cm stable portfolio dec 2025

Asset Allocation

Position	Category/Sector	Target Weight
CASH.TO Global X High Interest Savings ETF	Money Market	15%
ZLB.TO BMO Low Volatility Canadian Equity ETF	Canada Equities	15%
FDLO Fidelity Low Volatility Factor ETF	Volatility Hedged Equity	15%
EFAV iShares Edge MSCI Min Vol EAFE ETF	Foreign Large Cap Equities	10%
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF	Asia Pacific Equities	10%
ACWV iShares MSCI Global Min Vol Factor ETF	Large Cap Blend Equities	10%
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	8%
QDIV Global X S&P 500 Quality Dividend ETF	Dividend, S&P 500	7%
XQLT.TO iShares MSCI USA Quality Factor Index ETF	Large Cap Growth Equities	5%
QDF FlexShares Quality Dividend Index Fund	Large Cap Value Equities, Dividend	3%
REET iShares Global REIT ETF	REIT	1%
RWO SPDR Dow Jones Global Real Estate ETF	REIT	1%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in cm stable portfolio dec 2025, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio cm stable portfolio dec 2025	-0.13%	-0.27%	4.81%	5.30%	11.62%	11.68%	—	—
Portfolio components:
ACWV iShares MSCI Global Min Vol Factor ETF	-0.05%	-0.30%	1.59%	2.50%	3.85%	9.71%	5.30%	7.26%
CASH.TO Global X High Interest Savings ETF	-0.20%	-1.81%	-0.87%	0.27%	0.26%	2.15%	—	—
DGRO iShares Core Dividend Growth ETF	-0.29%	2.67%	8.47%	9.27%	21.90%	16.63%	10.64%	13.26%
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF	1.51%	-1.16%	13.43%	14.40%	20.63%	12.52%	4.95%	6.37%
EFAV iShares Edge MSCI Min Vol EAFE ETF	0.61%	-1.89%	3.77%	6.13%	8.96%	12.84%	6.01%	6.10%
FDLO Fidelity Low Volatility Factor ETF	-0.68%	0.03%	3.88%	3.86%	13.32%	13.93%	9.84%	—
QDF FlexShares Quality Dividend Index Fund	0.09%	1.09%	8.98%	9.09%	24.82%	18.35%	11.54%	12.02%
QDIV Global X S&P 500 Quality Dividend ETF	-0.36%	1.92%	8.38%	8.73%	13.98%	9.65%	6.36%	—
REET iShares Global REIT ETF	-0.88%	-1.75%	8.47%	9.73%	11.75%	9.05%	1.87%	4.04%
RWO SPDR Dow Jones Global Real Estate ETF	-0.94%	-2.44%	8.23%	9.02%	12.36%	9.30%	1.58%	3.50%

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

Monthly Returns

Based on dividend-adjusted daily data since Nov 4, 2021, cm stable portfolio dec 2025's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.

Historically, 63% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +5.9%, while the worst month was Sep 2022 at -7.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, cm stable portfolio dec 2025 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +4.2%, while the worst single day was Apr 4, 2025 at -3.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.40%	2.65%	-4.37%	4.20%	1.49%	-1.41%							4.81%
2025	1.68%	1.26%	-0.10%	1.28%	2.42%	2.34%	-0.44%	2.59%	0.82%	-0.08%	1.91%	0.07%	14.58%
2024	0.01%	1.77%	2.03%	-2.69%	2.23%	1.06%	3.23%	3.73%	1.64%	-2.63%	2.25%	-3.69%	8.95%
2023	3.71%	-2.68%	2.65%	1.89%	-2.53%	3.88%	1.92%	-2.41%	-2.63%	-2.13%	5.79%	4.32%	11.82%
2022	-2.96%	-1.21%	3.00%	-4.71%	0.38%	-5.46%	4.18%	-3.41%	-7.34%	5.01%	5.92%	-2.37%	-9.58%
2021											-2.88%	4.25%	1.24%

Benchmark Metrics

cm stable portfolio dec 2025 has an annualized alpha of 0.96%, beta of 0.48, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since November 04, 2021.

