Portfolio

The chart shows the growth of an initial investment of CA$10,000 in Portfolio, 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 3 months.

Based on dividend-adjusted daily data since Apr 7, 2021, Portfolio's average daily return is +0.14%, while the average monthly return is +3.02%. At this rate, an investment would double in approximately 1.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Aug 2025 with a return of +24.1%, while the worst month was Mar 2026 at -13.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Portfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.2%, while the worst single day was Jun 5, 2026 at -8.6%.

Portfolio has an annualized alpha of 24.59%, beta of 0.74, and R2 of 0.26 versus S&P 500 Index. Calculated based on daily prices since April 07, 2021.

• This portfolio captured 126.26% of S&P 500 Index gains but only 29.71% of its losses - a favorable profile for investors.
• R2 of 0.26 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Portfolio ranks 96 for risk / return — in the top 96% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below presents risk-adjusted performance metrics for Portfolio and compares them with S&P 500 Index.

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.

Portfolio Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 4.61
• 5-Year: 1.57
• All Time: 1.49

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 1.59 to 2.46, 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 Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Portfolio provided a 0.85% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Portfolio. 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 Portfolio was 33.60%, occurring on Sep 26, 2022. Recovery took 366 trading sessions.

The current Portfolio drawdown is 9.50%.

The chart below shows the rolling one-month volatility.