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Defensive Growth
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


CSU.TO 31.38%VOO 28.31%ATD.TO 13.58%WSP.TO 9.75%GSY.TO 8.75%DOL.TO 8.23%EquityEquity
PositionCategory/SectorWeight
ATD.TO
Alimentation Couche-Tard Inc.
Consumer Cyclical

13.58%

CSU.TO
Constellation Software Inc.
Technology

31.38%

DOL.TO
Dollarama Inc.
Consumer Defensive

8.23%

GSY.TO
goeasy Ltd.
Financial Services

8.75%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

28.31%

WSP.TO
WSP Global Inc.
Industrials

9.75%

S&P 500

Performance

Performance Chart

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


500.00%1,000.00%1,500.00%2,000.00%2,500.00%FebruaryMarchAprilMayJuneJuly
2,486.67%
398.56%
Defensive Growth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Jul 22, 2024, the Defensive Growth returned 17.84% Year-To-Date and 22.03% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Defensive Growth17.84%4.84%12.44%33.27%22.60%22.03%
CSU.TO
Constellation Software Inc.
23.81%10.30%12.65%44.56%26.19%29.40%
VOO
Vanguard S&P 500 ETF
16.29%0.91%14.59%23.21%14.46%12.56%
DOL.TO
Dollarama Inc.
28.50%2.13%25.30%38.58%20.17%21.01%
GSY.TO
goeasy Ltd.
16.15%0.06%11.61%49.86%30.46%23.93%
ATD.TO
Alimentation Couche-Tard Inc.
1.86%5.06%-1.37%17.82%14.75%15.97%
WSP.TO
WSP Global Inc.
14.47%4.96%11.46%18.79%24.12%18.93%

Monthly Returns

The table below presents the monthly returns of Defensive Growth, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.26%4.19%-0.50%-2.75%6.27%2.32%17.84%
20239.29%-1.74%3.58%1.75%1.64%5.33%2.90%-1.13%-2.38%-1.34%11.89%5.83%40.59%
2022-6.41%-2.51%4.93%-8.27%0.53%-7.26%11.63%-5.13%-8.36%6.91%6.43%-4.96%-14.08%
2021-4.27%4.39%7.19%6.72%0.68%4.34%4.94%4.44%-4.04%5.60%-2.78%8.24%40.37%
20203.15%-6.82%-14.84%12.82%10.94%0.30%5.85%3.52%-1.94%-4.62%15.33%7.60%30.68%
201913.58%7.00%1.12%4.98%-1.68%7.77%1.65%-0.07%2.35%0.31%7.15%-2.06%49.61%
20184.99%-3.76%0.26%1.59%5.14%-0.11%0.45%5.12%-1.43%-7.91%0.82%-8.19%-4.10%
20173.73%2.19%2.33%-0.82%5.05%1.69%1.97%1.62%0.60%3.68%5.07%3.12%34.60%
2016-6.67%5.83%3.76%0.01%0.88%-2.28%3.43%6.07%2.45%1.13%0.19%-0.81%14.13%
2015-7.13%11.93%2.01%5.77%0.02%0.03%4.17%-4.80%1.54%3.59%2.10%-4.84%13.71%
2014-2.71%5.56%3.78%-0.17%2.14%4.54%-1.68%4.34%-0.06%5.50%2.68%2.95%29.93%
20134.50%-1.18%5.16%7.66%0.25%-0.59%5.35%3.19%7.48%5.40%1.97%8.11%58.20%

Expense Ratio

Defensive Growth has an expense ratio of 0.01%, 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.


Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Defensive Growth is 88, placing it in the top 12% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Defensive Growth is 8888
Defensive Growth
The Sharpe Ratio Rank of Defensive Growth is 8787Sharpe Ratio Rank
The Sortino Ratio Rank of Defensive Growth is 8787Sortino Ratio Rank
The Omega Ratio Rank of Defensive Growth is 8787Omega Ratio Rank
The Calmar Ratio Rank of Defensive Growth is 9191Calmar Ratio Rank
The Martin Ratio Rank of Defensive Growth is 8989Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Defensive Growth
Sharpe ratio
The chart of Sharpe ratio for Defensive Growth, currently valued at 2.33, compared to the broader market-1.000.001.002.003.004.002.33
Sortino ratio
The chart of Sortino ratio for Defensive Growth, currently valued at 3.28, compared to the broader market-2.000.002.004.006.003.28
Omega ratio
The chart of Omega ratio for Defensive Growth, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for Defensive Growth, currently valued at 4.00, compared to the broader market0.002.004.006.008.0010.004.00
Martin ratio
The chart of Martin ratio for Defensive Growth, currently valued at 14.26, compared to the broader market0.0010.0020.0030.0040.0014.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CSU.TO
Constellation Software Inc.
2.112.811.364.6612.48
VOO
Vanguard S&P 500 ETF
1.982.801.351.927.71
DOL.TO
Dollarama Inc.
1.692.661.334.1413.31
GSY.TO
goeasy Ltd.
1.391.971.250.915.17
ATD.TO
Alimentation Couche-Tard Inc.
0.861.291.161.252.67
WSP.TO
WSP Global Inc.
0.861.251.161.293.17

Sharpe Ratio

The current Defensive Growth Sharpe ratio is 2.33. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.05, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Defensive Growth with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
2.33
1.82
Defensive Growth
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Defensive Growth granted a 0.81% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Defensive Growth0.81%0.88%1.08%0.75%0.94%1.70%1.28%1.15%1.38%1.44%1.53%1.78%
CSU.TO
Constellation Software Inc.
0.13%0.16%0.25%0.21%0.32%2.54%0.60%0.68%0.86%0.90%1.29%1.83%
VOO
Vanguard S&P 500 ETF
1.31%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
DOL.TO
Dollarama Inc.
0.26%0.28%0.27%0.31%0.34%0.39%0.48%0.27%0.40%0.44%0.52%0.60%
GSY.TO
goeasy Ltd.
2.27%2.43%3.42%1.47%1.86%1.78%2.52%1.94%2.05%2.11%1.69%1.97%
ATD.TO
Alimentation Couche-Tard Inc.
0.81%0.76%0.79%0.70%0.68%0.15%0.00%0.00%0.00%0.00%0.01%0.07%
WSP.TO
WSP Global Inc.
0.68%0.81%0.95%0.82%1.24%1.69%2.56%2.50%3.36%3.53%4.19%4.65%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.45%
-2.86%
Defensive Growth
Benchmark (^GSPC)
Portfolio components

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 35.96%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current Defensive Growth drawdown is 1.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.96%Feb 14, 202026Mar 23, 202084Jul 20, 2020110
-21.94%Jan 4, 2022201Oct 14, 2022161Jun 2, 2023362
-20.8%Aug 31, 201881Dec 24, 201836Feb 14, 2019117
-19.37%Dec 2, 201547Feb 8, 2016129Aug 9, 2016176
-16.59%Jul 22, 201152Oct 4, 201174Jan 18, 2012126

Volatility

Volatility Chart

The current Defensive Growth volatility is 3.64%, 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.


2.00%3.00%4.00%5.00%6.00%FebruaryMarchAprilMayJuneJuly
3.64%
2.76%
Defensive Growth
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

GSY.TOATD.TODOL.TOCSU.TOWSP.TOVOO
GSY.TO1.000.240.240.280.340.38
ATD.TO0.241.000.360.310.310.36
DOL.TO0.240.361.000.340.350.39
CSU.TO0.280.310.341.000.340.43
WSP.TO0.340.310.350.341.000.47
VOO0.380.360.390.430.471.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010