InsNew2025

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

InsNew2025

Currency in USD · Last updated May 14, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ACGL Arch Capital Group Ltd.	Financial Services	10%
AJG Arthur J. Gallagher & Co.	Financial Services	10%
DFY.TO Definity Financial Corp	Financial Services	10%
FFH.TO Fairfax Financial Holdings Limited	Financial Services	10%
IFC.TO Intact Financial Corporation	Financial Services	10%
RSG Republic Services, Inc.	Industrials	5%
STN.TO Stantec Inc.	Industrials	5%
TQQQ ProShares UltraPro QQQ	Leveraged Equities, Leveraged	5%
TSU.TO Trisura Group Ltd.	Financial Services	5%
WCN Waste Connections, Inc.	Industrials	10%
WM Waste Management, Inc.	Industrials	5%
WRB W. R. Berkley Corporation	Financial Services	10%
WSP.TO WSP Global Inc.	Industrials	5%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Nov 18, 2021, corresponding to the inception date of DFY.TO

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.08%	9.75%	-1.63%	12.74%	15.66%	10.77%
InsNew2025	11.46%	3.69%	8.27%	23.23%	N/A	N/A
Portfolio components:
AJG Arthur J. Gallagher & Co.	17.43%	-0.40%	13.12%	34.46%	32.63%	23.76%
ACGL Arch Capital Group Ltd.	1.16%	1.40%	-2.84%	0.34%	34.03%	16.71%
WRB W. R. Berkley Corporation	22.64%	4.72%	19.97%	40.15%	30.47%	19.65%
DFY.TO Definity Financial Corp	12.82%	2.03%	16.54%	43.80%	N/A	N/A
FFH.TO Fairfax Financial Holdings Limited	15.57%	10.75%	19.22%	41.89%	48.19%	15.95%
WM Waste Management, Inc.	10.61%	-3.05%	-0.37%	7.01%	20.04%	18.51%
RSG Republic Services, Inc.	18.92%	-2.43%	12.72%	27.83%	26.27%	21.55%
WCN Waste Connections, Inc.	8.62%	-4.43%	-0.65%	12.59%	16.13%	18.02%
WSP.TO WSP Global Inc.	5.69%	7.03%	7.73%	16.79%	26.59%	21.54%
STN.TO Stantec Inc.	20.94%	10.63%	15.54%	15.49%	28.55%	15.58%
TQQQ ProShares UltraPro QQQ	-12.37%	42.32%	-15.31%	17.64%	32.18%	31.36%
TSU.TO Trisura Group Ltd.	0.35%	15.38%	-6.53%	-16.30%	26.12%	N/A
IFC.TO Intact Financial Corporation	14.00%	-0.58%	8.40%	26.49%	19.46%	15.13%

*Annualized

Monthly Returns

The table below presents the monthly returns of InsNew2025, 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
2025	0.76%	6.17%	1.72%	3.06%	-0.62%								11.46%
2024	6.58%	7.45%	1.66%	-3.35%	3.15%	2.74%	3.10%	4.64%	0.80%	-2.54%	8.14%	-6.12%	28.30%
2023	3.41%	-0.27%	1.80%	3.37%	-0.50%	7.72%	1.01%	-0.27%	-1.48%	0.41%	8.74%	1.62%	28.10%
2022	-4.12%	-1.54%	9.22%	-3.77%	0.71%	-3.10%	4.81%	-0.53%	-3.99%	9.18%	4.96%	-2.86%	7.90%
2021											-3.47%	6.57%	2.88%

Expense Ratio

InsNew2025 has an expense ratio of 0.05%, 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.

TQQQ

ProShares UltraPro QQQ

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 89, InsNew2025 is among the top 11% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AJG Arthur J. Gallagher & Co.	1.56	1.84	1.25	2.46	6.69
ACGL Arch Capital Group Ltd.	0.01	0.03	1.00	-0.12	-0.24
WRB W. R. Berkley Corporation	1.66	2.15	1.31	3.27	8.48
DFY.TO Definity Financial Corp	1.84	2.42	1.30	3.24	9.84
FFH.TO Fairfax Financial Holdings Limited	1.71	2.33	1.33	3.55	11.92
WM Waste Management, Inc.	0.34	0.60	1.09	0.60	1.36
RSG Republic Services, Inc.	1.54	2.07	1.30	3.26	9.50
WCN Waste Connections, Inc.	0.71	0.99	1.14	0.96	2.83
WSP.TO WSP Global Inc.	0.70	1.48	1.19	1.68	5.99
STN.TO Stantec Inc.	0.57	1.29	1.16	1.39	2.84
TQQQ ProShares UltraPro QQQ	0.23	0.74	1.10	0.20	0.52
TSU.TO Trisura Group Ltd.	-0.52	-0.45	0.95	-0.32	-0.72
IFC.TO Intact Financial Corporation	1.38	1.86	1.24	2.36	6.59

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.

InsNew2025 Sharpe ratios as of May 14, 2025 (values are recalculated daily):

1-Year: 1.47
All Time: 1.36

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 0.59 to 1.09, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of InsNew2025 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

InsNew2025 provided a 1.49% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.49%	1.57%	1.19%	1.09%	1.05%	1.13%	1.29%	1.50%	1.37%	1.61%	1.71%	1.76%
Portfolio components:
AJG Arthur J. Gallagher & Co.	0.74%	0.85%	0.98%	1.08%	1.13%	1.46%	1.81%	2.23%	2.47%	2.93%	3.62%	3.06%
ACGL Arch Capital Group Ltd.	5.35%	5.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
WRB W. R. Berkley Corporation	1.96%	2.39%	2.73%	1.22%	2.44%	0.71%	2.43%	2.83%	2.16%	2.27%	0.86%	2.79%
DFY.TO Definity Financial Corp	1.05%	1.09%	1.47%	1.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FFH.TO Fairfax Financial Holdings Limited	0.97%	1.01%	1.10%	1.56%	2.05%	3.01%	2.17%	2.06%	1.96%	2.24%	1.81%	1.80%
WM Waste Management, Inc.	1.38%	1.49%	1.56%	1.66%	1.38%	1.85%	1.80%	2.09%	1.97%	2.31%	2.89%	2.92%
RSG Republic Services, Inc.	0.96%	0.82%	1.25%	1.48%	1.27%	1.72%	1.74%	2.00%	1.97%	2.17%	2.64%	2.68%
WCN Waste Connections, Inc.	0.66%	0.68%	0.70%	0.71%	0.62%	0.74%	0.73%	0.78%	0.70%	1.64%	3.25%	2.61%
WSP.TO WSP Global Inc.	0.58%	0.59%	0.81%	0.95%	0.82%	1.24%	1.69%	2.56%	2.50%	3.36%	3.53%	4.19%
STN.TO Stantec Inc.	0.65%	0.74%	0.75%	1.11%	0.95%	1.54%	1.98%	1.84%	1.42%	1.33%	1.22%	0.29%
TQQQ ProShares UltraPro QQQ	1.43%	1.27%	1.26%	0.57%	0.00%	0.00%	0.06%	0.11%	0.00%	0.00%	0.01%	0.03%
TSU.TO Trisura Group Ltd.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IFC.TO Intact Financial Corporation	1.72%	1.85%	2.16%	2.05%	2.07%	2.20%	2.16%	2.82%	2.44%	2.41%	2.39%	2.29%

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 InsNew2025. 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 InsNew2025 was 13.47%, occurring on Jun 16, 2022. Recovery took 42 trading sessions.

The current InsNew2025 drawdown is 2.65%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-13.47%	Apr 21, 2022	41	Jun 16, 2022	42	Aug 15, 2022	83
-10.09%	Aug 18, 2022	28	Sep 27, 2022	28	Nov 4, 2022	56
-9.43%	Apr 3, 2025	4	Apr 8, 2025	11	Apr 24, 2025	15
-8.33%	Dec 6, 2024	25	Jan 13, 2025	33	Feb 28, 2025	58
-7.81%	Feb 10, 2022	18	Mar 8, 2022	10	Mar 22, 2022	28

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 13 assets, with an effective number of assets of 11.76, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	TSU.TO	ACGL	FFH.TO	WRB	DFY.TO	TQQQ	STN.TO	WM	RSG	AJG	WSP.TO	IFC.TO	WCN	Portfolio
^GSPC	1.00	0.43	0.35	0.44	0.33	0.40	0.95	0.57	0.39	0.42	0.48	0.60	0.46	0.48	0.74
TSU.TO	0.43	1.00	0.26	0.40	0.26	0.39	0.38	0.41	0.19	0.21	0.24	0.40	0.41	0.24	0.54
ACGL	0.35	0.26	1.00	0.30	0.64	0.26	0.23	0.23	0.36	0.38	0.57	0.27	0.34	0.34	0.60
FFH.TO	0.44	0.40	0.30	1.00	0.32	0.42	0.37	0.37	0.27	0.28	0.30	0.42	0.47	0.30	0.63
WRB	0.33	0.26	0.64	0.32	1.00	0.31	0.18	0.24	0.39	0.41	0.58	0.27	0.37	0.38	0.62
DFY.TO	0.40	0.39	0.26	0.42	0.31	1.00	0.32	0.39	0.29	0.33	0.34	0.44	0.59	0.39	0.66
TQQQ	0.95	0.38	0.23	0.37	0.18	0.32	1.00	0.51	0.27	0.31	0.37	0.54	0.37	0.38	0.62
STN.TO	0.57	0.41	0.23	0.37	0.24	0.39	0.51	1.00	0.30	0.32	0.31	0.67	0.46	0.40	0.61
WM	0.39	0.19	0.36	0.27	0.39	0.29	0.27	0.30	1.00	0.87	0.53	0.34	0.35	0.75	0.58
RSG	0.42	0.21	0.38	0.28	0.41	0.33	0.31	0.32	0.87	1.00	0.55	0.35	0.37	0.77	0.62
AJG	0.48	0.24	0.57	0.30	0.58	0.34	0.37	0.31	0.53	0.55	1.00	0.34	0.40	0.52	0.68
WSP.TO	0.60	0.40	0.27	0.42	0.27	0.44	0.54	0.67	0.34	0.35	0.34	1.00	0.50	0.45	0.66
IFC.TO	0.46	0.41	0.34	0.47	0.37	0.59	0.37	0.46	0.35	0.37	0.40	0.50	1.00	0.47	0.71
WCN	0.48	0.24	0.34	0.30	0.38	0.39	0.38	0.40	0.75	0.77	0.52	0.45	0.47	1.00	0.67
Portfolio	0.74	0.54	0.60	0.63	0.62	0.66	0.62	0.61	0.58	0.62	0.68	0.66	0.71	0.67	1.00

The correlation results are calculated based on daily price changes starting from Nov 19, 2021

Performance Analysis

Risk Analysis

Optimization

Factor Model

InsNew2025

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community