Defensive Growth (Some Value)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BEP Brookfield Renewable Partners L.P. | Utilities | 13.44% |
CSU.TO Constellation Software Inc. | Technology | 32.83% |
DOL.TO Dollarama Inc. | Consumer Defensive | 8.41% |
GSY.TO goeasy Ltd. | Financial Services | 7.52% |
TOI.V Topicus.com Inc. | Technology | 10.05% |
VFV.TO Vanguard S&P 500 Index ETF | Large Cap Growth Equities | 27.75% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Defensive Growth (Some Value), 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 Quarterly
The earliest data available for this chart is Feb 2, 2021, corresponding to the inception date of TOI.V
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Defensive Growth (Some Value) | 25.47% | -0.66% | 10.75% | 37.88% | N/A | N/A |
| Portfolio components: | ||||||
GSY.TO goeasy Ltd. | 9.31% | -6.50% | -0.89% | 47.46% | 26.22% | 26.76% |
CSU.TO Constellation Software Inc. | 29.98% | 0.35% | 19.94% | 44.60% | 30.51% | 32.63% |
DOL.TO Dollarama Inc. | 48.22% | 1.80% | 19.54% | 47.23% | 26.43% | 24.44% |
VFV.TO Vanguard S&P 500 Index ETF | 26.48% | 2.96% | 13.20% | 34.53% | 16.82% | 15.53% |
BEP Brookfield Renewable Partners L.P. | 0.46% | -2.99% | -7.14% | 11.37% | 6.00% | 10.81% |
TOI.V Topicus.com Inc. | 29.60% | -8.96% | 1.87% | 32.31% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Defensive Growth (Some Value), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 5.40% | 2.79% | 0.40% | -3.87% | 10.58% | 0.68% | 3.93% | 3.38% | 1.83% | -5.05% | 25.47% | ||
| 2023 | 10.72% | -1.23% | 6.37% | 0.96% | 2.99% | 5.03% | 1.89% | -3.56% | -5.04% | -2.12% | 13.45% | 5.71% | 39.16% |
| 2022 | -6.93% | -1.58% | 4.90% | -10.43% | -0.47% | -5.11% | 10.17% | -5.66% | -9.61% | 4.06% | 7.12% | -5.97% | -19.96% |
| 2021 | 0.37% | 8.19% | 5.41% | -2.53% | 4.62% | 3.98% | 7.54% | -3.31% | 6.35% | -5.71% | 6.16% | 34.37% |
Expense Ratio
Defensive Growth (Some Value) has an expense ratio of 0.02%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Defensive Growth (Some Value) is 50, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
GSY.TO goeasy Ltd. | 1.20 | 1.70 | 1.23 | 1.01 | 5.27 |
CSU.TO Constellation Software Inc. | 1.75 | 2.32 | 1.30 | 3.71 | 10.08 |
DOL.TO Dollarama Inc. | 2.10 | 3.25 | 1.41 | 5.01 | 18.69 |
VFV.TO Vanguard S&P 500 Index ETF | 2.87 | 3.90 | 1.54 | 4.15 | 18.79 |
BEP Brookfield Renewable Partners L.P. | 0.26 | 0.68 | 1.08 | 0.18 | 0.86 |
TOI.V Topicus.com Inc. | 0.91 | 1.47 | 1.18 | 0.63 | 3.98 |
Dividends
Dividend yield
Defensive Growth (Some Value) provided a 1.55% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.55% | 1.28% | 1.41% | 0.96% | 1.01% | 2.33% | 1.91% | 1.53% | 1.98% | 2.05% | 1.94% | 2.64% |
| Portfolio components: | ||||||||||||
GSY.TO goeasy Ltd. | 2.51% | 2.43% | 3.42% | 1.47% | 1.86% | 1.78% | 2.52% | 1.94% | 2.05% | 2.11% | 1.69% | 1.97% |
CSU.TO Constellation Software Inc. | 0.12% | 0.16% | 0.25% | 0.22% | 0.33% | 2.78% | 0.66% | 0.74% | 0.94% | 0.99% | 1.42% | 2.01% |
DOL.TO Dollarama Inc. | 0.23% | 0.28% | 0.27% | 0.31% | 0.34% | 0.39% | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFV.TO Vanguard S&P 500 Index ETF | 0.99% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% | 1.48% | 1.42% |
BEP Brookfield Renewable Partners L.P. | 5.55% | 5.14% | 5.05% | 3.40% | 2.68% | 6.08% | 7.57% | 5.36% | 7.87% | 8.33% | 6.95% | 10.75% |
TOI.V Topicus.com Inc. | 2.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Defensive Growth (Some Value). 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 Defensive Growth (Some Value) was 26.55%, occurring on Oct 14, 2022. Recovery took 181 trading sessions.
The current Defensive Growth (Some Value) drawdown is 1.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.55% | Oct 29, 2021 | 248 | Oct 14, 2022 | 181 | Jun 30, 2023 | 429 |
| -12.47% | Jul 26, 2023 | 67 | Oct 27, 2023 | 16 | Nov 20, 2023 | 83 |
| -5.92% | Jul 29, 2024 | 8 | Aug 7, 2024 | 10 | Aug 21, 2024 | 18 |
| -5.56% | Mar 8, 2024 | 37 | Apr 30, 2024 | 4 | May 6, 2024 | 41 |
| -5.39% | Sep 17, 2021 | 13 | Oct 5, 2021 | 9 | Oct 18, 2021 | 22 |
Volatility
Volatility Chart
The current Defensive Growth (Some Value) volatility is 3.83%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| TOI.V | BEP | DOL.TO | GSY.TO | CSU.TO | VFV.TO | |
|---|---|---|---|---|---|---|
| TOI.V | 1.00 | 0.21 | 0.22 | 0.28 | 0.27 | 0.25 |
| BEP | 0.21 | 1.00 | 0.29 | 0.32 | 0.33 | 0.38 |
| DOL.TO | 0.22 | 0.29 | 1.00 | 0.33 | 0.40 | 0.42 |
| GSY.TO | 0.28 | 0.32 | 0.33 | 1.00 | 0.47 | 0.59 |
| CSU.TO | 0.27 | 0.33 | 0.40 | 0.47 | 1.00 | 0.58 |
| VFV.TO | 0.25 | 0.38 | 0.42 | 0.59 | 0.58 | 1.00 |