fa
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CNR.TO Canadian National Railway Company | Industrials | 20% |
DOL.TO Dollarama Inc. | Consumer Defensive | 20% |
L.TO Loblaw Companies Limited | Consumer Defensive | 20% |
QQQ Invesco QQQ | Large Cap Blend Equities | 20% |
RY Royal Bank of Canada | Financial Services | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in fa, 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 Oct 9, 2009, corresponding to the inception date of DOL.TO
Returns By Period
As of Aug 27, 2024, the fa returned 20.27% Year-To-Date and 14.52% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| fa | 20.27% | 4.36% | 13.61% | 36.69% | 17.41% | 14.52% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 16.41% | 2.67% | 8.94% | 30.50% | 20.85% | 17.57% |
RY Royal Bank of Canada | 17.85% | 4.53% | 21.71% | 34.57% | 13.40% | 8.63% |
L.TO Loblaw Companies Limited | 33.44% | 5.31% | 19.37% | 51.23% | 20.19% | 13.31% |
CNR.TO Canadian National Railway Company | -5.16% | 2.38% | -9.22% | 7.30% | 6.89% | 6.86% |
DOL.TO Dollarama Inc. | 40.33% | 6.68% | 28.42% | 60.55% | 21.50% | 21.59% |
Monthly Returns
The table below presents the monthly returns of fa, 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 | 0.67% | 4.23% | 2.05% | -1.44% | 8.87% | -1.28% | 2.26% | 20.27% | |||||
| 2023 | 4.94% | -2.64% | 3.58% | 2.66% | -3.28% | 7.53% | 0.55% | -4.29% | -1.39% | -3.34% | 9.13% | 7.59% | 21.69% |
| 2022 | -0.78% | -0.94% | 7.61% | -6.70% | 0.94% | -3.78% | 6.70% | -3.76% | -7.80% | 4.97% | 7.20% | -5.82% | -3.83% |
| 2021 | -2.77% | 1.85% | 9.96% | 1.64% | 2.71% | 1.05% | 3.92% | 3.02% | -3.45% | 8.38% | -2.28% | 6.02% | 33.32% |
| 2020 | 1.53% | -7.89% | -6.71% | 5.77% | 5.13% | 2.22% | 7.38% | 7.13% | -2.40% | -4.76% | 10.33% | 2.06% | 19.40% |
| 2019 | 11.12% | 2.22% | 0.80% | 5.56% | -1.72% | 6.10% | 2.36% | -0.22% | 0.95% | -1.58% | 3.30% | -1.73% | 29.83% |
| 2018 | 4.17% | -6.58% | -1.73% | 0.16% | 3.18% | -0.13% | 2.47% | 1.94% | -2.87% | -7.26% | 2.38% | -7.83% | -12.36% |
| 2017 | 3.64% | 1.31% | 4.10% | 0.98% | 3.78% | 1.78% | 1.01% | 0.95% | 3.77% | 0.03% | 2.19% | 3.10% | 30.00% |
| 2016 | -4.00% | 4.17% | 11.78% | 1.13% | -1.70% | -0.90% | 5.90% | 0.32% | 0.86% | -2.31% | 3.06% | 1.43% | 20.53% |
| 2015 | -7.69% | 6.13% | -0.20% | 3.30% | -2.72% | 0.01% | 3.01% | -5.66% | 2.87% | 4.90% | -1.36% | -6.50% | -4.97% |
| 2014 | -5.47% | 5.22% | -0.16% | 3.52% | 1.89% | 3.55% | 3.66% | 3.51% | -1.00% | 2.05% | 3.71% | -0.40% | 21.47% |
| 2013 | 2.05% | 0.58% | 2.44% | 3.32% | 2.56% | -2.71% | 5.08% | -4.02% | 7.14% | 5.70% | -2.36% | 1.42% | 22.60% |
Expense Ratio
fa has an expense ratio of 0.04%, 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 risk-adjusted rank of fa is 90, placing it in the top 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.56 | 2.13 | 1.28 | 1.93 | 7.40 |
RY Royal Bank of Canada | 1.97 | 2.88 | 1.36 | 1.18 | 8.42 |
L.TO Loblaw Companies Limited | 2.92 | 4.06 | 1.51 | 3.20 | 21.17 |
CNR.TO Canadian National Railway Company | 0.37 | 0.62 | 1.08 | 0.33 | 1.03 |
DOL.TO Dollarama Inc. | 2.55 | 3.77 | 1.47 | 6.28 | 21.73 |
Dividends
Dividend yield
fa granted a 1.49% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| fa | 1.49% | 1.62% | 1.67% | 1.39% | 1.69% | 1.74% | 1.55% | 1.15% | 1.27% | 1.44% | 1.29% | 1.24% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
RY Royal Bank of Canada | 3.50% | 3.93% | 4.13% | 3.28% | 3.86% | 3.88% | 4.29% | 3.28% | 3.59% | 4.54% | 3.73% | 3.69% |
L.TO Loblaw Companies Limited | 1.07% | 1.36% | 1.32% | 1.35% | 2.04% | 1.85% | 0.52% | 0.05% | 0.04% | 0.05% | 0.05% | 0.07% |
CNR.TO Canadian National Railway Company | 2.05% | 1.90% | 1.82% | 1.58% | 1.64% | 1.83% | 1.80% | 1.59% | 1.66% | 1.62% | 1.25% | 1.42% |
DOL.TO Dollarama Inc. | 0.24% | 0.28% | 0.27% | 0.31% | 0.34% | 0.39% | 0.25% | 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 fa. 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 fa was 28.80%, occurring on Mar 23, 2020. Recovery took 81 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.8% | Jan 24, 2020 | 41 | Mar 23, 2020 | 81 | Jul 15, 2020 | 122 |
| -20.62% | Oct 27, 2015 | 60 | Jan 20, 2016 | 48 | Mar 30, 2016 | 108 |
| -19.73% | Jan 29, 2018 | 233 | Dec 24, 2018 | 80 | Apr 18, 2019 | 313 |
| -16.05% | Mar 31, 2022 | 138 | Oct 12, 2022 | 180 | Jun 27, 2023 | 318 |
| -14.15% | May 20, 2011 | 57 | Aug 8, 2011 | 102 | Dec 30, 2011 | 159 |
Volatility
Volatility Chart
The current fa volatility is 4.16%, 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
| DOL.TO | L.TO | QQQ | RY | CNR.TO | |
|---|---|---|---|---|---|
| DOL.TO | 1.00 | 0.39 | 0.35 | 0.40 | 0.38 |
| L.TO | 0.39 | 1.00 | 0.35 | 0.43 | 0.43 |
| QQQ | 0.35 | 0.35 | 1.00 | 0.50 | 0.52 |
| RY | 0.40 | 0.43 | 0.50 | 1.00 | 0.57 |
| CNR.TO | 0.38 | 0.43 | 0.52 | 0.57 | 1.00 |