181620887 3 3 2 5 4 8

Asset Allocation

Position	Category/Sector	Target Weight
HYXF iShares ESG Advanced High Yield Corporate Bond ETF	High Yield Bonds	7.69%
XSAB.TO iShares ESG Aware Canadian Aggregate Bond Index ETF	Canadian Government Bonds	7.69%
XSTB.TO iShares ESG Aware Canadian Short Term Bond Index ETF	Canadian Government Bonds	7.69%
CASH.TO Global X High Interest Savings ETF	Money Market	7.69%
GEQT.TO iShares ESG Equity ETF Portfolio	Global Equities	7.69%
DSI iShares MSCI KLD 400 Social ETF	Large Cap Growth Equities	7.69%
EMXC iShares MSCI Emerging Markets ex China ETF	Emerging Markets Equities	7.69%
XCH.TO iShares China Index ETF	China Equities	7.69%
ESGD iShares ESG Aware MSCI EAFE ETF	Foreign Large Cap Equities	7.69%
NZAC SPDR MSCI ACWI Climate Paris Aligned ETF	Global Equities, Sustainable	7.69%
SPYX State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF	S&P 500	7.69%
XEN.TO iShares Jantzi Social Index ETF	Canada Equities	7.69%
XESG.TO iShares ESG Aware MSCI Canada Index ETF	Canada Equities	7.69%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in 181620887 3 3 2 5 4 8, 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.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.69%	1.00%	10.76%	10.40%	27.77%	21.16%	15.12%	14.58%
Portfolio 181620887 3 3 2 5 4 8	0.50%	1.41%	8.92%	8.93%	21.72%	16.39%	—	—
Portfolio components:
CASH.TO Global X High Interest Savings ETF	0.02%	0.19%	0.91%	1.03%	2.23%	3.60%	—	—
DSI iShares MSCI KLD 400 Social ETF	1.01%	0.81%	12.10%	12.10%	30.61%	22.43%	16.04%	16.40%
EMXC iShares MSCI Emerging Markets ex China ETF	0.74%	4.61%	40.03%	44.26%	72.44%	28.36%	15.42%	—
ESGD iShares ESG Aware MSCI EAFE ETF	0.44%	3.64%	11.34%	12.07%	24.26%	17.28%	11.13%	—
GEQT.TO iShares ESG Equity ETF Portfolio	0.73%	3.38%	14.29%	12.50%	30.11%	22.29%	14.25%	—
HYXF iShares ESG Advanced High Yield Corporate Bond ETF	0.13%	2.43%	3.10%	3.23%	8.75%	10.13%	6.64%	—
NZAC SPDR MSCI ACWI Climate Paris Aligned ETF	0.46%	1.30%	8.93%	9.24%	25.40%	19.30%	12.60%	13.24%
SPYX State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF	0.71%	1.09%	10.45%	10.17%	28.36%	22.59%	16.27%	16.49%
XCH.TO iShares China Index ETF	1.21%	-3.47%	-6.21%	-7.43%	1.29%	11.77%	-0.72%	3.62%
XEN.TO iShares Jantzi Social Index ETF	-0.02%	-0.17%	7.42%	8.02%	30.37%	22.08%	14.69%	12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 3, 2021, 181620887 3 3 2 5 4 8's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.

Historically, 63% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +7.2%, while the worst month was Jun 2022 at -4.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, 181620887 3 3 2 5 4 8 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +5.2%, while the worst single day was Apr 4, 2025 at -4.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.17%	2.58%	-3.48%	4.73%	3.51%	0.30%							8.92%
2025	3.13%	0.15%	-1.97%	-2.11%	4.25%	2.97%	1.34%	1.96%	4.09%	1.78%	0.46%	-1.02%	15.83%
2024	0.28%	3.46%	2.55%	-1.17%	2.63%	1.01%	2.70%	0.20%	3.31%	0.65%	2.93%	-0.64%	19.29%
2023	5.26%	-2.23%	2.02%	1.35%	-1.62%	1.83%	2.81%	-0.96%	-3.28%	-0.76%	5.30%	1.95%	11.83%
2022	-2.24%	-2.31%	-0.57%	-4.11%	-0.39%	-4.58%	3.59%	-1.65%	-3.79%	2.18%	7.20%	-2.80%	-9.68%
2021											-0.16%	2.03%	1.86%

Benchmark Metrics

181620887 3 3 2 5 4 8 has an annualized alpha of 1.53%, beta of 0.55, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since November 03, 2021.