This portfolio participated in 65.76% of S&P 500 Index downside but only 54.50% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.48 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 0.96%

Beta: 0.48

R²: 0.77

Upside Capture: 54.50%

Downside Capture: 65.76%

Expense Ratio

cm stable portfolio dec 2025 has an expense ratio of 0.24%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

RWO

SPDR Dow Jones Global Real Estate ETF

ZLB.TO

BMO Low Volatility Canadian Equity ETF

QDF

FlexShares Quality Dividend Index Fund

XQLT.TO

iShares MSCI USA Quality Factor Index ETF

FDLO

Fidelity Low Volatility Factor ETF

EEMV

iShares MSCI Emerging Markets Min Vol Factor ETF

EFAV

iShares Edge MSCI Min Vol EAFE ETF

ACWV

iShares MSCI Global Min Vol Factor ETF

QDIV

Global X S&P 500 Quality Dividend ETF

REET

iShares Global REIT ETF

Return for Risk

Risk / Return Rank

cm stable portfolio dec 2025 ranks 27 for risk / return — below 27% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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

The table below presents risk-adjusted performance metrics for cm stable portfolio dec 2025 and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.66	1.94	-0.28
Sortino ratioReturn per unit of downside risk	2.37	2.63	-0.25
Omega ratioGain probability vs. loss probability	1.30	1.35	-0.06
Calmar ratioReturn relative to maximum drawdown	1.99	2.59	-0.60
Martin ratioReturn relative to average drawdown	8.28	11.84	-3.56
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ACWV iShares MSCI Global Min Vol Factor ETF	17	0.50	0.74	1.09	0.61	1.87
CASH.TO Global X High Interest Savings ETF	10	0.06	0.12	1.01	0.09	0.17
DGRO iShares Core Dividend Growth ETF	78	2.32	3.37	1.42	3.40	13.12
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF	50	1.48	2.04	1.30	2.25	8.21
EFAV iShares Edge MSCI Min Vol EAFE ETF	27	0.86	1.26	1.16	1.39	3.77
FDLO Fidelity Low Volatility Factor ETF	48	1.52	2.18	1.27	1.87	8.13
QDF FlexShares Quality Dividend Index Fund	73	2.12	2.95	1.39	3.16	13.73
QDIV Global X S&P 500 Quality Dividend ETF	37	1.19	1.85	1.21	1.76	4.52
REET iShares Global REIT ETF	30	0.97	1.39	1.18	1.31	4.68
RWO SPDR Dow Jones Global Real Estate ETF	30	0.97	1.39	1.17	1.30	5.03

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.

cm stable portfolio dec 2025 Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 1.66
All Time: 0.69

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 1.63 to 2.52, 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 cm stable portfolio dec 2025 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

cm stable portfolio dec 2025 provided a 2.08% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.08%	2.22%	2.68%	2.79%	2.23%	1.68%	1.77%	2.15%	2.00%	1.62%	1.82%	1.44%
Portfolio components:
ACWV iShares MSCI Global Min Vol Factor ETF	2.05%	2.09%	2.33%	2.41%	2.18%	1.92%	1.77%	2.54%	2.32%	2.04%	2.56%	2.28%
CASH.TO Global X High Interest Savings ETF	2.19%	2.53%	4.37%	5.05%	2.30%	0.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DGRO iShares Core Dividend Growth ETF	1.96%	2.09%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%
EEMV iShares MSCI Emerging Markets Min Vol Factor ETF	2.33%	2.65%	3.50%	2.75%	1.93%	2.14%	2.45%	2.63%	2.46%	2.34%	2.79%	2.55%
EFAV iShares Edge MSCI Min Vol EAFE ETF	3.08%	3.20%	3.24%	3.08%	2.53%	2.47%	1.33%	4.19%	3.34%	2.45%	3.94%	2.49%
FDLO Fidelity Low Volatility Factor ETF	1.38%	1.37%	1.40%	1.35%	1.49%	1.11%	1.38%	1.55%	1.76%	1.61%	0.55%	0.00%
QDF FlexShares Quality Dividend Index Fund	1.52%	1.65%	1.93%	2.19%	2.45%	1.90%	2.38%	3.05%	4.29%	2.70%	3.07%	3.04%
QDIV Global X S&P 500 Quality Dividend ETF	2.99%	3.13%	2.88%	3.26%	3.02%	2.44%	3.06%	2.84%	1.30%	0.00%	0.00%	0.00%
REET iShares Global REIT ETF	3.41%	3.67%	3.64%	3.27%	2.43%	3.18%	2.65%	5.25%	5.73%	3.84%	5.37%	3.56%
RWO SPDR Dow Jones Global Real Estate ETF	3.34%	3.62%	3.68%	3.53%	3.69%	2.79%	3.25%	3.97%	3.90%	3.26%	3.77%	2.97%

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 cm stable portfolio dec 2025. 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 cm stable portfolio dec 2025 was 17.39%, occurring on Oct 12, 2022. Recovery took 307 trading sessions.

