Diversified_CAN
diversified
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 15% |
VFV.TO Vanguard S&P 500 Index ETF | Large Cap Growth Equities | 38% |
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | Dividend, Large Cap Value Equities | 25% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | Global Equities | 22% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Diversified_CAN, 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 Jun 13, 2017, corresponding to the inception date of XDIV.TO
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
| Diversified_CAN | 13.84% | 6.81% | 7.38% | 22.84% | 12.89% | N/A |
| Portfolio components: | ||||||
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 13.96% | 9.32% | 11.88% | 22.87% | 10.45% | N/A |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 9.37% | 7.79% | 4.22% | 18.05% | 7.28% | 7.68% |
VFV.TO Vanguard S&P 500 Index ETF | 16.15% | 5.20% | 7.25% | 24.55% | 14.26% | 14.72% |
QQQ Invesco QQQ | 12.91% | 4.89% | 3.80% | 23.88% | 19.64% | 17.50% |
Monthly Returns
The table below presents the monthly returns of Diversified_CAN, 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 | 0.57% | 3.34% | 3.04% | -3.37% | 4.92% | 1.40% | 1.95% | 3.12% | 13.84% | ||||
| 2023 | 7.90% | -2.27% | 3.26% | 2.42% | -0.60% | 5.64% | 3.01% | -2.80% | -4.07% | -3.06% | 9.33% | 5.10% | 25.31% |
| 2022 | -3.38% | -2.17% | 3.42% | -8.66% | 0.84% | -8.25% | 7.05% | -4.49% | -9.72% | 6.22% | 7.57% | -4.62% | -16.89% |
| 2021 | 0.06% | 2.63% | 4.81% | 4.73% | 2.17% | 0.88% | 1.57% | 2.09% | -3.53% | 6.12% | -2.33% | 4.44% | 25.79% |
| 2020 | -0.14% | -7.36% | -14.69% | 9.30% | 4.81% | 2.93% | 4.39% | 7.63% | -3.96% | -2.59% | 12.32% | 3.64% | 13.86% |
| 2019 | 9.07% | 2.94% | 1.59% | 3.88% | -5.89% | 6.36% | 0.40% | -1.64% | 3.07% | 2.12% | 2.89% | 2.82% | 30.40% |
| 2018 | 4.71% | -4.24% | -2.09% | 0.69% | 1.45% | 0.28% | 2.98% | 1.61% | 0.31% | -7.30% | 0.91% | -8.11% | -9.28% |
| 2017 | 0.18% | 3.22% | 0.09% | 2.18% | 1.98% | 1.80% | 1.52% | 11.46% |
Expense Ratio
Diversified_CAN has an expense ratio of 0.14%, 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 rank of Diversified_CAN is 70, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 1.57 | 2.26 | 1.29 | 1.27 | 6.68 |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 1.41 | 2.02 | 1.25 | 1.06 | 6.66 |
VFV.TO Vanguard S&P 500 Index ETF | 2.00 | 2.78 | 1.36 | 2.03 | 9.49 |
QQQ Invesco QQQ | 1.41 | 1.94 | 1.25 | 1.77 | 6.55 |
Dividends
Dividend yield
Diversified_CAN granted a 2.21% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Diversified_CAN | 2.21% | 2.26% | 2.30% | 1.94% | 2.22% | 2.36% | 2.66% | 1.63% | 1.32% | 1.30% | 1.92% | 1.07% |
| Portfolio components: | ||||||||||||
XDIV.TO iShares Core MSCI Canadian Quality Dividend Index ETF | 4.56% | 4.42% | 4.15% | 3.76% | 4.82% | 4.22% | 5.10% | 1.91% | 0.00% | 0.00% | 0.00% | 0.00% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 2.58% | 2.75% | 2.93% | 2.42% | 1.93% | 2.72% | 2.76% | 2.10% | 2.42% | 2.42% | 5.21% | 1.72% |
VFV.TO Vanguard S&P 500 Index ETF | 1.07% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% | 1.48% | 1.42% |
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
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 Diversified_CAN. 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 Diversified_CAN was 35.79%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current Diversified_CAN drawdown is 1.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.79% | Feb 20, 2020 | 23 | Mar 23, 2020 | 111 | Aug 26, 2020 | 134 |
| -25.03% | Jan 13, 2022 | 192 | Oct 12, 2022 | 300 | Dec 13, 2023 | 492 |
| -18.81% | Jan 29, 2018 | 233 | Dec 24, 2018 | 78 | Apr 16, 2019 | 311 |
| -8.34% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -6.84% | Jul 17, 2024 | 16 | Aug 7, 2024 | 8 | Aug 19, 2024 | 24 |
Volatility
Volatility Chart
The current Diversified_CAN volatility is 4.01%, 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
| XDIV.TO | QQQ | XEF.TO | VFV.TO | |
|---|---|---|---|---|
| XDIV.TO | 1.00 | 0.48 | 0.75 | 0.66 |
| QQQ | 0.48 | 1.00 | 0.67 | 0.87 |
| XEF.TO | 0.75 | 0.67 | 1.00 | 0.80 |
| VFV.TO | 0.66 | 0.87 | 0.80 | 1.00 |