55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge

Asset Allocation

Position	Category/Sector	Target Weight
VGSH Vanguard Short-Term Treasury ETF	Government Bonds, Short-Term Bond	12%
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	12%
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF	Dividend, Large Cap Value Equities	11%
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF	Dividend	10%
HAP VanEck Natural Resources ETF	Energy Equities	10%
GLD SPDR Gold Shares	Gold, Precious Metals	9%
DBMF iMGP DBi Managed Futures Strategy ETF	Systematic Trend	6%
GDX VanEck Gold Miners ETF	Gold, Precious Metals	5%
XEG.TO iShares S&P/TSX Capped Energy Index ETF	Energy Equities, Canada Equities	5%
AVDV Avantis International Small Cap Value ETF	Foreign Small & Mid Cap Equities	5%
GOOGL Alphabet Inc. Class A	Communication Services	3%
COST Costco Wholesale Corporation	Consumer Defensive	2%
WMT Walmart Inc.	Consumer Defensive	2%
ENB.TO Enbridge Inc.	Energy	2%
TRP.TO TC Energy Corporation	Energy	2%
FTS.TO Fortis Inc.	Utilities	2%
CRWD CrowdStrike Holdings, Inc.	Technology	2%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge	0.50%	-0.32%	16.69%	16.88%	38.49%	25.08%	16.09%	—
Portfolio components:
AVDV Avantis International Small Cap Value ETF	0.89%	-1.99%	14.99%	17.18%	41.91%	26.72%	13.63%	—
COST Costco Wholesale Corporation	0.68%	-6.35%	14.24%	11.38%	-0.24%	25.12%	22.12%	22.27%
CRWD CrowdStrike Holdings, Inc.	-1.26%	14.93%	45.66%	35.27%	42.07%	64.60%	24.18%	—
DBMF iMGP DBi Managed Futures Strategy ETF	0.26%	-1.34%	10.27%	11.24%	26.94%	9.64%	8.01%	—
ENB.TO Enbridge Inc.	-0.06%	1.78%	20.96%	22.09%	28.04%	22.35%	14.28%	9.65%
FTS.TO Fortis Inc.	0.80%	1.71%	11.17%	13.74%	22.48%	14.57%	8.11%	9.86%
GDX VanEck Gold Miners ETF	2.97%	-14.82%	-6.69%	-5.89%	48.02%	38.96%	17.51%	13.29%
GLD SPDR Gold Shares	0.06%	-9.52%	-2.47%	-2.25%	22.21%	28.89%	17.08%	12.15%
GOOGL Alphabet Inc. Class A	0.53%	-9.30%	15.06%	16.44%	106.51%	43.10%	24.46%	25.76%
HAP VanEck Natural Resources ETF	1.21%	-4.04%	18.44%	19.25%	38.39%	17.05%	11.22%	11.95%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 26, 2019, 55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge's average daily return is +0.07%, while the average monthly return is +1.43%. At this rate, an investment would double in approximately 4.1 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +10.6%, while the worst month was Mar 2020 at -11.4%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge closed higher 58% of trading days. The best single day was Mar 24, 2020 with a return of +7.4%, while the worst single day was Mar 12, 2020 at -9.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.45%	5.28%	-3.29%	6.32%	3.66%	-1.39%							16.69%
2025	3.04%	-0.02%	1.38%	2.16%	3.79%	3.18%	0.70%	4.32%	5.94%	1.49%	3.52%	1.33%	35.37%
2024	-0.39%	1.41%	4.81%	-0.48%	3.66%	0.29%	1.61%	2.71%	2.25%	-1.14%	2.46%	-3.13%	14.68%
2023	5.92%	-3.07%	3.06%	1.67%	-1.55%	3.13%	2.94%	-1.69%	-2.01%	-1.01%	5.98%	3.54%	17.64%
2022	0.35%	2.22%	5.20%	-4.36%	0.24%	-7.12%	3.65%	-3.23%	-7.04%	4.92%	4.76%	-3.18%	-4.65%
2021	-0.09%	3.48%	3.58%	4.49%	4.00%	-0.59%	0.68%	0.61%	-1.85%	6.21%	-2.88%	3.33%	22.58%

Benchmark Metrics

55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge has an annualized alpha of 8.31%, beta of 0.59, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since September 26, 2019.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (76.50%) than losses (56.89%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 8.31% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.59 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 8.31%

Beta: 0.59

R²: 0.73

Upside Capture: 76.50%

Downside Capture: 56.89%

See how alpha, beta & R² have trended over time →

Expense Ratio

55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge has an expense ratio of 0.25%, 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.