This portfolio participated in 60.26% of S&P 500 Index downside but only 56.60% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.55 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 1.53%

Beta: 0.55

R²: 0.82

Upside Capture: 56.60%

Downside Capture: 60.26%

See how alpha, beta & R² have trended over time →

Expense Ratio

181620887 3 3 2 5 4 8 has an expense ratio of 0.30%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

XCH.TO

iShares China Index ETF

XEN.TO

iShares Jantzi Social Index ETF

EMXC

iShares MSCI Emerging Markets ex China ETF

HYXF

iShares ESG Advanced High Yield Corporate Bond ETF

GEQT.TO

iShares ESG Equity ETF Portfolio

DSI

iShares MSCI KLD 400 Social ETF

ESGD

iShares ESG Aware MSCI EAFE ETF

SPYX

State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF

XSAB.TO

iShares ESG Aware Canadian Aggregate Bond Index ETF

XSTB.TO

iShares ESG Aware Canadian Short Term Bond Index ETF

Return for Risk

Risk / Return Rank

181620887 3 3 2 5 4 8 ranks 60 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 181620887 3 3 2 5 4 8 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.08	2.02	+0.06
Sortino ratioReturn per unit of downside risk	2.91	2.78	+0.13
Omega ratioGain probability vs. loss probability	1.38	1.35	+0.03
Calmar ratioReturn relative to maximum drawdown	3.09	2.81	+0.27
Martin ratioReturn relative to average drawdown	12.41	10.45	+1.96

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
CASH.TO Global X High Interest Savings ETF	99	9.56	26.15	7.03	113.10	389.01
DSI iShares MSCI KLD 400 Social ETF	65	2.03	2.79	1.35	2.70	9.78
EMXC iShares MSCI Emerging Markets ex China ETF	90	2.87	3.50	1.51	5.26	19.09
ESGD iShares ESG Aware MSCI EAFE ETF	43	1.36	1.98	1.24	1.95	7.29
GEQT.TO iShares ESG Equity ETF Portfolio	68	1.97	2.71	1.36	3.06	12.49
HYXF iShares ESG Advanced High Yield Corporate Bond ETF	44	1.43	2.11	1.25	2.08	5.63
NZAC SPDR MSCI ACWI Climate Paris Aligned ETF	53	1.67	2.35	1.29	2.30	8.41
SPYX State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF	65	2.03	2.79	1.35	2.66	9.95
XCH.TO iShares China Index ETF	9	-0.04	0.08	1.01	-0.05	-0.09
XEN.TO iShares Jantzi Social Index ETF	83	2.44	3.29	1.45	3.56	15.82

Sharpe Ratio

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.

The current 181620887 3 3 2 5 4 8 Sharpe ratio is 2.08 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 181620887 3 3 2 5 4 8 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

181620887 3 3 2 5 4 8 provided a 2.36% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.36%	2.49%	2.62%	2.67%	2.46%	1.81%	1.99%	1.99%	1.72%	1.45%	1.00%	0.70%
Portfolio components:
CASH.TO Global X High Interest Savings ETF	2.19%	2.53%	4.37%	5.05%	2.30%	0.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DSI iShares MSCI KLD 400 Social ETF	0.86%	0.92%	1.03%	1.19%	1.39%	0.99%	1.22%	1.40%	1.63%	1.28%	1.51%	1.46%
EMXC iShares MSCI Emerging Markets ex China ETF	2.05%	2.82%	2.69%	1.83%	2.85%	1.78%	1.45%	3.25%	2.63%	0.99%	0.00%	0.00%
ESGD iShares ESG Aware MSCI EAFE ETF	3.30%	3.60%	3.23%	3.02%	2.59%	2.75%	1.63%	2.57%	2.69%	2.65%	0.09%	0.00%
GEQT.TO iShares ESG Equity ETF Portfolio	1.11%	1.26%	1.38%	1.58%	1.82%	1.32%	0.87%	0.00%	0.00%	0.00%	0.00%	0.00%
HYXF iShares ESG Advanced High Yield Corporate Bond ETF	6.09%	6.19%	6.40%	5.93%	5.37%	4.56%	4.96%	5.29%	6.14%	5.85%	3.16%	0.00%
NZAC SPDR MSCI ACWI Climate Paris Aligned ETF	2.08%	1.90%	1.88%	1.65%	1.81%	1.62%	1.59%	2.17%	2.53%	2.20%	2.00%	2.40%
SPYX State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF	0.86%	0.91%	1.05%	1.21%	1.41%	1.04%	1.33%	1.56%	1.92%	1.68%	1.91%	0.16%
XCH.TO iShares China Index ETF	2.25%	2.11%	1.54%	2.86%	2.35%	1.51%	2.17%	2.50%	2.45%	2.41%	2.21%	2.58%
XEN.TO iShares Jantzi Social Index ETF	1.72%	1.83%	2.29%	2.46%	2.60%	1.74%	3.72%	2.13%	2.31%	1.75%	2.07%	2.56%

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 181620887 3 3 2 5 4 8. 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 181620887 3 3 2 5 4 8 was 16.05%, occurring on Oct 12, 2022. Recovery took 301 trading sessions.

