Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BMO.TO Bank of Montreal | Financial Services | 11.85% |
CM.TO Canadian Imperial Bank of Commerce | Financial Services | 11.16% |
DFN.TO Dividend 15 Split Corp. | Financial Services | 41.16% |
NA.TO National Bank of Canada | Financial Services | 11.56% |
RY.TO Royal Bank of Canada | Financial Services | 11.84% |
TD.TO The Toronto-Dominion Bank | Financial Services | 12.42% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Dec 12, 2025 | Buy | Royal Bank of Canada | 500 | CA$108.06 |
| Dec 12, 2025 | Buy | Bank of Montreal | 600 | CA$95.76 |
| Dec 12, 2025 | Buy | Canadian Imperial Bank of Commerce | 800 | CA$55.08 |
| Dec 12, 2025 | Buy | The Toronto-Dominion Bank | 900 | CA$69.91 |
| Dec 12, 2025 | Buy | Dividend 15 Split Corp. | 53842 | CA$6.30 |
| Dec 12, 2025 | Buy | National Bank of Canada | 600 | CA$113.83 |
Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in DC - Cash acct , comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.48% | -1.70% | -2.42% | -2.28% | 13.57% | 18.26% | 12.69% | 12.98% |
Portfolio DC - Cash acct | 0.16% | -1.81% | 3.67% | — | — | — | — | — |
| Portfolio components: | ||||||||
RY.TO Royal Bank of Canada | 0.18% | 0.25% | -2.15% | 12.83% | 42.91% | 24.72% | 18.71% | 16.13% |
BMO.TO Bank of Montreal | -0.42% | -3.56% | 7.33% | 6.18% | 41.32% | 21.45% | 16.13% | 14.24% |
CM.TO Canadian Imperial Bank of Commerce | 0.29% | -1.63% | 8.55% | 20.87% | 67.37% | 38.80% | 22.72% | 16.45% |
TD.TO The Toronto-Dominion Bank | 0.91% | -0.82% | 3.29% | 21.36% | 60.88% | 22.63% | 14.85% | 13.60% |
DFN.TO Dividend 15 Split Corp. | 0.00% | -2.08% | 2.18% | 17.29% | 62.38% | 18.67% | 15.95% | 11.29% |
NA.TO National Bank of Canada | 0.38% | -2.44% | 7.94% | 25.70% | 56.95% | 28.88% | 21.36% | 20.58% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 12, 2025, DC - Cash acct 's average daily return is +0.73%, while the average monthly return is +11.19%. At this rate, your investment would double in approximately 0.5 years.
Historically, 80% of months were positive and 20% were negative. The best month was Dec 2025 with a return of +52.2%, while the worst month was Mar 2026 at -3.6%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.
On a daily basis, DC - Cash acct closed higher 55% of trading days. The best single day was Dec 12, 2025 with a return of +49.1%, while the worst single day was Mar 6, 2026 at -2.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.85% | 3.29% | -3.57% | 1.20% | 3.67% | ||||||||
| 2025 | 52.19% | 52.19% |
Benchmark Metrics
DC - Cash acct has an annualized alpha of 534.07%, beta of -0.12, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since December 12, 2025.
- This portfolio captured 324.57% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -2342.05%) — a profile typical of hedging or uncorrelated assets.
- Beta of -0.12 may look defensive, but with R² of 0.00 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.00 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 534.07%
- Beta
- -0.12
- R²
- 0.00
- Upside Capture
- 324.57%
- Downside Capture
- -2,342.05%
Expense Ratio
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 | |
|---|---|---|---|---|---|---|
RY.TO Royal Bank of Canada | 95 | 2.82 | 3.80 | 1.53 | 5.45 | 18.60 |
BMO.TO Bank of Montreal | 90 | 2.17 | 2.77 | 1.40 | 3.94 | 12.56 |
CM.TO Canadian Imperial Bank of Commerce | 98 | 4.09 | 5.23 | 1.72 | 7.71 | 30.81 |
TD.TO The Toronto-Dominion Bank | 98 | 3.95 | 4.78 | 1.71 | 8.31 | 33.92 |
DFN.TO Dividend 15 Split Corp. | 97 | 3.45 | 4.25 | 1.75 | 5.47 | 26.25 |
NA.TO National Bank of Canada | 96 | 3.15 | 4.25 | 1.64 | 4.97 | 20.30 |
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Dividends
Dividend yield
DC - Cash acct provided a 2.79% dividend yield over the last twelve months.
| TTM | 2025 | |
|---|---|---|
| Portfolio | 2.79% | 0.73% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | CA$8,178.20 | CA$5,384.20 | CA$6,984.20 | CA$0.00 | CA$20,546.60 | ||||||||
| 2025 | CA$6,984.20 | CA$6,984.20 |
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 DC - Cash acct . 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 DC - Cash acct was 7.84%, occurring on Mar 20, 2026. The portfolio has not yet recovered.
The current DC - Cash acct drawdown is 4.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.84% | Feb 27, 2026 | 16 | Mar 20, 2026 | — | — | — |
| -2.88% | Feb 4, 2026 | 2 | Feb 5, 2026 | 2 | Feb 9, 2026 | 4 |
| -2.35% | Feb 11, 2026 | 2 | Feb 12, 2026 | 5 | Feb 20, 2026 | 7 |
| -1.8% | Jan 16, 2026 | 3 | Jan 20, 2026 | 7 | Jan 29, 2026 | 10 |
| -0.86% | Feb 23, 2026 | 2 | Feb 24, 2026 | 1 | Feb 25, 2026 | 3 |
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 4.18, 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 | DFN.TO | NA.TO | CM.TO | BMO.TO | RY.TO | TD.TO | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.49 | 0.51 | 0.46 | 0.55 | 0.59 | 0.60 | 0.55 |
| DFN.TO | 0.49 | 1.00 | 0.45 | 0.61 | 0.57 | 0.56 | 0.59 | 0.84 |
| NA.TO | 0.51 | 0.45 | 1.00 | 0.61 | 0.60 | 0.62 | 0.70 | 0.66 |
| CM.TO | 0.46 | 0.61 | 0.61 | 1.00 | 0.81 | 0.72 | 0.79 | 0.84 |
| BMO.TO | 0.55 | 0.57 | 0.60 | 0.81 | 1.00 | 0.80 | 0.79 | 0.81 |
| RY.TO | 0.59 | 0.56 | 0.62 | 0.72 | 0.80 | 1.00 | 0.85 | 0.79 |
| TD.TO | 0.60 | 0.59 | 0.70 | 0.79 | 0.79 | 0.85 | 1.00 | 0.82 |
| Portfolio | 0.55 | 0.84 | 0.66 | 0.84 | 0.81 | 0.79 | 0.82 | 1.00 |