The current cm stable portfolio dec 2025 drawdown is 1.26%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-17.39%Oct 2022	9mo 12d	1y 2mo	1y 11moJan 2022 - Dec 2023
2025 selloff2025	-8.51%Apr 2025	6mo 13d	24d	7mo 7dSep 2024 - May 2025
2026 pullback2026	-5.74%Mar 2026	25d	1mo 10d	2mo 5dMar 2026 - May 2026
2021 pullback2021	-4.08%Dec 2021	14d	27d	1mo 11dNov 2021 - Dec 2021
2024 pullback2024	-3.95%Apr 2024	26d	28d	1mo 24dMar 2024 - May 2024

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 12 assets, with an effective number of assets of 8.90, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	All Time
Diversification Ratio	1.37	1.30	1.27

The portfolio has a diversification ratio of 1.27, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

cm stable portfolio dec 2025 correlation to the S&P 500 Index

cm stable portfolio dec 2025 has a 0.74 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (All Time) Calculated using the full available price history since Nov 4, 2021	0.83

Benchmark Correlations

Correlation vs. S&P 500 Index. QDF has the highest benchmark correlation at 0.95, while CASH.TO has the lowest at 0.04.

0.04

0.47

0.60

0.62

0.63

0.63

0.67

0.70

0.71

0.84

0.89

0.95

Portfolio Correlations

Correlation vs. cm stable portfolio dec 2025. DGRO has the highest portfolio correlation at 0.90, while CASH.TO has the lowest at 0.27.

0.27

0.68

0.71

0.75

0.76

0.77

0.77

0.79

0.87

0.88

0.89

0.90

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	CASH.TO	EEMV	XQLT.TO	ZLB.TO	EFAV	QDIV	RWO	REET	ACWV	FDLO	QDF	DGRO
CASH.TO	1.00	0.01	0.39	0.52	0.02	0.03	0.06	0.07	0.03	0.05	0.04	0.04
EEMV	0.01	1.00	0.38	0.36	0.66	0.48	0.52	0.52	0.65	0.55	0.63	0.56
XQLT.TO	0.39	0.38	1.00	0.59	0.38	0.45	0.40	0.42	0.46	0.64	0.67	0.59
ZLB.TO	0.52	0.36	0.59	1.00	0.50	0.45	0.52	0.53	0.56	0.54	0.49	0.53
EFAV	0.02	0.66	0.38	0.50	1.00	0.57	0.66	0.65	0.81	0.64	0.63	0.66
QDIV	0.03	0.48	0.45	0.45	0.57	1.00	0.68	0.69	0.74	0.75	0.78	0.89
RWO	0.06	0.52	0.40	0.52	0.66	0.68	1.00	0.98	0.73	0.69	0.70	0.74
REET	0.07	0.52	0.42	0.53	0.65	0.69	0.98	1.00	0.72	0.69	0.71	0.74
ACWV	0.03	0.65	0.46	0.56	0.81	0.74	0.73	0.72	1.00	0.84	0.75	0.85
FDLO	0.05	0.55	0.64	0.54	0.64	0.75	0.69	0.69	0.84	1.00	0.89	0.91
QDF	0.04	0.63	0.67	0.49	0.63	0.78	0.70	0.71	0.75	0.89	1.00	0.91
DGRO	0.04	0.56	0.59	0.53	0.66	0.89	0.74	0.74	0.85	0.91	0.91	1.00

The correlation results are calculated based on daily price changes starting from Nov 4, 2021

Diversification Analysis

Find what cm stable portfolio dec 2025 is missing

See which holdings overlap, where cm stable portfolio dec 2025 is concentrated, and which low-correlation assets could fill the gaps.

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