TFSA
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FBTC Fidelity Wise Origin Bitcoin Trust | Blockchain | 80% |
VFV.TO Vanguard S&P 500 Index ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of FBTC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 7.94% | -2.79% | 10.16% | 14.45% | 10.68% |
| TFSA | 13.16% | 14.80% | 7.23% | 52.18% | N/A | N/A |
| Portfolio components: | ||||||
FBTC Fidelity Wise Origin Bitcoin Trust | 16.43% | 16.31% | 9.51% | 61.75% | N/A | N/A |
VFV.TO Vanguard S&P 500 Index ETF | -1.06% | 7.81% | -2.40% | 11.12% | 15.40% | 13.40% |
Monthly Returns
The table below presents the monthly returns of TFSA, 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 | 7.48% | -14.06% | -2.91% | 11.14% | 13.53% | 13.16% | |||||||
| 2024 | -6.84% | 37.04% | 12.24% | -14.27% | 12.34% | -8.29% | 7.23% | -7.82% | 7.08% | 7.73% | 32.81% | -3.70% | 84.53% |
Expense Ratio
TFSA has an expense ratio of 0.22%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 84, TFSA is among the top 16% 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.
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 | |
|---|---|---|---|---|---|
FBTC Fidelity Wise Origin Bitcoin Trust | 1.15 | 1.80 | 1.22 | 2.18 | 4.76 |
VFV.TO Vanguard S&P 500 Index ETF | 0.56 | 0.94 | 1.14 | 0.59 | 2.29 |
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Dividends
Dividend yield
TFSA provided a 0.22% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.22% | 0.20% | 0.24% | 0.26% | 0.21% | 0.27% | 0.31% | 0.34% | 0.30% | 0.33% | 0.33% | 0.30% |
| Portfolio components: | ||||||||||||
FBTC Fidelity Wise Origin Bitcoin Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFV.TO Vanguard S&P 500 Index ETF | 1.08% | 0.99% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% | 1.48% |
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 TFSA. 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 TFSA was 26.56%, occurring on Apr 8, 2025. Recovery took 30 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.56% | Dec 18, 2024 | 77 | Apr 8, 2025 | 30 | May 21, 2025 | 107 |
| -22.05% | Mar 14, 2024 | 102 | Aug 5, 2024 | 60 | Oct 29, 2024 | 162 |
| -12.44% | Jan 12, 2024 | 8 | Jan 23, 2024 | 13 | Feb 9, 2024 | 21 |
| -7.41% | Mar 5, 2024 | 1 | Mar 5, 2024 | 2 | Mar 7, 2024 | 3 |
| -7.02% | Nov 25, 2024 | 2 | Nov 26, 2024 | 6 | Dec 4, 2024 | 8 |
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 2 assets, with an effective number of assets of 1.47, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VFV.TO | FBTC | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.96 | 0.36 | 0.41 |
| VFV.TO | 0.96 | 1.00 | 0.32 | 0.38 |
| FBTC | 0.36 | 0.32 | 1.00 | 1.00 |
| Portfolio | 0.41 | 0.38 | 1.00 | 1.00 |