Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CRLBF Cresco Labs Inc | Healthcare | 16.67% |
CURLF Curaleaf Holdings, Inc. | Healthcare | 16.67% |
GTBIF Green Thumb Industries Inc | Healthcare | 16.67% |
TCNNF Trulieve Cannabis Corp | Healthcare | 16.67% |
TSNDF TerrAscend Corp | Healthcare | 16.67% |
VRNOF Verano Holdings Corp | Healthcare | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Lorimer Wilson, 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 Feb 6, 2026, corresponding to the inception date of VRNOF
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio Lorimer Wilson | 3.44% | 0.21% | — | — | — | — | — | — |
| Portfolio components: | ||||||||
CRLBF Cresco Labs Inc | 4.98% | 3.19% | -21.56% | -33.00% | 45.08% | -13.10% | -40.54% | — |
CURLF Curaleaf Holdings, Inc. | 8.43% | 3.78% | -4.05% | -20.20% | 184.47% | -3.37% | -30.71% | — |
GTBIF Green Thumb Industries Inc | 2.75% | 3.38% | -16.38% | -20.94% | 26.08% | -2.82% | -25.36% | 75.68% |
TSNDF TerrAscend Corp | 0.78% | 6.06% | -6.93% | -24.44% | 50.92% | -24.06% | -41.57% | — |
TCNNF Trulieve Cannabis Corp | 3.32% | -5.63% | -30.49% | -29.04% | 70.14% | 4.19% | -33.15% | — |
VRNOF Verano Holdings Corp | 0.00% | 0.00% | — | — | — | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Feb 9, 2026, Lorimer Wilson's average daily return is +0.01%, while the average monthly return is -1.08%.
Historically, 33% of months were positive and 67% were negative. The best month was Apr 2026 with a return of +7.2%, while the worst month was Mar 2026 at -6.1%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 2 months.
On a daily basis, Lorimer Wilson closed higher 45% of trading days. The best single day was Mar 31, 2026 with a return of +11.5%, while the worst single day was Feb 20, 2026 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -4.36% | -6.07% | 7.18% | -3.72% |
Expense Ratio
Lorimer Wilson has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 | |
|---|---|---|---|---|---|---|
CRLBF Cresco Labs Inc | 58 | 0.31 | 1.72 | 1.20 | 0.63 | 1.06 |
CURLF Curaleaf Holdings, Inc. | 81 | 1.39 | 2.45 | 1.30 | 2.78 | 5.49 |
GTBIF Green Thumb Industries Inc | 50 | 0.17 | 1.09 | 1.12 | 0.40 | 0.81 |
TSNDF TerrAscend Corp | 60 | 0.30 | 1.84 | 1.22 | 0.68 | 1.22 |
TCNNF Trulieve Cannabis Corp | 65 | 0.53 | 1.84 | 1.21 | 1.09 | 2.29 |
VRNOF Verano Holdings Corp | — | — | — | — | — | — |
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Dividends
Dividend yield
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 Lorimer Wilson. 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 Lorimer Wilson was 21.73%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current Lorimer Wilson drawdown is 6.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.73% | Feb 20, 2026 | 27 | Mar 30, 2026 | — | — | — |
| -7.57% | Feb 10, 2026 | 3 | Feb 12, 2026 | 4 | Feb 19, 2026 | 7 |
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 6.00, 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 | VRNOF | GTBIF | CURLF | TSNDF | TCNNF | CRLBF | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | 0.22 | 0.39 | 0.37 | 0.35 | 0.38 | 0.40 |
| VRNOF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| GTBIF | 0.22 | 0.00 | 1.00 | 0.76 | 0.77 | 0.84 | 0.81 | 0.85 |
| CURLF | 0.39 | 0.00 | 0.76 | 1.00 | 0.79 | 0.81 | 0.85 | 0.89 |
| TSNDF | 0.37 | 0.00 | 0.77 | 0.79 | 1.00 | 0.82 | 0.90 | 0.95 |
| TCNNF | 0.35 | 0.00 | 0.84 | 0.81 | 0.82 | 1.00 | 0.89 | 0.92 |
| CRLBF | 0.38 | 0.00 | 0.81 | 0.85 | 0.90 | 0.89 | 1.00 | 0.97 |
| Portfolio | 0.40 | 0.00 | 0.85 | 0.89 | 0.95 | 0.92 | 0.97 | 1.00 |