Asset Allocation
Find the right asset allocation for PP - 11 etfs + BTC + ETH + WMT_V5 F - Tuning
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in PP - 11 etfs + BTC + ETH + WMT_V5 F - Tuning, 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 Every year.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -2.55% | 1.59% | 9.53% | 7.06% | 25.21% | 21.24% | 14.93% | 14.26% |
Portfolio PP - 11 etfs + BTC + ETH + WMT_V5 F - Tuning | 0.00% | -0.27% | 11.03% | 10.24% | 26.27% | 27.86% | 19.46% | — |
| Portfolio components: | ||||||||
AVDV Avantis International Small Cap Value ETF | -3.10% | -1.45% | 14.67% | 15.35% | 42.24% | 28.32% | 16.28% | — |
BTC-USD Bitcoin | 0.00% | -22.52% | -29.17% | -31.95% | -40.52% | 33.78% | 16.02% | 60.84% |
COST Costco Wholesale Corporation | 0.04% | -1.93% | 14.76% | 8.51% | -2.02% | 26.54% | 24.91% | 23.40% |
DXJ WisdomTree Japan Hedged Equity Fund | -2.35% | 3.43% | 19.22% | 20.09% | 53.41% | 32.97% | 29.19% | 18.82% |
ETH-USD Ethereum | 0.00% | -30.16% | -45.83% | -47.83% | -35.01% | -3.75% | -6.21% | 61.13% |
HXQ.TO Horizons NASDAQ-100 Index ETF | -4.36% | 1.23% | 16.83% | 13.99% | 36.08% | 28.00% | 19.92% | 21.98% |
IVLU iShares MSCI Intl Value Factor ETF | -2.39% | 1.39% | 12.19% | 13.51% | 34.35% | 24.81% | 16.76% | 11.49% |
LVHI Franklin International Low Volatility High Dividend Index ETF | -0.85% | 2.20% | 12.75% | 12.69% | 31.04% | 22.02% | 18.91% | — |
SPMO Invesco S&P 500 Momentum ETF | -5.51% | 2.13% | 23.13% | 19.56% | 38.52% | 41.20% | 25.94% | 21.07% |
VIU.TO Vanguard FTSE Developed All Cap ex North America Index ETF | -3.53% | -0.55% | 12.95% | 14.89% | 28.34% | 19.14% | 11.35% | 10.07% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 27, 2019, PP - 11 etfs + BTC + ETH + WMT_V5 F - Tuning's average daily return is +0.06%, while the average monthly return is +1.61%. At this rate, an investment would double in approximately 3.6 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +12.6%, while the worst month was Mar 2020 at -9.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, PP - 11 etfs + BTC + ETH + WMT_V5 F - Tuning closed higher 40% of trading days. The best single day was Mar 13, 2020 with a return of +8.3%, while the worst single day was Mar 12, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.84% | 3.66% | -3.35% | 6.30% | 4.33% | -1.88% | 11.03% | ||||||
| 2025 | 5.16% | -0.44% | -3.63% | -0.61% | 6.17% | 2.27% | 2.76% | 2.08% | 4.29% | 1.61% | 1.02% | -0.69% | 21.42% |
| 2024 | 2.80% | 7.94% | 4.06% | -2.95% | 5.87% | 0.86% | 2.55% | 0.26% | 2.08% | 1.68% | 7.30% | -0.14% | 36.81% |
| 2023 | 6.47% | -0.48% | 3.15% | 3.00% | -2.41% | 3.41% | 2.16% | -0.26% | -2.03% | 1.68% | 5.86% | 3.06% | 25.82% |
| 2022 | -3.55% | -1.90% | 1.62% | -3.94% | -2.13% | -7.39% | 5.85% | -1.87% | -3.58% | 6.68% | 6.31% | -3.95% | -8.67% |
| 2021 | 1.54% | 2.00% | 5.64% | 1.63% | -2.09% | 3.20% | 2.93% | 5.10% | -3.43% | 5.79% | 0.09% | 0.84% | 25.30% |
Benchmark Metrics
PP - 11 etfs + BTC + ETH + WMT_V5 F - Tuning has an annualized alpha of 7.42%, beta of 0.76, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (99.04%) than losses (74.95%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 7.42% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 7.42%
- Beta
- 0.76
- R²
- 0.86
- Upside Capture
- 99.04%
- Downside Capture
- 74.95%
Expense Ratio
PP - 11 etfs + BTC + ETH + WMT_V5 F - Tuning has an expense ratio of 0.21%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
PP - 11 etfs + BTC + ETH + WMT_V5 F - Tuning ranks 77 for risk / return — better than 77% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for PP - 11 etfs + BTC + ETH + WMT_V5 F - Tuning and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.24 | 2.11 | +0.14 |
| Sortino ratioReturn per unit of downside risk | 3.10 | 2.89 | +0.20 |
