Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BNS.TO The Bank of Nova Scotia | Financial Services | 25% |
CSH-UN.TO Chartwell Retirement Residences | Real Estate | 25% |
EMA.TO Emera Incorporated | Utilities | 25% |
PEY.TO Peyto Exploration & Development Corp. | Energy | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DivStocksCAD, 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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The earliest data available for this chart is Nov 14, 2003, corresponding to the inception date of CSH-UN.TO
Returns By Period
As of Apr 4, 2026, the DivStocksCAD returned 6.23% Year-To-Date and 13.45% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -2.33% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio DivStocksCAD | 0.30% | -2.91% | 6.23% | 17.87% | 47.87% | 30.40% | 22.18% | 13.45% |
| Portfolio components: | ||||||||
PEY.TO Peyto Exploration & Development Corp. | -0.49% | -5.90% | 13.27% | 40.48% | 68.43% | 43.15% | 51.99% | 14.39% |
CSH-UN.TO Chartwell Retirement Residences | 0.93% | -1.75% | 5.50% | 6.72% | 34.37% | 40.47% | 15.68% | 8.76% |
EMA.TO Emera Incorporated | 0.76% | 0.57% | 8.12% | 12.50% | 28.87% | 15.03% | 8.90% | 8.84% |
BNS.TO The Bank of Nova Scotia | -0.05% | -2.88% | -3.80% | 10.07% | 55.84% | 18.11% | 8.10% | 9.32% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 4, 2009, DivStocksCAD's average daily return is +0.07%, while the average monthly return is +1.55%. At this rate, your investment would double in approximately 3.8 years.
Historically, 64% of months were positive and 36% were negative. The best month was May 2009 with a return of +25.5%, while the worst month was Mar 2020 at -22.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DivStocksCAD closed higher 54% of trading days. The best single day was Mar 25, 2020 with a return of +13.3%, while the worst single day was Mar 12, 2020 at -13.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.78% | 6.10% | -4.37% | 0.88% | 6.23% | ||||||||
| 2025 | -0.69% | 2.67% | 4.25% | 5.27% | 6.53% | 2.88% | -0.70% | 4.48% | 2.12% | 4.37% | 4.17% | 3.40% | 46.08% |
| 2024 | 0.34% | 3.30% | 4.49% | -2.64% | 2.33% | -2.07% | 4.96% | 6.03% | 6.97% | -3.07% | 6.59% | -3.72% | 25.14% |
| 2023 | 6.81% | -5.33% | 0.88% | 3.17% | -3.58% | 4.03% | 3.68% | -0.75% | 0.28% | -2.82% | 3.76% | 7.19% | 17.74% |
| 2022 | 2.22% | 2.47% | 7.14% | -3.68% | 9.02% | -13.63% | 7.70% | -9.88% | -13.72% | 0.32% | 11.05% | -4.15% | -8.98% |
| 2021 | 4.19% | 22.75% | 2.37% | 4.95% | 6.54% | 9.13% | -3.33% | -2.16% | 7.12% | 3.91% | -2.82% | 6.06% | 73.35% |
Benchmark Metrics
DivStocksCAD has an annualized alpha of 7.58%, beta of 0.79, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since March 04, 2009.
- This portfolio captured 101.76% of S&P 500 Index gains but only 81.28% of its losses — a favorable profile for investors.
- R² of 0.42 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 7.58%
- Beta
- 0.79
- R²
- 0.42
- Upside Capture
- 101.76%
- Downside Capture
- 81.28%
Expense Ratio
DivStocksCAD 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.
Return for Risk
Risk / Return Rank
DivStocksCAD ranks 97 for risk / return — in the top 97% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.23 | 0.88 | +2.35 |
Sortino ratioReturn per unit of downside risk | 4.24 | 1.37 | +2.88 |
Omega ratioGain probability vs. loss probability | 1.59 | 1.21 | +0.38 |
Calmar ratioReturn relative to maximum drawdown | 4.83 | 1.39 | +3.44 |
Martin ratioReturn relative to average drawdown | 27.17 | 6.43 | +20.74 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
PEY.TO Peyto Exploration & Development Corp. | 83 | 1.70 | 2.32 | 1.29 | 3.06 | 8.92 |
CSH-UN.TO Chartwell Retirement Residences | 82 | 1.53 | 2.30 | 1.27 | 2.65 | 9.86 |
EMA.TO Emera Incorporated | 89 | 1.99 | 2.86 | 1.36 | 3.99 | 13.12 |
BNS.TO The Bank of Nova Scotia | 95 | 3.07 | 4.09 | 1.60 | 4.16 | 16.78 |
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Dividends
Dividend yield
DivStocksCAD provided a 3.84% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.84% | 4.45% | 7.37% | 9.06% | 6.92% | 6.08% | 10.99% | 9.34% | 6.15% | 5.17% | 4.02% | 4.90% |
| Portfolio components: | ||||||||||||
PEY.TO Peyto Exploration & Development Corp. | 5.13% | 6.18% | 13.21% | 19.01% | 10.62% | 9.92% | 28.68% | 25.21% | 10.17% | 8.78% | 3.97% | 5.31% |
CSH-UN.TO Chartwell Retirement Residences | 2.87% | 3.04% | 4.06% | 5.22% | 7.25% | 5.18% | 5.45% | 4.30% | 4.29% | 3.52% | 3.79% | 4.32% |
EMA.TO Emera Incorporated | 3.98% | 4.30% | 6.71% | 5.54% | 5.18% | 4.08% | 4.58% | 4.26% | 5.22% | 4.54% | 4.40% | 3.85% |
BNS.TO The Bank of Nova Scotia | 3.38% | 4.27% | 5.49% | 6.48% | 4.61% | 5.14% | 5.23% | 3.60% | 4.91% | 3.82% | 3.91% | 6.11% |
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 DivStocksCAD. 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 DivStocksCAD was 61.48%, occurring on Mar 23, 2020. Recovery took 230 trading sessions.
The current DivStocksCAD drawdown is 3.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.48% | Sep 7, 2016 | 890 | Mar 23, 2020 | 230 | Feb 19, 2021 | 1120 |
| -31.36% | Jun 8, 2022 | 93 | Oct 20, 2022 | 458 | Aug 14, 2024 | 551 |
| -29.36% | Jul 4, 2014 | 386 | Jan 18, 2016 | 96 | Jun 3, 2016 | 482 |
| -18.54% | Jul 22, 2011 | 51 | Oct 4, 2011 | 188 | Jul 4, 2012 | 239 |
| -14.71% | Jun 3, 2009 | 25 | Jul 8, 2009 | 12 | Jul 24, 2009 | 37 |
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 4 assets, with an effective number of assets of 4.00, 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
| Benchmark | PEY.TO | EMA.TO | CSH-UN.TO | BNS.TO | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.36 | 0.38 | 0.43 | 0.61 | 0.56 |
| PEY.TO | 0.36 | 1.00 | 0.29 | 0.29 | 0.41 | 0.80 |
| EMA.TO | 0.38 | 0.29 | 1.00 | 0.40 | 0.48 | 0.61 |
| CSH-UN.TO | 0.43 | 0.29 | 0.40 | 1.00 | 0.45 | 0.66 |
| BNS.TO | 0.61 | 0.41 | 0.48 | 0.45 | 1.00 | 0.72 |
| Portfolio | 0.56 | 0.80 | 0.61 | 0.66 | 0.72 | 1.00 |