Defensive Growth
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50.52% |
CSU.TO Constellation Software Inc. | Technology | 17.61% |
ATD.TO Alimentation Couche-Tard Inc. | Consumer Cyclical | 13.92% |
DOL.TO Dollarama Inc. | Consumer Defensive | 11.36% |
TD.TO The Toronto-Dominion Bank | Financial Services | 6.59% |
Performance
The chart shows the growth of an initial investment of $10,000 in Defensive Growth, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns
As of Dec 9, 2023, the Defensive Growth returned 27.65% Year-To-Date and 16.83% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Defensive Growth | 27.65% | 5.81% | 12.00% | 25.40% | 18.65% | 16.92% |
| Portfolio components: | ||||||
TD.TO The Toronto-Dominion Bank | -3.17% | 0.01% | 4.88% | -5.57% | 7.53% | 9.66% |
CSU.TO Constellation Software Inc. | 59.18% | 12.53% | 21.92% | 62.99% | 33.25% | 35.18% |
ATD.TO Alimentation Couche-Tard Inc. | 29.77% | -1.78% | 19.29% | 23.80% | 19.03% | 20.27% |
DOL.TO Dollarama Inc. | 26.23% | 1.55% | 20.20% | 16.93% | 25.44% | 22.38% |
VOO Vanguard S&P 500 ETF | 21.81% | 5.29% | 7.89% | 18.08% | 13.75% | 11.91% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.02% | 6.26% | 2.02% | -1.55% | -2.07% | -1.19% | 9.68% |
Dividend yield
Defensive Growth granted a 1.22% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Defensive Growth | 1.22% | 1.31% | 1.03% | 1.25% | 1.79% | 1.54% | 1.34% | 1.50% | 1.63% | 1.57% | 1.59% | 2.08% |
| Portfolio components: | ||||||||||||
TD.TO The Toronto-Dominion Bank | 4.74% | 4.06% | 3.26% | 4.32% | 3.97% | 3.85% | 3.19% | 3.26% | 3.69% | 3.31% | 3.24% | 3.56% |
CSU.TO Constellation Software Inc. | 0.16% | 0.25% | 0.29% | 0.30% | 2.53% | 0.60% | 0.68% | 0.86% | 1.09% | 1.29% | 1.84% | 3.31% |
ATD.TO Alimentation Couche-Tard Inc. | 0.78% | 0.79% | 0.70% | 0.69% | 0.61% | 0.57% | 0.55% | 0.50% | 0.36% | 0.33% | 0.42% | 0.62% |
DOL.TO Dollarama Inc. | 0.27% | 0.27% | 0.31% | 0.34% | 0.39% | 0.48% | 0.27% | 0.40% | 0.71% | 1.27% | 0.60% | 0.71% |
VOO Vanguard S&P 500 ETF | 1.47% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% | 2.18% |
Expense Ratio
The Defensive Growth has an expense ratio of 0.02% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
TD.TO The Toronto-Dominion Bank | -0.29 | ||||
CSU.TO Constellation Software Inc. | 3.00 | ||||
ATD.TO Alimentation Couche-Tard Inc. | 1.43 | ||||
DOL.TO Dollarama Inc. | 1.12 | ||||
VOO Vanguard S&P 500 ETF | 1.40 |
Asset Correlations Table
| ATD.TO | CSU.TO | DOL.TO | TD.TO | VOO | |
|---|---|---|---|---|---|
| ATD.TO | 1.00 | 0.31 | 0.36 | 0.37 | 0.36 |
| CSU.TO | 0.31 | 1.00 | 0.35 | 0.37 | 0.43 |
| DOL.TO | 0.36 | 0.35 | 1.00 | 0.40 | 0.40 |
| TD.TO | 0.37 | 0.37 | 0.40 | 1.00 | 0.61 |
| VOO | 0.36 | 0.43 | 0.40 | 0.61 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Defensive Growth. 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 was 32.80%, occurring on Mar 23, 2020. Recovery took 86 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.8% | Feb 11, 2020 | 29 | Mar 23, 2020 | 86 | Jul 22, 2020 | 115 |
| -18.97% | Aug 31, 2018 | 81 | Dec 24, 2018 | 41 | Feb 22, 2019 | 122 |
| -18.24% | Apr 5, 2022 | 135 | Oct 12, 2022 | 153 | May 19, 2023 | 288 |
| -16.14% | Dec 2, 2015 | 50 | Feb 11, 2016 | 44 | Apr 15, 2016 | 94 |
| -15.33% | Jul 22, 2011 | 51 | Oct 3, 2011 | 74 | Jan 17, 2012 | 125 |
Volatility Chart
The current Defensive Growth volatility is 1.80%, 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.