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | 2.89 | +0.86 |
| Martin ratioReturn relative to average drawdown | 15.01 | 10.80 | +4.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 81 | 2.62 | 3.44 | 1.46 | 3.30 | 13.63 |
BTC-USD Bitcoin | 29 | -0.96 | -1.37 | 0.84 | -0.79 | -1.38 |
COST Costco Wholesale Corporation | 35 | -0.09 | 0.02 | 1.00 | -0.11 | -0.27 |
DXJ WisdomTree Japan Hedged Equity Fund | 92 | 3.11 | 4.12 | 1.54 | 5.19 | 19.61 |
ETH-USD Ethereum | 67 | -0.53 | -0.45 | 0.95 | -0.52 | -0.90 |
HXQ.TO Horizons NASDAQ-100 Index ETF | 72 | 2.33 | 3.00 | 1.42 | 3.05 | 9.76 |
IVLU iShares MSCI Intl Value Factor ETF | 72 | 2.22 | 3.03 | 1.39 | 3.05 | 11.64 |
LVHI Franklin International Low Volatility High Dividend Index ETF | 92 | 3.09 | 4.34 | 1.55 | 5.64 | 19.20 |
SPMO Invesco S&P 500 Momentum ETF | 69 | 2.14 | 2.84 | 1.38 | 3.10 | 10.46 |
VIU.TO Vanguard FTSE Developed All Cap ex North America Index ETF | 60 | 1.85 | 2.55 | 1.35 | 2.48 | 9.96 |
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Dividends
Dividend yield
PP - 11 etfs + BTC + ETH + WMT_V5 F - Tuning provided a 1.91% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.91% | 2.03% | 2.07% | 3.03% | 2.89% | 1.93% | 2.01% | 2.66% | 3.25% | 1.95% | 1.95% | 1.31% |
| Portfolio components: | ||||||||||||
AVDV Avantis International Small Cap Value ETF | 2.82% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
DXJ WisdomTree Japan Hedged Equity Fund | 1.10% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
ETH-USD Ethereum | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HXQ.TO Horizons NASDAQ-100 Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVLU iShares MSCI Intl Value Factor ETF | 3.36% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 4.80% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% | 0.00% |
SPMO Invesco S&P 500 Momentum ETF | 0.70% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
VIU.TO Vanguard FTSE Developed All Cap ex North America Index ETF | 2.24% | 2.48% | 2.56% | 2.66% | 2.76% | 2.38% | 1.98% | 2.68% | 2.76% | 2.13% | 1.72% | 0.28% |
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 PP - 11 etfs + BTC + ETH + WMT_V5 F - Tuning. 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 PP - 11 etfs + BTC + ETH + WMT_V5 F - Tuning was 28.47%, occurring on Mar 16, 2020. Recovery took 147 trading sessions.
The current PP - 11 etfs + BTC + ETH + WMT_V5 F - Tuning drawdown is 1.36%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -28.47%Mar 2020 | 28d | 4mo 27d | 5mo 25dFeb 2020 - Aug 2020 |
Bear market2022 | -18.97%Jun 2022 | 7mo 3d | 10mo 15d | 1y 5moNov 2021 - Apr 2023 |
2025 selloff2025 | -15.15%Apr 2025 | 1mo 23d | 1mo 7d | 3moFeb 2025 - May 2025 |
2024 pullback2024 | -7.74%Aug 2024 | 21d | 1mo 13d | 2mo 4dJul 2024 - Sep 2024 |
2026 pullback2026 | -7.01%Mar 2026 | 22d | 20d | 1mo 12dFeb 2026 - Apr 2026 |
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 16 assets, with an effective number of assets of 10.80, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.42 | 1.37 | 1.35 | 1.29 |
The portfolio has a diversification ratio of 1.29, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
PP - 11 etfs + BTC + ETH + WMT_V5 F - Tuning correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019 | 0.88 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SPMO has the highest benchmark correlation at 0.88, while BTC-USD has the lowest at 0.36.
Portfolio Correlations
Correlation vs. PP - 11 etfs + BTC + ETH + WMT_V5 F - Tuning. SPMO has the highest portfolio correlation at 0.77, while WMT has the lowest at 0.38.
Asset Correlations Table
Find what PP - 11 etfs + BTC + ETH + WMT_V5 F - Tuning is missing
See which holdings overlap, where PP - 11 etfs + BTC + ETH + WMT_V5 F - Tuning is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification