Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BANK.TO Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | Derivative Income | 12.50% |
CANY.TO Evolve Canadian Equity UltraYield ETF | Derivative Income, Canada Equities | 12.50% |
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF | Derivative Income | 12.50% |
CALL.TO Evolve US Banks Enhanced Yield Fund Hedged Units | 12.50% | |
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | Derivative Income | 12.50% |
USCL.TO Global X Enhanced S&P 500 Covered Call ETF | Derivative Income, S&P 500 | 12.50% |
HHIS.TO Harvest Diversified High Income Shares ETF | Derivative Income | 12.50% |
QQCL.TO Global X Enhanced NASDAQ-100 Covered Call ETF | Nasdaq-100, Derivative Income | 12.50% |
Find the right asset allocation for Canadian
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in Canadian, 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 charts...
Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.57% | 2.17% | 10.16% | 9.03% | 25.93% | 21.59% | 15.11% | 14.49% |
Portfolio Canadian | — | — | — | — | — | — | — | — |
| Portfolio components: | ||||||||
BANK.TO Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 0.00% | 5.50% | 19.56% | 23.84% | 57.45% | 33.13% | — | — |
CALL.TO Evolve US Banks Enhanced Yield Fund Hedged Units | 0.21% | 2.67% | 4.40% | 7.85% | 25.83% | 22.57% | 3.16% | — |
CANY.TO Evolve Canadian Equity UltraYield ETF | — | — | — | — | — | — | — | — |
HHIS.TO Harvest Diversified High Income Shares ETF | 1.50% | 0.07% | 5.99% | 2.29% | 29.86% | — | — | — |
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | 1.09% | 1.51% | 12.41% | 12.80% | 35.43% | 22.66% | — | — |
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF | — | — | — | — | — | — | — | — |
QQCL.TO Global X Enhanced NASDAQ-100 Covered Call ETF | 1.57% | 4.37% | 17.22% | 15.25% | 39.29% | — | — | — |
USCL.TO Global X Enhanced S&P 500 Covered Call ETF | 0.29% | 2.94% | 10.01% | 9.23% | 27.66% | — | — | — |
Monthly Returns
Expense Ratio
Canadian has an expense ratio of 0.64%, 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
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Canadian and compares them with S&P 500 Index.
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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BANK.TO Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 97 | 4.74 | 6.48 | 1.88 | 6.98 | 30.81 |
CALL.TO Evolve US Banks Enhanced Yield Fund Hedged Units | 38 | 1.28 | 1.83 | 1.23 | 1.63 | 4.54 |
CANY.TO Evolve Canadian Equity UltraYield ETF | — | — | — | — | — | — |
HHIS.TO Harvest Diversified High Income Shares ETF | 33 | 1.27 | 1.76 | 1.23 | 1.23 | 3.05 |
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | 74 | 2.26 | 3.01 | 1.41 | 2.96 | 12.99 |
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF | — | — | — | — | — | — |
QQCL.TO Global X Enhanced NASDAQ-100 Covered Call ETF | 80 | 2.42 | 3.11 | 1.44 | 3.69 | 13.69 |
USCL.TO Global X Enhanced S&P 500 Covered Call ETF | 77 | 2.33 | 3.10 | 1.45 | 3.25 | 13.18 |
Loading charts...
Dividends
Dividend yield
Canadian provided a 11.02% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 11.02% | 10.84% | 7.76% | 6.19% | 4.22% | 0.86% | 1.06% | 0.77% | 0.70% | 0.04% |
| Portfolio components: | ||||||||||
BANK.TO Evolve Canadian Banks and Lifecos Enhanced Yield Index Fund | 12.78% | 13.73% | 15.28% | 13.60% | 10.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CALL.TO Evolve US Banks Enhanced Yield Fund Hedged Units | 10.70% | 10.68% | 11.24% | 13.02% | 10.20% | 6.87% | 8.49% | 6.15% | 5.59% | 0.35% |
CANY.TO Evolve Canadian Equity UltraYield ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HHIS.TO Harvest Diversified High Income Shares ETF | 27.46% | 22.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HYLD.TO Hamilton Enhanced U.S. Covered Call ETF | 11.56% | 11.98% | 12.13% | 12.11% | 13.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QDAY.NEO Hamilton EnhancedTechnology DayMAX™ ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQCL.TO Global X Enhanced NASDAQ-100 Covered Call ETF | 13.56% | 14.54% | 11.87% | 3.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USCL.TO Global X Enhanced S&P 500 Covered Call ETF | 12.12% | 12.94% | 11.57% | 7.08% | 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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Canadian. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The portfolio has not yet recovered.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
—
Not enough data to calculate this metric.