PortfoliosLab logoPortfoliosLab logo
Portafolio Maria Isabel
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Portafolio Maria Isabel, 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.


Loading graphics...

The earliest data available for this chart is Aug 28, 2018, corresponding to the inception date of VIDY.TO

Returns By Period


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
Portafolio Maria Isabel
0.25%-1.91%1.07%3.77%25.80%20.85%14.15%
VFV.TO
Vanguard S&P 500 Index ETF
0.36%-2.20%-2.27%-1.74%21.83%19.60%13.98%14.56%
VCE.TO
Vanguard FTSE Canada Index ETF
0.60%-1.48%4.27%6.85%32.24%19.66%14.60%12.67%
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF
-0.32%1.82%7.89%12.52%33.54%21.62%15.43%
CEW.TO
iShares Equal Weight Banc & Lifeco ETF
0.47%-0.60%1.19%9.73%35.52%24.59%15.92%14.01%
XGI.TO
iShares S&P Global Industrials Index ETF (CAD-Hedged)
-0.02%-5.41%4.95%7.86%29.75%18.75%11.58%11.60%
IYF
iShares U.S. Financials ETF
0.61%-1.13%-6.39%-5.08%10.48%21.77%13.39%13.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 29, 2018, Portafolio Maria Isabel's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, your investment would double in approximately 5.5 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +12.1%, while the worst month was Mar 2020 at -14.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Portafolio Maria Isabel closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -10.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.44%2.98%-4.67%1.50%1.07%
20254.79%-0.43%-2.92%-2.69%5.98%3.01%2.50%2.23%3.48%1.71%1.37%0.40%20.79%
20241.78%4.79%3.89%-2.15%3.08%0.23%4.17%1.16%2.38%1.36%6.65%-2.57%27.27%
20235.63%0.17%-1.42%2.43%-2.14%4.34%3.28%-0.98%-3.04%-1.72%7.35%3.92%18.61%
2022-1.57%-2.55%1.64%-5.51%-0.20%-7.70%6.47%-1.58%-4.85%7.58%5.67%-3.44%-7.12%
2021-1.01%5.35%4.52%2.30%1.52%1.64%1.73%2.93%-2.69%3.86%-0.94%3.04%24.31%

Benchmark Metrics

Portafolio Maria Isabel has an annualized alpha of 1.90%, beta of 0.78, and R² of 0.76 versus S&P 500 Index. Calculated based on daily prices since August 29, 2018.

  • This portfolio participated in 87.60% of S&P 500 Index downside but only 87.01% of its upside — more exposed to losses than it benefited from rallies.

Alpha
1.90%
Beta
0.78
0.76
Upside Capture
87.01%
Downside Capture
87.60%

Expense Ratio

Portafolio Maria Isabel has an expense ratio of 0.34%, placing it in the medium range. 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

Portafolio Maria Isabel ranks 70 for risk / return — better than 70% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


Portafolio Maria Isabel Risk / Return Rank: 7070
Overall Rank
Portafolio Maria Isabel Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
Portafolio Maria Isabel Sortino Ratio Rank: 4747
Sortino Ratio Rank
Portafolio Maria Isabel Omega Ratio Rank: 6161
Omega Ratio Rank
Portafolio Maria Isabel Calmar Ratio Rank: 9393
Calmar Ratio Rank
Portafolio Maria Isabel Martin Ratio Rank: 9494
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

1.29

0.75

+0.54

Sortino ratio

Return per unit of downside risk

1.78

1.13

+0.65

Omega ratio

Gain probability vs. loss probability

1.29

1.18

+0.11

Calmar ratio

Return relative to maximum drawdown

4.54

1.15

+3.39

Martin ratio

Return relative to average drawdown

19.18

4.19

+14.99


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
VFV.TO
Vanguard S&P 500 Index ETF
370.771.151.181.184.45
VCE.TO
Vanguard FTSE Canada Index ETF
841.842.391.362.6612.41
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF
821.852.451.372.5310.20
CEW.TO
iShares Equal Weight Banc & Lifeco ETF
922.403.061.473.5113.39
XGI.TO
iShares S&P Global Industrials Index ETF (CAD-Hedged)
701.382.001.302.088.23
IYF
iShares U.S. Financials ETF
140.160.341.050.270.72

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.

Portafolio Maria Isabel Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 1.29
  • 5-Year: 1.13
  • All Time: 0.80

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 falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Portafolio Maria Isabel compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading graphics...

Dividends

Dividend yield

Portafolio Maria Isabel provided a 1.71% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.71%1.72%2.18%2.14%2.30%1.73%2.01%2.10%1.92%1.40%1.54%1.59%
VFV.TO
Vanguard S&P 500 Index ETF
0.96%0.92%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%
VCE.TO
Vanguard FTSE Canada Index ETF
2.29%2.42%2.84%3.16%3.21%2.61%2.93%3.01%3.21%2.57%2.64%2.98%
VIDY.TO
Vanguard FTSE Developed ex North America High Dividend Yield Index ETF
2.53%2.80%3.59%3.89%4.37%3.28%3.34%3.36%0.93%0.00%0.00%0.00%
CEW.TO
iShares Equal Weight Banc & Lifeco ETF
2.77%2.75%3.32%3.87%3.84%2.93%3.61%3.20%2.95%2.47%2.54%2.74%
XGI.TO
iShares S&P Global Industrials Index ETF (CAD-Hedged)
1.47%1.54%2.69%1.24%1.34%0.90%0.96%1.30%1.88%1.12%1.35%1.41%
IYF
iShares U.S. Financials ETF
1.61%1.32%1.29%1.67%1.86%1.27%1.72%1.64%1.90%1.46%1.67%1.66%

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Portafolio Maria Isabel. 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 Portafolio Maria Isabel was 34.38%, occurring on Mar 23, 2020. Recovery took 174 trading sessions.

The current Portafolio Maria Isabel drawdown is 4.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.38%Feb 13, 202027Mar 23, 2020174Nov 24, 2020201
-17.66%Dec 30, 2021119Jun 16, 2022275Jul 13, 2023394
-15.39%Sep 24, 201866Dec 24, 201868Apr 2, 2019134
-14.29%Jan 31, 202547Apr 8, 202527May 16, 202574
-7.85%Feb 27, 202616Mar 20, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 6 assets, with an effective number of assets of 5.13, 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.

BenchmarkXGI.TOVIDY.TOCEW.TOIYFVCE.TOVFV.TOPortfolio
Benchmark1.000.440.490.500.740.640.950.82
XGI.TO0.441.000.490.530.460.540.470.72
VIDY.TO0.490.491.000.590.500.620.520.73
CEW.TO0.500.530.591.000.660.760.530.77
IYF0.740.460.500.661.000.630.700.81
VCE.TO0.640.540.620.760.631.000.670.82
VFV.TO0.950.470.520.530.700.671.000.85
Portfolio0.820.720.730.770.810.820.851.00
The correlation results are calculated based on daily price changes starting from Aug 29, 2018