The current 181620887 3 3 2 5 4 8 drawdown is 0.89%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-16.05%Oct 2022	9mo 18d	1y 2mo	1y 11moDec 2021 - Dec 2023
2025 selloff2025	-10.55%Apr 2025	1mo 16d	1mo 7d	2mo 23dFeb 2025 - May 2025
2026 pullback2026	-6.51%Mar 2026	22d	26d	1mo 18dFeb 2026 - Apr 2026
2024 pullback2024	-4.41%Aug 2024	21d	12d	1mo 3dJul 2024 - Aug 2024
2025 pullback2025	-3.32%Jan 2025	1mo 4d	10d	1mo 14dDec 2024 - Jan 2025

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 13 assets, with an effective number of assets of 13.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	All Time
Diversification Ratio	1.23	1.31	1.32

The portfolio has a diversification ratio of 1.32, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

181620887 3 3 2 5 4 8 correlation to the S&P 500 Index

181620887 3 3 2 5 4 8 has a 0.91 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (All Time) Calculated using the full available price history since Nov 3, 2021	0.88

Benchmark Correlations

Correlation vs. S&P 500 Index. SPYX has the highest benchmark correlation at 1.00, while CASH.TO has the lowest at 0.00.

0.00

0.07

0.10

0.31

0.52

0.58

0.63

0.69

0.76

0.79

0.93

0.98

1.00

Portfolio Correlations

Correlation vs. 181620887 3 3 2 5 4 8. NZAC has the highest portfolio correlation at 0.92, while CASH.TO has the lowest at 0.01.

0.01

0.20

0.20

0.56

0.66

0.68

0.69

0.76

0.84

0.87

0.88

0.88

0.92

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	CASH.TO	XSAB.TO	XSTB.TO	XCH.TO	GEQT.TO	XEN.TO	HYXF	XESG.TO	EMXC	ESGD	DSI	SPYX	NZAC
CASH.TO	1.00	0.04	0.08	0.01	0.01	0.03	0.00	0.05	-0.02	-0.02	-0.01	0.00	-0.01
XSAB.TO	0.04	1.00	0.69	0.05	0.15	0.12	0.23	0.15	0.11	0.19	0.08	0.08	0.13
XSTB.TO	0.08	0.69	1.00	0.03	0.14	0.12	0.22	0.16	0.12	0.17	0.11	0.11	0.14
XCH.TO	0.01	0.05	0.03	1.00	0.31	0.32	0.19	0.35	0.40	0.39	0.32	0.31	0.38
GEQT.TO	0.01	0.15	0.14	0.31	1.00	0.54	0.34	0.59	0.48	0.51	0.58	0.58	0.58
XEN.TO	0.03	0.12	0.12	0.32	0.54	1.00	0.29	0.85	0.49	0.55	0.51	0.51	0.55
HYXF	0.00	0.23	0.22	0.19	0.34	0.29	1.00	0.37	0.64	0.68	0.68	0.69	0.70
XESG.TO	0.05	0.15	0.16	0.35	0.59	0.85	0.37	1.00	0.56	0.64	0.61	0.61	0.64
EMXC	-0.02	0.11	0.12	0.40	0.48	0.49	0.64	0.56	1.00	0.83	0.75	0.75	0.82
ESGD	-0.02	0.19	0.17	0.39	0.51	0.55	0.68	0.64	0.83	1.00	0.77	0.78	0.87
DSI	-0.01	0.08	0.11	0.32	0.58	0.51	0.68	0.61	0.75	0.77	1.00	0.98	0.92
SPYX	0.00	0.08	0.11	0.31	0.58	0.51	0.69	0.61	0.75	0.78	0.98	1.00	0.93
NZAC	-0.01	0.13	0.14	0.38	0.58	0.55	0.70	0.64	0.82	0.87	0.92	0.93	1.00

The correlation results are calculated based on daily price changes starting from Nov 3, 2021

Diversification Analysis

Find what 181620887 3 3 2 5 4 8 is missing

See which holdings overlap, where 181620887 3 3 2 5 4 8 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification