Canada Oil Study

The chart shows the growth of an initial investment of $10,000 in Canada Oil Study, 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.

As of Apr 16, 2026, the Canada Oil Study returned 14.47% Year-To-Date and 13.73% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 30, 2014, Canada Oil Study's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, an investment would double in approximately 5.9 years.

Historically, 55% of months were positive and 45% were negative. The best month was Apr 2020 with a return of +48.0%, while the worst month was Mar 2020 at -43.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Canada Oil Study closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +12.8%, while the worst single day was Mar 9, 2020 at -24.0%.

Canada Oil Study has an annualized alpha of -1.73%, beta of 1.02, and R² of 0.26 versus S&P 500 Index. Calculated based on daily prices since May 30, 2014.

• This portfolio participated in 124.33% of S&P 500 Index downside but only 94.51% of its upside — more exposed to losses than it benefited from rallies.
• 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.

Canada Oil Study 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.

Canada Oil Study ranks 31 for risk / return — below 31% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

Canada Oil Study Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

• 1-Year: 2.07
• 5-Year: 0.95
• 10-Year: 0.40
• All Time: 0.16

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 2.19 to 3.00, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Canada Oil Study compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Canada Oil Study provided a 3.52% 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 Canada Oil Study. 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 Canada Oil Study was 86.77%, occurring on Mar 23, 2020. Recovery took 497 trading sessions.

The current Canada Oil Study drawdown is 9.69%.

The chart below shows the rolling one-month volatility.