Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MIX.TO Hamilton Enhanced Mixed Asset ETF | Diversified Portfolio | 40% |
PFMN.TO Picton Mahoney Fortified Market Neutral Alternative Fund | 10% | |
VVL.TO Vanguard Global Value Factor ETF CAD | Global Equities | 20% |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | Emerging Markets Equities | 10% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | Global Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in Canadian cocktail, 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 Apr 28, 2025, corresponding to the inception date of MIX.TO
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.44% | -2.24% | -2.46% | -2.17% | 20.45% | 18.24% | 12.68% | 12.98% |
Portfolio Canadian cocktail | -0.54% | -3.30% | 1.55% | 3.87% | — | — | — | — |
| Portfolio components: | ||||||||
MIX.TO Hamilton Enhanced Mixed Asset ETF | -0.97% | -6.01% | -1.20% | 1.98% | — | — | — | — |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | -0.81% | -1.54% | 5.23% | 5.69% | 32.95% | 17.06% | 6.14% | 8.53% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | -0.48% | -1.72% | 3.39% | 4.48% | 25.47% | 15.72% | 10.07% | 9.42% |
VVL.TO Vanguard Global Value Factor ETF CAD | -0.03% | -1.89% | 4.18% | 7.26% | 34.11% | 18.42% | 13.35% | — |
PFMN.TO Picton Mahoney Fortified Market Neutral Alternative Fund | 0.31% | -0.19% | -0.12% | 1.33% | 4.84% | 6.87% | 6.47% | — |
Monthly Returns
Based on dividend-adjusted daily data since Apr 29, 2025, Canadian cocktail's average daily return is +0.09%, while the average monthly return is +1.71%. At this rate, your investment would double in approximately 3.4 years.
Historically, 92% of months were positive and 8% were negative. The best month was Sep 2025 with a return of +4.6%, while the worst month was Mar 2026 at -5.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.
On a daily basis, Canadian cocktail closed higher 58% of trading days. The best single day was Mar 31, 2026 with a return of +2.4%, while the worst single day was Mar 20, 2026 at -2.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.90% | 3.15% | -5.64% | 0.41% | 1.55% | ||||||||
| 2025 | 0.15% | 4.09% | 3.63% | 1.24% | 3.26% | 4.63% | 2.18% | 1.15% | 0.12% | 22.29% |
Benchmark Metrics
Canadian cocktail has an annualized alpha of 14.33%, beta of 0.63, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since April 29, 2025.
- This portfolio captured 93.64% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -28.41%) — a profile typical of hedging or uncorrelated assets.
- This portfolio generated an annualized alpha of 14.33% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.63 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
- 14.33%
- Beta
- 0.63
- R²
- 0.56
- Upside Capture
- 93.64%
- Downside Capture
- -28.41%
Expense Ratio
Canadian cocktail has an expense ratio of 0.15%, 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.
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 | |
|---|---|---|---|---|---|---|
MIX.TO Hamilton Enhanced Mixed Asset ETF | — | — | — | — | — | — |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | 72 | 1.52 | 2.06 | 1.30 | 2.29 | 7.92 |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 64 | 1.28 | 1.79 | 1.26 | 1.89 | 7.10 |
VVL.TO Vanguard Global Value Factor ETF CAD | 63 | 1.26 | 1.77 | 1.26 | 1.81 | 7.12 |
PFMN.TO Picton Mahoney Fortified Market Neutral Alternative Fund | 48 | 1.00 | 1.52 | 1.20 | 1.60 | 4.49 |
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Dividends
Dividend yield
Canadian cocktail provided a 1.78% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.78% | 1.63% | 1.19% | 1.42% | 1.32% | 1.06% | 0.88% | 1.36% | 1.24% | 0.90% | 0.78% | 0.70% |
| Portfolio components: | ||||||||||||
MIX.TO Hamilton Enhanced Mixed Asset ETF | 1.72% | 1.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XEC.TO iShares Core MSCI Emerging Markets IMI Index ETF | 1.83% | 1.92% | 2.03% | 2.16% | 2.28% | 2.78% | 1.64% | 2.87% | 2.66% | 2.13% | 1.80% | 2.19% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 2.35% | 2.43% | 2.76% | 2.75% | 2.93% | 2.42% | 1.93% | 2.72% | 2.76% | 2.10% | 2.42% | 2.42% |
VVL.TO Vanguard Global Value Factor ETF CAD | 1.81% | 1.89% | 2.19% | 2.65% | 2.52% | 1.48% | 1.67% | 2.60% | 2.11% | 1.33% | 0.59% | 0.00% |
PFMN.TO Picton Mahoney Fortified Market Neutral Alternative Fund | 0.80% | 0.80% | 0.00% | 1.28% | 0.00% | 0.00% | 0.00% | 0.09% | 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 Canadian cocktail. 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 Canadian cocktail was 8.92%, occurring on Mar 20, 2026. The portfolio has not yet recovered.
The current Canadian cocktail drawdown is 5.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.92% | Feb 26, 2026 | 17 | Mar 20, 2026 | — | — | — |
| -3.86% | Nov 13, 2025 | 6 | Nov 20, 2025 | 15 | Dec 11, 2025 | 21 |
| -2.37% | Oct 9, 2025 | 2 | Oct 10, 2025 | 2 | Oct 15, 2025 | 4 |
| -1.9% | Jul 28, 2025 | 5 | Aug 1, 2025 | 4 | Aug 8, 2025 | 9 |
| -1.75% | May 21, 2025 | 3 | May 23, 2025 | 10 | Jun 6, 2025 | 13 |
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 5 assets, with an effective number of assets of 3.85, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | PFMN.TO | XEC.TO | VVL.TO | MIX.TO | XEF.TO | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.19 | 0.59 | 0.66 | 0.62 | 0.63 | 0.73 |
| PFMN.TO | 0.19 | 1.00 | 0.21 | 0.12 | 0.21 | 0.22 | 0.27 |
| XEC.TO | 0.59 | 0.21 | 1.00 | 0.55 | 0.58 | 0.69 | 0.76 |
| VVL.TO | 0.66 | 0.12 | 0.55 | 1.00 | 0.53 | 0.74 | 0.81 |
| MIX.TO | 0.62 | 0.21 | 0.58 | 0.53 | 1.00 | 0.68 | 0.87 |
| XEF.TO | 0.63 | 0.22 | 0.69 | 0.74 | 0.68 | 1.00 | 0.90 |
| Portfolio | 0.73 | 0.27 | 0.76 | 0.81 | 0.87 | 0.90 | 1.00 |