DBMF

iMGP DBi Managed Futures Strategy ETF

XEG.TO

iShares S&P/TSX Capped Energy Index ETF

GDX

VanEck Gold Miners ETF

HAP

VanEck Natural Resources ETF

GLD

SPDR Gold Shares

AVDV

Avantis International Small Cap Value ETF

VDY.TO

Vanguard FTSE Canadian High Dividend Yield Index ETF

XDIV.TO

iShares Core MSCI Canadian Quality Dividend Index ETF

XLK

State Street Technology Select Sector SPDR ETF

VGSH

Vanguard Short-Term Treasury ETF

Return for Risk

Risk / Return Rank

55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge 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.

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

The table below presents risk-adjusted performance metrics for 55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.68	1.86	+1.82
Sortino ratioReturn per unit of downside risk	4.55	2.53	+2.01
Omega ratioGain probability vs. loss probability	1.73	1.34	+0.40
Calmar ratioReturn relative to maximum drawdown	6.52	2.53	+3.99
Martin ratioReturn relative to average drawdown	26.94	11.37	+15.57

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AVDV Avantis International Small Cap Value ETF	80	2.53	3.36	1.46	3.12	12.44
COST Costco Wholesale Corporation	36	-0.08	0.02	1.00	-0.10	-0.22
CRWD CrowdStrike Holdings, Inc.	67	0.92	1.48	1.19	1.13	2.57
DBMF iMGP DBi Managed Futures Strategy ETF	82	2.22	2.92	1.47	4.50	16.30
ENB.TO Enbridge Inc.	84	1.73	2.44	1.30	3.18	7.85
FTS.TO Fortis Inc.	85	1.75	2.45	1.31	3.90	9.53
GDX VanEck Gold Miners ETF	32	1.09	1.51	1.21	1.40	3.87
GLD SPDR Gold Shares	26	0.87	1.24	1.18	0.98	2.81
GOOGL Alphabet Inc. Class A	96	3.62	4.92	1.59	5.20	18.48
HAP VanEck Natural Resources ETF	87	2.54	3.27	1.46	4.74	17.71

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. Learn how to interpret the Sharpe ratio.

The current 55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge Sharpe ratio is 3.68 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge 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

55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge provided a 2.31% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.31%	2.60%	2.92%	2.85%	2.75%	2.40%	2.32%	2.65%	2.22%	1.55%	1.22%	1.62%
Portfolio components:
AVDV Avantis International Small Cap Value ETF	4.11%	3.05%	4.31%	3.29%	3.17%	2.39%	1.67%	0.36%	0.00%	0.00%	0.00%	0.00%
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
CRWD CrowdStrike Holdings, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DBMF iMGP DBi Managed Futures Strategy ETF	5.19%	5.91%	5.75%	2.91%	7.72%	10.38%	0.86%	9.35%	0.00%	0.00%	0.00%	0.00%
ENB.TO Enbridge Inc.	4.84%	5.74%	6.00%	7.44%	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%
GDX VanEck Gold Miners ETF	0.79%	0.74%	1.19%	1.61%	1.66%	1.67%	0.53%	0.67%	0.50%	0.76%	0.26%	0.85%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOGL Alphabet Inc. Class A	0.24%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HAP VanEck Natural Resources ETF	1.91%	2.27%	2.65%	3.27%	3.28%	2.16%	2.45%	2.80%	2.85%	2.02%	1.99%	3.00%

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 55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge. 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 55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge was 28.12%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.

The current 55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge drawdown is 2.47%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-28.12%Mar 2020	1mo 2d	4mo 8d	5mo 10dFeb 2020 - Jul 2020
Bear market2022	-18.20%Oct 2022	5mo 26d	1y 2mo	1y 7moApr 2022 - Dec 2023
2025 selloff2025	-9.46%Apr 2025	1mo 18d	16d	2mo 4dFeb 2025 - Apr 2025
2020 pullback2020	-7.51%Oct 2020	1mo 25d	19d	2mo 14dSep 2020 - Nov 2020
2024 pullback2024	-5.86%Aug 2024	21d	12d	1mo 3dJul 2024 - Aug 2024

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 17 assets, with an effective number of assets of 11.99, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.71	1.63	1.61	1.51

The portfolio has a diversification ratio of 1.51, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge correlation to the S&P 500 Index

55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge has a 0.65 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019	0.79

Benchmark Correlations

Correlation vs. S&P 500 Index. XLK has the highest benchmark correlation at 0.90, while VGSH has the lowest at -0.01.

-0.01

0.12

0.13

0.18

0.26

0.27

0.29

0.31

0.33

0.47

0.48

0.51

0.52

0.63

0.70

0.71

0.90

Portfolio Correlations

Correlation vs. 55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge. HAP has the highest portfolio correlation at 0.83, while VGSH has the lowest at 0.06.

0.06

0.27

0.27

0.29

0.38

0.40

0.43

0.49

0.52

0.54

0.55

0.59

0.67

0.68

0.73

0.81

0.83

Asset Correlations Table

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

	VGSH	DBMF	GLD	CRWD	WMT	FTS.TO	COST	GDX	GOOGL	TRP.TO	XEG.TO	ENB.TO	XLK	XDIV.TO	VDY.TO	AVDV	HAP
VGSH	1.00	-0.26	0.34	0.02	0.01	0.11	0.03	0.25	0.03	0.01	-0.16	0.01	-0.02	-0.06	-0.07	0.07	-0.03
DBMF	-0.26	1.00	0.12	0.10	0.03	-0.05	0.07	0.14	0.11	0.06	0.20	0.07	0.16	0.08	0.11	0.19	0.23
GLD	0.34	0.12	1.00	0.09	0.07	0.08	0.08	0.78	0.11	0.08	0.10	0.07	0.10	0.06	0.08	0.33	0.32
CRWD	0.02	0.10	0.09	1.00	0.10	-0.06	0.25	0.14	0.38	0.03	0.09	0.05	0.55	0.12	0.14	0.27	0.19
WMT	0.01	0.03	0.07	0.10	1.00	0.21	0.59	0.14	0.21	0.16	0.08	0.20	0.23	0.19	0.19	0.22	0.21
FTS.TO	0.11	-0.05	0.08	-0.06	0.21	1.00	0.19	0.12	0.05	0.43	0.09	0.48	0.03	0.53	0.44	0.15	0.15
COST	0.03	0.07	0.08	0.25	0.59	0.19	1.00	0.14	0.35	0.14	0.07	0.17	0.45	0.20	0.20	0.29	0.24
GDX	0.25	0.14	0.78	0.14	0.14	0.12	0.14	1.00	0.20	0.14	0.16	0.14	0.22	0.16	0.18	0.45	0.46
GOOGL	0.03	0.11	0.11	0.38	0.21	0.05	0.35	0.20	1.00	0.13	0.16	0.13	0.68	0.25	0.27	0.45	0.36
TRP.TO	0.01	0.06	0.08	0.03	0.16	0.43	0.14	0.14	0.13	1.00	0.43	0.72	0.15	0.60	0.63	0.33	0.40
XEG.TO	-0.16	0.20	0.10	0.09	0.08	0.09	0.07	0.16	0.16	0.43	1.00	0.51	0.18	0.54	0.64	0.45	0.65
ENB.TO	0.01	0.07	0.07	0.05	0.20	0.48	0.17	0.14	0.13	0.72	0.51	1.00	0.16	0.66	0.70	0.36	0.44
XLK	-0.02	0.16	0.10	0.55	0.23	0.03	0.45	0.22	0.68	0.15	0.18	0.16	1.00	0.32	0.35	0.56	0.45
XDIV.TO	-0.06	0.08	0.06	0.12	0.19	0.53	0.20	0.16	0.25	0.60	0.54	0.66	0.32	1.00	0.93	0.53	0.56
VDY.TO	-0.07	0.11	0.08	0.14	0.19	0.44	0.20	0.18	0.27	0.63	0.64	0.70	0.35	0.93	1.00	0.58	0.63
AVDV	0.07	0.19	0.33	0.27	0.22	0.15	0.29	0.45	0.45	0.33	0.45	0.36	0.56	0.53	0.58	1.00	0.80
HAP	-0.03	0.23	0.32	0.19	0.21	0.15	0.24	0.46	0.36	0.40	0.65	0.44	0.45	0.56	0.63	0.80	1.00

The correlation results are calculated based on daily price changes starting from Sep 26, 2019

Diversification Analysis

Find what 55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge is missing

See which holdings overlap, where 55/15/15/10/5 Stocks, Bonds, Alternatives, Gold, Inflation Hedge is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification