great-West Lifeco Inc. | 3.79% | 3.60% | 4.66% | 4.74% | 6.26% | 4.75% | 5.77% | 4.97% | 5.52% | 4.18% | 3.94% | 3.78% |
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 5DivStocksCAD. 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 5DivStocksCAD was 58.01%, occurring on Mar 23, 2020. Recovery took 224 trading sessions.
The current 5DivStocksCAD drawdown is 3.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.01% | Sep 26, 2017 | 626 | Mar 23, 2020 | 224 | Feb 10, 2021 | 850 |
| -29.08% | Jun 8, 2022 | 93 | Oct 20, 2022 | 344 | Mar 4, 2024 | 437 |
| -27.2% | Nov 24, 2014 | 288 | Jan 18, 2016 | 67 | Apr 22, 2016 | 355 |
| -19.99% | Jul 22, 2011 | 51 | Oct 4, 2011 | 144 | May 1, 2012 | 195 |
| -15.69% | Jun 3, 2009 | 25 | Jul 8, 2009 | 11 | Jul 23, 2009 | 36 |
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 5 assets, with an effective number of assets of 5.00, 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 | PEY.TO | EMA.TO | CSH-UN.TO | GWO.TO | BNS.TO | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.36 | 0.38 | 0.43 | 0.51 | 0.61 | 0.59 |
| PEY.TO | 0.36 | 1.00 | 0.29 | 0.29 | 0.38 | 0.41 | 0.76 |
| EMA.TO | 0.38 | 0.29 | 1.00 | 0.40 | 0.44 | 0.48 | 0.61 |
| CSH-UN.TO | 0.43 | 0.29 | 0.40 | 1.00 | 0.40 | 0.45 | 0.64 |
| GWO.TO | 0.51 | 0.38 | 0.44 | 0.40 | 1.00 | 0.64 | 0.72 |
| BNS.TO | 0.61 | 0.41 | 0.48 | 0.45 | 0.64 | 1.00 | 0.75 |
| Portfolio | 0.59 | 0.76 | 0.61 | 0.64 | 0.72 | 0.75 | 1.00 |