Asset Allocation
Find the right asset allocation for ALLOCTATION CONFIMRAED
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in ALLOCTATION CONFIMRAED, 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 | 0.69% | 1.00% | 10.76% | 10.40% | 27.77% | 21.16% | 15.12% | 14.58% |
Portfolio ALLOCTATION CONFIMRAED | 0.82% | 2.22% | 13.70% | 13.68% | 33.48% | 22.51% | 14.38% | — |
| Portfolio components: | ||||||||
AVDV Avantis International Small Cap Value ETF | 1.08% | -0.08% | 17.32% | 18.86% | 45.84% | 28.62% | 16.96% | — |
AVUV Avantis US Small Cap Value ETF | 1.14% | 7.16% | 25.22% | 21.21% | 46.05% | 21.03% | 14.84% | — |
VCN.TO Vanguard FTSE Canada All Cap Index ETF | 0.72% | 2.14% | 10.85% | 11.65% | 33.96% | 23.86% | 14.96% | 12.80% |
VTI Vanguard Total Stock Market ETF | 0.86% | 2.58% | 11.96% | 11.37% | 27.71% | 22.45% | 15.52% | 16.02% |
VWO Vanguard FTSE Emerging Markets ETF | 0.95% | 1.26% | 13.02% | 14.18% | 30.02% | 18.35% | 8.11% | 9.93% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 0.56% | 3.07% | 11.50% | 12.67% | 25.69% | 18.06% | 10.94% | 10.64% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 26, 2019, ALLOCTATION CONFIMRAED's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +10.4%, while the worst month was Mar 2020 at -13.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ALLOCTATION CONFIMRAED closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -11.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.16% | 4.36% | -4.14% | 6.20% | 4.02% | 0.71% | 13.70% | ||||||
| 2025 | 3.72% | -1.09% | -3.24% | -2.80% | 5.63% | 3.48% | 2.27% | 3.74% | 4.61% | 1.54% | 1.71% | -0.78% | 19.95% |
| 2024 | 0.64% | 4.53% | 3.78% | -2.47% | 4.18% | 0.42% | 4.78% | -0.79% | 2.68% | 0.73% | 5.49% | -1.35% | 24.64% |
| 2023 | 6.71% | -1.58% | 0.33% | 1.75% | -2.54% | 3.64% | 4.21% | -1.00% | -3.87% | -1.30% | 6.73% | 3.43% | 17.03% |
| 2022 | -3.26% | -1.54% | 0.27% | -5.05% | -0.20% | -7.29% | 6.14% | -1.43% | -5.32% | 6.12% | 7.46% | -4.46% | -9.44% |
| 2021 | 1.03% | 3.12% | 3.47% | 1.34% | 0.92% | 3.15% | 0.41% | 3.25% | -2.31% | 2.14% | -0.05% | 3.56% | 21.77% |
Benchmark Metrics
ALLOCTATION CONFIMRAED has an annualized alpha of 1.48%, beta of 0.84, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since September 26, 2019.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (85.71%) than losses (83.31%) - typical of diversified or defensive assets.
- Alpha
- 1.48%
- Beta
- 0.84
- R²
- 0.91
- Upside Capture
- 85.71%
- Downside Capture
- 83.31%
Expense Ratio
ALLOCTATION CONFIMRAED has an expense ratio of 0.12%, 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
Risk / Return Rank
ALLOCTATION CONFIMRAED ranks 79 for risk / return — better than 79% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for ALLOCTATION CONFIMRAED and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.48 | 2.02 | +0.46 |
| Sortino ratioReturn per unit of downside risk | 3.39 | 2.78 | +0.61 |
| Omega ratioGain probability vs. loss probability | 1.44 | 1.35 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.72 | 2.81 | +0.91 |
| Martin ratioReturn relative to average drawdown | 16.13 | 10.45 | +5.68 |
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 |
|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 84 | 2.69 | 3.54 | 1.46 | 3.46 | 14.20 |
AVUV Avantis US Small Cap Value ETF | 85 | 2.37 | 3.37 | 1.40 | 5.33 | 18.40 |
VCN.TO Vanguard FTSE Canada All Cap Index ETF | 85 | 2.59 | 3.35 | 1.47 | 3.68 | 16.98 |
VTI Vanguard Total Stock Market ETF | 71 | 2.13 | 2.92 | 1.37 | 3.11 | 11.62 |
VWO Vanguard FTSE Emerging Markets ETF | 55 | 1.64 | 2.30 | 1.30 | 2.57 | 8.98 |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 54 | 1.67 | 2.41 | 1.31 | 2.14 | 8.51 |
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Dividends
Dividend yield
ALLOCTATION CONFIMRAED provided a 1.87% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.87% | 1.92% | 2.27% | 2.33% | 2.53% | 1.88% | 1.79% | 1.98% | 1.96% | 1.59% | 1.75% | 1.91% |
| Portfolio components: | ||||||||||||
AVDV Avantis International Small Cap Value ETF | 4.11% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis US Small Cap Value ETF | 1.61% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
VCN.TO Vanguard FTSE Canada All Cap Index ETF | 2.00% | 2.27% | 2.71% | 3.00% | 3.17% | 2.49% | 2.72% | 2.88% | 2.83% | 2.29% | 2.36% | 2.68% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VWO Vanguard FTSE Emerging Markets ETF | 2.44% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 2.18% | 2.43% | 2.76% | 2.75% | 2.93% | 2.42% | 1.93% | 2.71% | 2.75% | 2.11% | 2.45% | 2.42% |
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 ALLOCTATION CONFIMRAED. 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 ALLOCTATION CONFIMRAED was 31.85%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.
The current ALLOCTATION CONFIMRAED drawdown is 0.38%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -31.85%Mar 2020 | 1mo 9d | 7mo 21d | 9moFeb 2020 - Nov 2020 |
Bear market2022 | -17.84%Jun 2022 | 5mo 12d | 1y 1mo | 1y 6moJan 2022 - Jul 2023 |
2025 selloff2025 | -15.65%Apr 2025 | 2mo 7d | 2mo 17d | 4mo 24dJan 2025 - Jun 2025 |
2026 pullback2026 | -8.34%Mar 2026 | 22d | 25d | 1mo 17dFeb 2026 - Apr 2026 |
2023 pullback2023 | -7.39%Oct 2023 | 2mo 27d | 21d | 3mo 18dAug 2023 - Nov 2023 |
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 4.37, 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 | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.14 | 1.13 | 1.12 | 1.10 |
The portfolio has a diversification ratio of 1.10, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
ALLOCTATION CONFIMRAED correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.92 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while XEF.TO has the lowest at 0.65.
Asset Correlations Table
Find what ALLOCTATION CONFIMRAED is missing
See which holdings overlap, where ALLOCTATION CONFIMRAED is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification