Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CNQ.TO Canadian Natural Resources Limited | Energy | 15% |
ENB.TO Enbridge Inc. | Energy | 20% |
FTS.TO Fortis Inc. | Utilities | 20% |
RY.TO Royal Bank of Canada | Financial Services | 20% |
SU.TO Suncor Energy Inc. | Energy | 10% |
TD.TO The Toronto-Dominion Bank | Financial Services | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in YY - CAD, 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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The earliest data available for this chart is Mar 19, 1993, corresponding to the inception date of SU.TO
Returns By Period
As of Apr 4, 2026, the YY - CAD returned 17.44% Year-To-Date and 15.25% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.44% | -2.24% | -2.46% | -2.17% | 20.45% | 18.24% | 12.68% | 12.98% |
Portfolio YY - CAD | 1.21% | 4.19% | 17.44% | 25.53% | 48.54% | 24.11% | 21.60% | 15.25% |
| Portfolio components: | ||||||||
CNQ.TO Canadian Natural Resources Limited | 2.34% | 10.81% | 43.58% | 52.30% | 65.10% | 24.33% | 33.76% | 20.32% |
SU.TO Suncor Energy Inc. | 1.58% | 17.27% | 52.15% | 62.86% | 86.76% | 35.26% | 35.23% | 15.85% |
RY.TO Royal Bank of Canada | 0.18% | 0.41% | -2.15% | 12.49% | 44.73% | 24.72% | 18.71% | 16.13% |
TD.TO The Toronto-Dominion Bank | 0.91% | -1.63% | 3.29% | 19.08% | 67.08% | 22.63% | 14.85% | 13.60% |
ENB.TO Enbridge Inc. | 1.15% | 2.04% | 16.34% | 10.89% | 24.95% | 20.52% | 17.67% | 10.88% |
FTS.TO Fortis Inc. | 1.07% | 0.37% | 11.66% | 14.60% | 22.76% | 16.00% | 11.94% | 10.94% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 22, 1993, YY - CAD's average daily return is +0.06%, while the average monthly return is +1.32%. At this rate, your investment would double in approximately 4.4 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +14.7%, while the worst month was Aug 1998 at -20.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, YY - CAD closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +14.9%, while the worst single day was Mar 9, 2020 at -13.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.14% | 8.23% | 4.94% | 0.26% | 17.44% | ||||||||
| 2025 | 3.96% | -0.26% | 1.78% | -0.67% | 2.87% | 1.40% | 2.50% | 4.71% | 4.59% | -0.66% | 5.28% | 2.19% | 31.20% |
| 2024 | -0.57% | 1.60% | 4.84% | 0.80% | 3.15% | -3.10% | 6.29% | 2.92% | 0.63% | 0.34% | 5.02% | -2.94% | 20.12% |
| 2023 | 5.35% | -1.70% | -2.70% | 4.71% | -8.23% | 3.23% | 3.05% | -0.54% | -1.53% | -0.98% | 5.04% | 1.33% | 6.32% |
| 2022 | 8.83% | 1.89% | 3.95% | 0.08% | 4.89% | -9.39% | 1.15% | -1.31% | -5.25% | 9.43% | 1.97% | -3.44% | 11.75% |
| 2021 | 0.46% | 6.08% | 8.31% | 1.20% | 4.30% | 3.77% | -3.35% | 1.32% | 2.76% | 6.82% | -1.95% | 5.67% | 40.81% |
Benchmark Metrics
YY - CAD has an annualized alpha of 6.98%, beta of 0.63, and R² of 0.32 versus S&P 500 Index. Calculated based on daily prices since March 22, 1993.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (68.46%) than losses (31.11%) — typical of diversified or defensive assets.
- Beta of 0.63 may look defensive, but with R² of 0.32 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.32 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
- 6.98%
- Beta
- 0.63
- R²
- 0.32
- Upside Capture
- 68.46%
- Downside Capture
- 31.11%
Expense Ratio
YY - CAD 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
YY - CAD 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 4.02 | 0.75 | +3.27 |
Sortino ratioReturn per unit of downside risk | 5.02 | 1.13 | +3.89 |
Omega ratioGain probability vs. loss probability | 1.83 | 1.18 | +0.65 |
Calmar ratioReturn relative to maximum drawdown | 4.57 | 1.15 | +3.42 |
Martin ratioReturn relative to average drawdown | 27.24 | 4.19 | +23.05 |
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 | |
|---|---|---|---|---|---|---|
CNQ.TO Canadian Natural Resources Limited | 83 | 1.75 | 2.28 | 1.31 | 2.69 | 8.70 |
SU.TO Suncor Energy Inc. | 91 | 2.71 | 3.15 | 1.48 | 3.68 | 11.29 |
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 |
ENB.TO Enbridge Inc. | 79 | 1.48 | 2.02 | 1.26 | 2.62 | 6.45 |
FTS.TO Fortis Inc. | 85 | 1.78 | 2.57 | 1.31 | 3.86 | 8.01 |
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Dividends
Dividend yield
YY - CAD provided a 3.56% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.56% | 4.14% | 4.76% | 5.11% | 4.98% | 4.12% | 5.30% | 4.26% | 4.50% | 3.56% | 3.36% | 3.80% |
| Portfolio components: | ||||||||||||
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% |
SU.TO Suncor Energy Inc. | 3.51% | 5.29% | 5.89% | 6.71% | 5.68% | 4.17% | 6.80% | 5.27% | 4.93% | 3.61% | 3.50% | 4.12% |
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% |
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% |
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% |
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 YY - CAD. 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 YY - CAD was 41.97%, occurring on Feb 23, 2009. Recovery took 215 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.97% | May 21, 2008 | 191 | Feb 23, 2009 | 215 | Dec 31, 2009 | 406 |
| -40.75% | Feb 21, 2020 | 22 | Mar 23, 2020 | 243 | Mar 10, 2021 | 265 |
| -26.73% | Apr 17, 1998 | 94 | Aug 31, 1998 | 399 | Mar 30, 2000 | 493 |
| -22.75% | Apr 27, 2015 | 185 | Jan 20, 2016 | 96 | Jun 7, 2016 | 281 |
| -17.41% | Feb 2, 1994 | 245 | Jan 23, 1995 | 157 | Sep 6, 1995 | 402 |
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 6 assets, with an effective number of assets of 5.71, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | FTS.TO | ENB.TO | SU.TO | CNQ.TO | TD.TO | RY.TO | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.20 | 0.28 | 0.28 | 0.29 | 0.45 | 0.46 | 0.44 |
| FTS.TO | 0.20 | 1.00 | 0.22 | 0.13 | 0.11 | 0.18 | 0.18 | 0.40 |
| ENB.TO | 0.28 | 0.22 | 1.00 | 0.31 | 0.31 | 0.30 | 0.32 | 0.61 |
| SU.TO | 0.28 | 0.13 | 0.31 | 1.00 | 0.62 | 0.27 | 0.28 | 0.66 |
| CNQ.TO | 0.29 | 0.11 | 0.31 | 0.62 | 1.00 | 0.27 | 0.28 | 0.72 |
| TD.TO | 0.45 | 0.18 | 0.30 | 0.27 | 0.27 | 1.00 | 0.68 | 0.64 |
| RY.TO | 0.46 | 0.18 | 0.32 | 0.28 | 0.28 | 0.68 | 1.00 | 0.66 |
| Portfolio | 0.44 | 0.40 | 0.61 | 0.66 | 0.72 | 0.64 | 0.66 | 1.00 |