Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CEW.TO iShares Equal Weight Banc & Lifeco ETF | Financials Equities | 10% |
IYF iShares U.S. Financials ETF | Financials Equities | 15% |
VCE.TO Vanguard FTSE Canada Index ETF | Canada Equities | 10% |
VFV.TO Vanguard S&P 500 Index ETF | S&P 500 | 30% |
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | Foreign Large Cap Equities, Dividend | 15% |
XGI.TO iShares S&P Global Industrials Index ETF (CAD-Hedged) | Industrials Equities | 20% |
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.
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The earliest data available for this chart is Aug 28, 2018, corresponding to the inception date of VIDY.TO
Returns By Period
| 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 Portafolio Maria Isabel | 0.25% | -1.91% | 1.07% | 3.77% | 25.80% | 20.85% | 14.15% | — |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.44% | 2.98% | -4.67% | 1.50% | 1.07% | ||||||||
| 2025 | 4.79% | -0.43% | -2.92% | -2.69% | 5.98% | 3.01% | 2.50% | 2.23% | 3.48% | 1.71% | 1.37% | 0.40% | 20.79% |
| 2024 | 1.78% | 4.79% | 3.89% | -2.15% | 3.08% | 0.23% | 4.17% | 1.16% | 2.38% | 1.36% | 6.65% | -2.57% | 27.27% |
| 2023 | 5.63% | 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
- R²
- 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.29 | 0.75 | +0.54 |
Sortino ratioReturn per unit of downside risk | 1.78 | 1.13 | +0.65 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.18 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 4.54 | 1.15 | +3.39 |
Martin ratioReturn relative to average drawdown | 19.18 | 4.19 | +14.99 |
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 | |
|---|---|---|---|---|---|---|
VFV.TO Vanguard S&P 500 Index ETF | 37 | 0.77 | 1.15 | 1.18 | 1.18 | 4.45 |
VCE.TO Vanguard FTSE Canada Index ETF | 84 | 1.84 | 2.39 | 1.36 | 2.66 | 12.41 |
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | 82 | 1.85 | 2.45 | 1.37 | 2.53 | 10.20 |
CEW.TO iShares Equal Weight Banc & Lifeco ETF | 92 | 2.40 | 3.06 | 1.47 | 3.51 | 13.39 |
XGI.TO iShares S&P Global Industrials Index ETF (CAD-Hedged) | 70 | 1.38 | 2.00 | 1.30 | 2.08 | 8.23 |
IYF iShares U.S. Financials ETF | 14 | 0.16 | 0.34 | 1.05 | 0.27 | 0.72 |
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Dividends
Dividend yield
Portafolio Maria Isabel provided a 1.71% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.71% | 1.72% | 2.18% | 2.14% | 2.30% | 1.73% | 2.01% | 2.10% | 1.92% | 1.40% | 1.54% | 1.59% |
| Portfolio components: | ||||||||||||
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.
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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, 2020 | 27 | Mar 23, 2020 | 174 | Nov 24, 2020 | 201 |
| -17.66% | Dec 30, 2021 | 119 | Jun 16, 2022 | 275 | Jul 13, 2023 | 394 |
| -15.39% | Sep 24, 2018 | 66 | Dec 24, 2018 | 68 | Apr 2, 2019 | 134 |
| -14.29% | Jan 31, 2025 | 47 | Apr 8, 2025 | 27 | May 16, 2025 | 74 |
| -7.85% | Feb 27, 2026 | 16 | Mar 20, 2026 | — | — | — |
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 5.13, 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
| Benchmark | XGI.TO | VIDY.TO | CEW.TO | IYF | VCE.TO | VFV.TO | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.44 | 0.49 | 0.50 | 0.74 | 0.64 | 0.95 | 0.82 |
| XGI.TO | 0.44 | 1.00 | 0.49 | 0.53 | 0.46 | 0.54 | 0.47 | 0.72 |
| VIDY.TO | 0.49 | 0.49 | 1.00 | 0.59 | 0.50 | 0.62 | 0.52 | 0.73 |
| CEW.TO | 0.50 | 0.53 | 0.59 | 1.00 | 0.66 | 0.76 | 0.53 | 0.77 |
| IYF | 0.74 | 0.46 | 0.50 | 0.66 | 1.00 | 0.63 | 0.70 | 0.81 |
| VCE.TO | 0.64 | 0.54 | 0.62 | 0.76 | 0.63 | 1.00 | 0.67 | 0.82 |
| VFV.TO | 0.95 | 0.47 | 0.52 | 0.53 | 0.70 | 0.67 | 1.00 | 0.85 |
| Portfolio | 0.82 | 0.72 | 0.73 | 0.77 | 0.81 | 0.82 | 0.85 | 1.00 |