PortfoliosLab logoPortfoliosLab logo
main
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for main

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in main, 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.


Loading charts...

Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.30%0.09%8.18%8.17%23.42%19.88%11.91%13.45%
Portfolio
main
-0.15%-0.87%7.08%8.75%23.22%17.00%8.25%
BCE.TO
BCE Inc.
-1.07%-0.02%2.58%6.20%17.08%-12.94%-7.66%-0.62%
T.TO
TELUS Corporation
-1.32%-4.62%-5.59%-4.76%-19.10%-7.71%-6.36%11.79%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF
0.09%3.22%19.43%21.26%44.62%24.93%14.29%13.22%
XBAL.TO
iShares Core Balanced ETF Portfolio
-1.22%-0.75%5.15%5.10%14.15%12.52%4.97%6.67%
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF
-0.10%1.83%17.68%18.16%36.89%21.74%13.62%
XIU.TO
iShares S&P/TSX 60 Index ETF
0.04%0.31%7.79%10.88%28.64%20.84%11.17%11.74%
XSP.TO
iShares Core S&P 500 Index ETF (CAD-Hedged)
-0.02%-1.85%5.53%6.54%19.65%17.64%8.06%12.23%
ZWB.TO
BMO Covered Call Canadian Banks ETF
0.07%3.02%16.19%19.95%49.17%24.94%11.20%11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 13, 2017, main's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +13.1%, while the worst month was Mar 2020 at -17.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, main closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +10.7%, while the worst single day was Mar 12, 2020 at -11.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.78%0.32%-5.74%9.21%3.43%-2.45%7.08%
20252.07%-0.75%-3.03%2.47%5.44%4.72%1.18%3.50%2.22%1.11%0.94%2.78%24.81%
2024-0.10%2.03%2.68%-3.83%3.85%1.07%1.89%4.69%2.22%-3.43%4.07%-5.34%9.57%
20237.78%-3.74%1.93%2.02%-1.96%7.55%2.23%-3.59%-4.04%-4.80%9.92%6.85%20.31%
2022-2.87%-1.43%5.35%-9.34%1.67%-9.89%7.40%-5.27%-11.33%7.27%5.33%-5.18%-19.04%
2021-1.17%4.94%4.30%6.80%3.37%-0.13%1.29%1.24%-4.54%9.19%-3.78%2.15%25.30%

Benchmark Metrics

main has an annualized alpha of 1.25%, beta of 0.82, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since June 13, 2017.


Alpha
1.25%
Beta
0.82
0.78
Upside Capture
95.17%
Downside Capture
98.34%

Expense Ratio

main has an expense ratio of 0.14%, 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

main ranks 53 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


main Risk / Return Rank: 5353
Overall Rank
main Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
main Sortino Ratio Rank: 5353
Sortino Ratio Rank
main Omega Ratio Rank: 5151
Omega Ratio Rank
main Calmar Ratio Rank: 4747
Calmar Ratio Rank
main Martin Ratio Rank: 6161
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 main and compares them with S&P 500 Index.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.12

1.94

+0.19

Sortino ratioReturn per unit of downside risk

2.91

2.63

+0.28

Omega ratioGain probability vs. loss probability

1.38

1.35

+0.03

Calmar ratioReturn relative to maximum drawdown

2.84

2.59

+0.25

Martin ratioReturn relative to average drawdown

13.22

11.84

+1.38


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BCE.TO
BCE Inc.
670.951.441.171.432.89
T.TO
TELUS Corporation
8-1.09-1.360.82-0.78-1.41
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF
984.836.681.9112.4843.23
XBAL.TO
iShares Core Balanced ETF Portfolio
481.472.111.272.048.55
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF
974.216.031.8111.1937.59
XIU.TO
iShares S&P/TSX 60 Index ETF
782.253.031.403.5515.31
XSP.TO
iShares Core S&P 500 Index ETF (CAD-Hedged)
461.502.081.271.707.39
ZWB.TO
BMO Covered Call Canadian Banks ETF
954.095.591.755.5325.00

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.

main Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

  • 1-Year: 2.12
  • 5-Year: 0.56
  • All Time: 0.68

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 1.59 to 2.46, 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 main compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading charts...

Dividends

Dividend yield

main provided a 1.97% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.97%2.21%2.59%2.48%2.45%1.92%2.35%2.54%2.79%2.24%2.46%2.70%
BCE.TO
BCE Inc.
5.18%7.06%11.97%7.42%6.19%5.32%6.12%5.27%5.60%4.75%4.70%4.86%
T.TO
TELUS Corporation
9.82%9.14%7.99%6.17%5.19%4.27%4.70%8.96%9.28%8.27%8.61%8.78%
VDY.TO
Vanguard FTSE Canadian High Dividend Yield Index ETF
2.88%3.59%4.37%4.64%4.42%3.46%4.59%4.25%4.44%3.42%3.25%4.11%
XBAL.TO
iShares Core Balanced ETF Portfolio
2.13%2.27%2.72%2.43%2.12%1.78%2.04%2.31%3.47%3.00%3.72%3.38%
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF
3.31%3.90%4.50%4.42%4.15%3.76%4.85%4.24%5.13%1.92%0.00%0.00%
XIU.TO
iShares S&P/TSX 60 Index ETF
2.21%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%
XSP.TO
iShares Core S&P 500 Index ETF (CAD-Hedged)
1.14%1.23%1.09%1.18%1.37%1.01%1.31%1.73%1.86%1.45%1.76%1.88%
ZWB.TO
BMO Covered Call Canadian Banks ETF
4.93%5.38%6.66%7.62%7.30%5.46%5.80%5.53%5.59%4.80%5.04%5.64%

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the main. 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 main was 39.50%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.

The current main drawdown is 2.64%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-39.50%Mar 2020
1mo 2d5mo 6d
6mo 8dFeb 2020 - Aug 2020
Bear market2022
-27.93%Oct 2022
11mo 11d1y 8mo
2y 7moNov 2021 - Jun 2024
Rate-hike selloffLate 2018
-21.96%Dec 2018
10mo 29d6mo 11d
1y 5moJan 2018 - Jul 2019
2025 selloff2025
-16.37%Apr 2025
4mo1mo 19d
5mo 19dDec 2024 - May 2025
2020 pullback2020
-9.60%Sep 2020
21d1mo 18d
2mo 9dSep 2020 - Nov 2020

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 2.61, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.


Diversification Ratio
1Y
3Y
5Y
All Time
Diversification Ratio

1.17

1.14

1.10

1.09

The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

main correlation to the S&P 500 Index

main has a 0.81 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

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2017

0.82


Benchmark Correlations

Correlation vs. S&P 500 Index. XSP.TO has the highest benchmark correlation at 0.88, while BCE.TO has the lowest at 0.18.

BCE.TO
0.18
T.TO
0.25
ZWB.TO
0.50
VDY.TO
0.52
XIU.TO
0.64
XSP.TO
0.88

Portfolio Correlations

Correlation vs. main. XSP.TO has the highest portfolio correlation at 0.97, while BCE.TO has the lowest at 0.46.

BCE.TO
0.46
T.TO
0.50
ZWB.TO
0.78
VDY.TO
0.81
XIU.TO
0.90
XSP.TO
0.97

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Jun 13, 2017
Diversification Analysis

Find what main is missing

See which holdings overlap, where main is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification