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YY - CAD
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


RY.TO 20.00%ENB.TO 20.00%FTS.TO 20.00%CNQ.TO 15.00%TD.TO 15.00%SU.TO 10.00%EquityEquity

S&P 500 Index

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.


1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.14%8.23%4.94%0.26%17.44%
20253.96%-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%
20235.35%-1.70%-2.70%4.71%-8.23%3.23%3.05%-0.54%-1.53%-0.98%5.04%1.33%6.32%
20228.83%1.89%3.95%0.08%4.89%-9.39%1.15%-1.31%-5.25%9.43%1.97%-3.44%11.75%
20210.46%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
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.


The portfolio doesn't include any funds that charge management fees.

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.


YY - CAD Risk / Return Rank: 9898
Overall Rank
YY - CAD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
YY - CAD Sortino Ratio Rank: 9999
Sortino Ratio Rank
YY - CAD Omega Ratio Rank: 9999
Omega Ratio Rank
YY - CAD Calmar Ratio Rank: 9393
Calmar Ratio Rank
YY - CAD Martin Ratio Rank: 9898
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

4.02

0.75

+3.27

Sortino ratio

Return per unit of downside risk

5.02

1.13

+3.89

Omega ratio

Gain probability vs. loss probability

1.83

1.18

+0.65

Calmar ratio

Return relative to maximum drawdown

4.57

1.15

+3.42

Martin ratio

Return relative to average drawdown

27.24

4.19

+23.05


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CNQ.TO
Canadian Natural Resources Limited
831.752.281.312.698.70
SU.TO
Suncor Energy Inc.
912.713.151.483.6811.29
RY.TO
Royal Bank of Canada
952.823.801.535.4518.60
TD.TO
The Toronto-Dominion Bank
983.954.781.718.3133.92
ENB.TO
Enbridge Inc.
791.482.021.262.626.45
FTS.TO
Fortis Inc.
851.782.571.313.868.01

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.

YY - CAD Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 4.02
  • 5-Year: 1.66
  • 10-Year: 0.89
  • All Time: 0.96

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 YY - CAD 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

YY - CAD provided a 3.56% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.56%4.14%4.76%5.11%4.98%4.12%5.30%4.26%4.50%3.56%3.36%3.80%
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, 2008191Feb 23, 2009215Dec 31, 2009406
-40.75%Feb 21, 202022Mar 23, 2020243Mar 10, 2021265
-26.73%Apr 17, 199894Aug 31, 1998399Mar 30, 2000493
-22.75%Apr 27, 2015185Jan 20, 201696Jun 7, 2016281
-17.41%Feb 2, 1994245Jan 23, 1995157Sep 6, 1995402

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

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

BenchmarkFTS.TOENB.TOSU.TOCNQ.TOTD.TORY.TOPortfolio
Benchmark1.000.200.280.280.290.450.460.44
FTS.TO0.201.000.220.130.110.180.180.40
ENB.TO0.280.221.000.310.310.300.320.61
SU.TO0.280.130.311.000.620.270.280.66
CNQ.TO0.290.110.310.621.000.270.280.72
TD.TO0.450.180.300.270.271.000.680.64
RY.TO0.460.180.320.280.280.681.000.66
Portfolio0.440.400.610.660.720.640.661.00
The correlation results are calculated based on daily price changes starting from Mar 22, 1993