SIMILAR PORTFOLIO

Asset Allocation

Position	Category/Sector	Target Weight
CASH.TO Global X High Interest Savings ETF	Money Market	4.10%
GC=F Gold		2%
HEQL.TO Global X Enhanced All-Equity Asset Allocation ETF CAD	Leveraged Equities	15%
HXQ.TO Horizons NASDAQ-100 Index ETF	Large Cap Growth Equities	0.10%
JXI iShares Global Utilities ETF	Utilities Equities	5%
MAGS Roundhill Magnificent Seven ETF	Technology Equities	18.80%
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF	Derivative Income	1.30%
POW.TO Power Corporation of Canada	Financial Services	3%
QQCL.TO Global X Enhanced NASDAQ-100 Covered Call ETF	Derivative Income	2%
QQQL.TO Global X Enhanced Nasdaq-100 Index ETF	Leveraged Equities	5%
USCL.TO Global X Enhanced S&P 500 Covered Call ETF	Derivative Income, S&P 500	13.60%
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF	Dividend	5%
VFV.TO Vanguard S&P 500 Index ETF	S&P 500	10.10%
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF	Canada Equities	5%
XMV.TO iShares MSCI Min Vol Canada Index ETF	Canada Equities	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SIMILAR PORTFOLIO, 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 Mar 5, 2025, corresponding to the inception date of MSTE.TO

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-2.33%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio SIMILAR PORTFOLIO	-0.24%	-2.27%	-1.73%	1.05%	36.07%	—	—	—
Portfolio components:
CASH.TO Global X High Interest Savings ETF	-0.28%	-2.34%	-0.84%	1.33%	4.63%	2.58%	—	—
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF	-3.36%	-14.05%	-20.60%	-69.69%	-62.29%	—	—	—
HXQ.TO Horizons NASDAQ-100 Index ETF	0.13%	-2.44%	-4.64%	-2.78%	38.65%	22.82%	13.00%	—
MAGS Roundhill Magnificent Seven ETF	-0.70%	-4.46%	-11.66%	-8.23%	42.95%	—	—	—
GC=F Gold	-2.75%	-9.61%	7.53%	19.86%	54.43%	32.85%	21.92%	14.34%
POW.TO Power Corporation of Canada	-0.04%	2.16%	-6.54%	16.20%	43.46%	30.47%	19.35%	14.10%
XMV.TO iShares MSCI Min Vol Canada Index ETF	0.35%	-2.09%	2.92%	4.15%	25.16%	12.94%	9.38%	8.83%
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF	0.58%	0.00%	8.30%	16.23%	51.83%	20.22%	14.49%	12.96%
VFV.TO Vanguard S&P 500 Index ETF	0.06%	-2.48%	-3.56%	-1.45%	31.02%	18.20%	11.65%	13.86%
QQQL.TO Global X Enhanced Nasdaq-100 Index ETF	-0.82%	-6.94%	-8.12%	-6.45%	44.11%	—	—	—

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

Monthly Returns

Based on dividend-adjusted daily data since Mar 6, 2025, SIMILAR PORTFOLIO's average daily return is +0.08%, while the average monthly return is +1.47%. At this rate, your investment would double in approximately 4.0 years.

Historically, 86% of months were positive and 14% were negative. The best month was May 2025 with a return of +7.1%, while the worst month was Mar 2026 at -4.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.

On a daily basis, SIMILAR PORTFOLIO closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +9.2%, while the worst single day was Apr 4, 2025 at -5.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.60%	0.84%	-4.73%	0.69%									-1.73%
2025			-3.18%	1.56%	7.08%	4.44%	1.99%	2.43%	4.38%	2.53%	0.54%	0.48%	24.20%

Benchmark Metrics

SIMILAR PORTFOLIO has an annualized alpha of 8.79%, beta of 0.88, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since March 06, 2025.

This portfolio captured 110.10% of S&P 500 Index gains but only 50.86% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 8.79% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.88 and R² of 0.92, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 8.79%

Beta: 0.88

R²: 0.92

Upside Capture: 110.10%

Downside Capture: 50.86%

Expense Ratio

SIMILAR PORTFOLIO has an expense ratio of 0.47%, 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.

Top 10 holdings

QQQL.TO

Global X Enhanced Nasdaq-100 Index ETF

HEQL.TO

Global X Enhanced All-Equity Asset Allocation ETF CAD

QQCL.TO

Global X Enhanced NASDAQ-100 Covered Call ETF

JXI

iShares Global Utilities ETF

MSTE.TO

Harvest MicroStrategy Enhanced High Income Shares ETF

XMV.TO

iShares MSCI Min Vol Canada Index ETF

MAGS

Roundhill Magnificent Seven ETF

HXQ.TO

Horizons NASDAQ-100 Index ETF

VDY.TO

Vanguard FTSE Canadian High Dividend Yield Index ETF

XEI.TO

iShares S&P/TSX Composite High Dividend Index ETF

Return for Risk

Risk / Return Rank

SIMILAR PORTFOLIO ranks 77 for risk / return — better than 77% 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.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.41	0.88	+0.53
Sortino ratio Return per unit of downside risk	2.11	1.37	+0.74
Omega ratio Gain probability vs. loss probability	1.32	1.21	+0.11
Calmar ratio Return relative to maximum drawdown	3.69	1.39	+2.30
Martin ratio Return relative to average drawdown	17.36	6.43	+10.92
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
CASH.TO Global X High Interest Savings ETF	47	0.95	1.57	1.18	1.75	3.79
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF	1	-0.79	-1.28	0.86	-0.79	-1.38
HXQ.TO Horizons NASDAQ-100 Index ETF	56	1.01	1.58	1.23	1.86	6.82
MAGS Roundhill Magnificent Seven ETF	45	0.89	1.48	1.20	1.43	4.90
GC=F Gold	78	1.66	2.07	1.31	2.55	9.32
POW.TO Power Corporation of Canada	87	2.10	2.64	1.36	3.12	9.26
XMV.TO iShares MSCI Min Vol Canada Index ETF	76	1.48	2.05	1.31	2.45	9.68
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF	97	3.32	4.28	1.69	4.36	27.50
VFV.TO Vanguard S&P 500 Index ETF	50	0.92	1.42	1.22	1.44	6.81
QQQL.TO Global X Enhanced Nasdaq-100 Index ETF	60	1.01	1.66	1.26	2.03	6.96

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.

SIMILAR PORTFOLIO Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.41
All Time: 1.18

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 SIMILAR PORTFOLIO 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

SIMILAR PORTFOLIO provided a 5.91% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	5.91%	5.22%	3.53%	2.62%	1.27%	0.94%	1.25%	1.16%	1.30%	1.12%	1.13%	1.22%
Portfolio components:
CASH.TO Global X High Interest Savings ETF	2.31%	2.53%	4.37%	5.06%	2.30%	0.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSTE.TO Harvest MicroStrategy Enhanced High Income Shares ETF	170.38%	121.40%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HXQ.TO Horizons NASDAQ-100 Index ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MAGS Roundhill Magnificent Seven ETF	1.68%	1.48%	0.81%	0.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GC=F Gold	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
POW.TO Power Corporation of Canada	3.67%	3.36%	5.02%	5.54%	6.22%	4.40%	7.51%	4.77%	6.13%	4.36%	4.38%	4.23%
XMV.TO iShares MSCI Min Vol Canada Index ETF	2.19%	2.21%	2.33%	2.62%	2.41%	2.04%	2.73%	2.44%	2.93%	2.49%	2.11%	2.47%
VDY.TO Vanguard FTSE Canadian High Dividend Yield Index ETF	3.19%	3.59%	4.40%	4.64%	4.42%	3.58%	4.59%	4.25%	4.43%	3.82%	3.25%	4.11%
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%
QQQL.TO Global X Enhanced Nasdaq-100 Index ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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 SIMILAR PORTFOLIO. 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 SIMILAR PORTFOLIO was 13.41%, occurring on Apr 8, 2025. Recovery took 17 trading sessions.

The current SIMILAR PORTFOLIO drawdown is 4.81%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-13.41%	Mar 26, 2025	10	Apr 8, 2025	17	May 2, 2025	27
-7.83%	Feb 26, 2026	22	Mar 27, 2026	—	—	—
-4.86%	Mar 6, 2025	6	Mar 13, 2025	8	Mar 25, 2025	14
-4.29%	Oct 29, 2025	17	Nov 20, 2025	9	Dec 3, 2025	26
-3.58%	Jan 29, 2026	6	Feb 5, 2026	14	Feb 25, 2026	20

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 15 assets, with an effective number of assets of 9.08, 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.

	Benchmark	GC=F	POW.TO	JXI	CASH.TO	MSTE.TO	XEI.TO	QQQL.TO	XMV.TO	MAGS	VDY.TO	HEQL.TO	QQCL.TO	HXQ.TO	USCL.TO	VFV.TO	Portfolio
Benchmark	1.00	0.04	0.20	0.31	0.20	0.43	0.45	0.63	0.49	0.83	0.57	0.76	0.87	0.89	0.92	0.96	0.91
GC=F	0.04	1.00	0.18	0.26	0.36	0.05	0.25	0.10	0.33	0.01	0.22	0.16	0.04	0.04	0.01	0.03	0.16
POW.TO	0.20	0.18	1.00	0.16	0.28	0.04	0.15	0.14	0.36	0.10	0.22	0.24	0.17	0.15	0.18	0.21	0.27
JXI	0.31	0.26	0.16	1.00	0.21	0.11	0.42	0.16	0.46	0.09	0.40	0.31	0.19	0.18	0.25	0.29	0.34
CASH.TO	0.20	0.36	0.28	0.21	1.00	0.19	0.55	0.23	0.54	0.16	0.53	0.26	0.12	0.18	0.11	0.20	0.32
MSTE.TO	0.43	0.05	0.04	0.11	0.19	1.00	0.29	0.28	0.21	0.42	0.32	0.40	0.46	0.47	0.42	0.43	0.49
XEI.TO	0.45	0.25	0.15	0.42	0.55	0.29	1.00	0.34	0.77	0.25	0.94	0.50	0.34	0.34	0.41	0.46	0.55
QQQL.TO	0.63	0.10	0.14	0.16	0.23	0.28	0.34	1.00	0.35	0.60	0.43	0.62	0.66	0.69	0.62	0.67	0.73
XMV.TO	0.49	0.33	0.36	0.46	0.54	0.21	0.77	0.35	1.00	0.27	0.80	0.54	0.41	0.39	0.48	0.52	0.60
MAGS	0.83	0.01	0.10	0.09	0.16	0.42	0.25	0.60	0.27	1.00	0.38	0.61	0.81	0.84	0.75	0.79	0.84
VDY.TO	0.57	0.22	0.22	0.40	0.53	0.32	0.94	0.43	0.80	0.38	1.00	0.61	0.47	0.48	0.55	0.59	0.67
HEQL.TO	0.76	0.16	0.24	0.31	0.26	0.40	0.50	0.62	0.54	0.61	0.61	1.00	0.75	0.75	0.77	0.79	0.86
QQCL.TO	0.87	0.04	0.17	0.19	0.12	0.46	0.34	0.66	0.41	0.81	0.47	0.75	1.00	0.96	0.91	0.92	0.88
HXQ.TO	0.89	0.04	0.15	0.18	0.18	0.47	0.34	0.69	0.39	0.84	0.48	0.75	0.96	1.00	0.91	0.93	0.89
USCL.TO	0.92	0.01	0.18	0.25	0.11	0.42	0.41	0.62	0.48	0.75	0.55	0.77	0.91	0.91	1.00	0.97	0.89
VFV.TO	0.96	0.03	0.21	0.29	0.20	0.43	0.46	0.67	0.52	0.79	0.59	0.79	0.92	0.93	0.97	1.00	0.93
Portfolio	0.91	0.16	0.27	0.34	0.32	0.49	0.55	0.73	0.60	0.84	0.67	0.86	0.88	0.89	0.89	0.93	1.00

The correlation results are calculated based on daily price changes starting from Mar 6, 2025

SIMILAR PORTFOLIO

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table