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All seasons plus no crypto
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

All seasons plus no crypto

Last updated Dec 24, 2024

Asset Allocation

XBB.TO 44%CGL.TO 8%EEM 12%VFV.TO 8%XQQ.TO 8%ITA 8%COW.TO 4%XEG.TO 4%XEF.TO 4%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)		Precious Metals, Gold
8%
COW.TO
iShares Global Agriculture Index ETF		Large Cap Blend Equities
4%
EEM
iShares MSCI Emerging Markets ETF		Asia Pacific Equities
12%
ITA
iShares U.S. Aerospace & Defense ETF		Industrials Equities, Aerospace & Defense
8%
VFV.TO
Vanguard S&P 500 Index ETF		Large Cap Growth Equities
8%
XBB.TO
iShares Core Canadian Universe Bond Index ETF		Canadian Government Bonds
44%
XEF.TO
iShares Core MSCI EAFE IMI Index ETF		Global Equities
4%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		Energy Equities
4%
XQQ.TO
iShares NASDAQ 100 Index ETF (CAD-Hedged)		Large Cap Growth Equities
8%
XTLH.TO
iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged)		Government Bonds
0%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in All seasons plus no crypto, 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 Quarterly

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
1.30%
9.66%
All seasons plus no crypto
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 2, 2023, corresponding to the inception date of XTLH.TO

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		25.25%0.08%9.66%25.65%13.17%11.11%
All seasons plus no crypto4.99%-2.22%1.30%5.97%N/AN/A
Portfolio components:
VFV.TO
Vanguard S&P 500 Index ETF		26.49%0.18%10.17%27.18%16.71%15.24%
XQQ.TO
iShares NASDAQ 100 Index ETF (CAD-Hedged)		17.15%0.64%4.38%17.66%18.08%16.55%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)		15.29%-6.33%5.54%16.50%10.49%7.11%
COW.TO
iShares Global Agriculture Index ETF		-2.20%-5.87%1.94%-2.16%7.65%7.86%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		2.01%-12.30%-11.45%1.92%16.29%4.51%
ITA
iShares U.S. Aerospace & Defense ETF		16.74%-4.90%10.42%17.37%6.55%10.87%
XEF.TO
iShares Core MSCI EAFE IMI Index ETF		3.23%-1.17%-1.87%4.28%6.28%7.67%
EEM
iShares MSCI Emerging Markets ETF		8.25%-0.12%1.31%10.53%1.24%3.01%
XBB.TO
iShares Core Canadian Universe Bond Index ETF		-4.57%-1.19%-1.99%-3.62%0.49%1.88%
XTLH.TO
iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged)		-16.34%-5.26%-10.39%-15.86%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of All seasons plus no crypto, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.40%1.41%2.90%-2.85%3.42%0.78%1.84%2.54%2.05%-2.92%1.76%4.99%
20232.93%0.34%-1.78%4.27%1.99%-2.85%-3.79%-1.64%7.30%5.23%11.98%

Expense Ratio

All seasons plus no crypto features an expense ratio of 0.30%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

COW.TO
iShares Global Agriculture Index ETF
Expense ratio chart for COW.TO: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%
EEM
iShares MSCI Emerging Markets ETF
Expense ratio chart for EEM: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF
Expense ratio chart for XEG.TO: current value at 0.61% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.61%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
Expense ratio chart for CGL.TO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
ITA
iShares U.S. Aerospace & Defense ETF
Expense ratio chart for ITA: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
XQQ.TO
iShares NASDAQ 100 Index ETF (CAD-Hedged)
Expense ratio chart for XQQ.TO: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
XEF.TO
iShares Core MSCI EAFE IMI Index ETF
Expense ratio chart for XEF.TO: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
XTLH.TO
iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged)
Expense ratio chart for XTLH.TO: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
XBB.TO
iShares Core Canadian Universe Bond Index ETF
Expense ratio chart for XBB.TO: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
VFV.TO
Vanguard S&P 500 Index ETF
Expense ratio chart for VFV.TO: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of All seasons plus no crypto is 9, meaning it’s performing worse than 91% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of All seasons plus no crypto is 99
Overall Rank
The Sharpe Ratio Rank of All seasons plus no crypto is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of All seasons plus no crypto is 77
Sortino Ratio Rank
The Omega Ratio Rank of All seasons plus no crypto is 77
Omega Ratio Rank
The Calmar Ratio Rank of All seasons plus no crypto is 1515
Calmar Ratio Rank
The Martin Ratio Rank of All seasons plus no crypto is 1010
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Sharpe ratio
The chart of Sharpe ratio for All seasons plus no crypto, currently valued at 0.55, compared to the broader market-6.00-4.00-2.000.002.004.000.552.07
The chart of Sortino ratio for All seasons plus no crypto, currently valued at 0.81, compared to the broader market-6.00-4.00-2.000.002.004.006.000.812.76
The chart of Omega ratio for All seasons plus no crypto, currently valued at 1.10, compared to the broader market0.400.600.801.001.201.401.601.801.101.39
The chart of Calmar ratio for All seasons plus no crypto, currently valued at 0.85, compared to the broader market0.002.004.006.008.0010.0012.000.853.05
The chart of Martin ratio for All seasons plus no crypto, currently valued at 2.85, compared to the broader market0.0010.0020.0030.0040.002.8513.27
All seasons plus no crypto
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VFV.TO
Vanguard S&P 500 Index ETF		2.172.951.413.2314.33
XQQ.TO
iShares NASDAQ 100 Index ETF (CAD-Hedged)		0.871.271.171.184.01
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)		0.871.241.161.424.42
COW.TO
iShares Global Agriculture Index ETF		-0.15-0.110.99-0.13-0.43
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		0.090.271.030.100.25
ITA
iShares U.S. Aerospace & Defense ETF		1.071.511.211.906.40
XEF.TO
iShares Core MSCI EAFE IMI Index ETF		0.260.441.050.330.91
EEM
iShares MSCI Emerging Markets ETF		0.530.851.110.832.03
XBB.TO
iShares Core Canadian Universe Bond Index ETF		-0.55-0.690.92-0.60-1.38
XTLH.TO
iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged)		-1.01-1.330.85-0.78-2.04

The current All seasons plus no crypto Sharpe ratio is 0.55. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.19, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of All seasons plus no crypto with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.55
2.07
All seasons plus no crypto
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

All seasons plus no crypto provided a 2.16% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio2.16%2.18%2.13%1.71%1.74%2.11%2.06%1.87%1.94%2.13%2.27%2.22%
Portfolio components:
VFV.TO
Vanguard S&P 500 Index ETF		0.96%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%1.42%
XQQ.TO
iShares NASDAQ 100 Index ETF (CAD-Hedged)		0.29%0.31%0.43%0.17%0.26%0.46%0.52%0.53%0.76%0.62%1.30%1.10%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COW.TO
iShares Global Agriculture Index ETF		1.24%1.62%2.03%0.69%1.02%1.02%1.07%0.58%1.10%1.78%0.97%1.45%
XEG.TO
iShares S&P/TSX Capped Energy Index ETF		3.15%4.26%3.31%1.64%2.96%2.70%2.25%1.41%1.40%3.58%2.56%2.32%
ITA
iShares U.S. Aerospace & Defense ETF		0.84%0.93%0.95%0.82%1.07%1.54%1.13%0.91%1.07%1.04%1.21%1.13%
XEF.TO
iShares Core MSCI EAFE IMI Index ETF		2.57%2.75%2.93%2.42%1.93%2.72%2.76%2.10%2.42%2.42%5.21%1.72%
EEM
iShares MSCI Emerging Markets ETF		2.39%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%2.23%2.06%
XBB.TO
iShares Core Canadian Universe Bond Index ETF		3.24%3.01%2.91%2.54%2.55%2.80%2.92%2.83%2.81%2.87%3.04%3.32%
XTLH.TO
iShares 20+ Year U.S. Treasury Bond Index ETF (CAD-Hedged)		4.07%2.67%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.

-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.95%
-1.91%
All seasons plus no crypto
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the All seasons plus no crypto. 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 All seasons plus no crypto was 8.68%, occurring on Oct 3, 2023. Recovery took 51 trading sessions.

The current All seasons plus no crypto drawdown is 4.95%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.68%Aug 1, 202345Oct 3, 202351Dec 13, 202396
-5.89%Oct 2, 202457Dec 19, 2024———
-4.48%Dec 28, 202314Jan 17, 202434Mar 6, 202448
-3.78%Apr 14, 202330May 25, 202314Jun 14, 202344
-3.51%Jul 17, 202415Aug 6, 20248Aug 16, 202423

Volatility

Volatility Chart

The current All seasons plus no crypto volatility is 2.97%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.97%
3.82%
All seasons plus no crypto
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
XTLH.TOXEG.TOITACGL.TOXBB.TOCOW.TOXQQ.TOVFV.TOEEMXEF.TO
XTLH.TO1.000.090.130.440.850.180.290.250.290.38
XEG.TO0.091.000.380.300.210.550.260.310.400.45
ITA0.130.381.000.180.180.510.410.530.380.46
CGL.TO0.440.300.181.000.570.220.330.230.470.44
XBB.TO0.850.210.180.571.000.260.350.290.400.48
COW.TO0.180.550.510.220.261.000.390.500.470.56
XQQ.TO0.290.260.410.330.350.391.000.920.670.68
VFV.TO0.250.310.530.230.290.500.921.000.620.71
EEM0.290.400.380.470.400.470.670.621.000.73
XEF.TO0.380.450.460.440.480.560.680.710.731.00
The correlation results are calculated based on daily price changes starting from Mar 3, 2023
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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