P001 - JAM-Best_001 C (AVEC Bitcoin)

Asset Allocation

Position	Category/Sector	Target Weight
ZSP.TO BMO S&P 500 Index ETF	S&P 500	10%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	10%
IVLU iShares MSCI Intl Value Factor ETF	Foreign Large Cap Equities	8%
FEZ SPDR EURO STOXX 50 ETF	Europe Equities	8%
IEFA iShares Core MSCI EAFE ETF	Foreign Large Cap Equities	8%
XIU.TO iShares S&P/TSX 60 Index ETF	Canada Equities	7%
ZLB.TO BMO Low Volatility Canadian Equity ETF	Canada Equities	6.90%
BTC-USD Bitcoin		5%
IXN iShares Global Tech ETF	Technology Equities	5%
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	5%
QQQ Invesco QQQ ETF	Nasdaq-100	5%
IYW iShares U.S. Technology ETF	Technology Equities	5%
LVHI Franklin International Low Volatility High Dividend Index ETF	Volatility Hedged Equity, Dividend	5%
AIRR First Trust RBA American Industrial Renaissance ETF	Building & Construction	4%
HEWJ iShares Currency Hedged MSCI Japan ETF	Japan Equities	3%
INDA iShares MSCI India ETF	Asia Pacific Equities	2.50%
EPI WisdomTree India Earnings Fund	Asia Pacific Equities	2.50%
AVDV Avantis International Small Cap Value ETF	Foreign Small & Mid Cap Equities	0.10%

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 P001 - JAM-Best_001 C (AVEC Bitcoin), 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 year.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.55%	1.59%	9.53%	7.06%	25.21%	21.24%	14.93%	14.26%
Portfolio P001 - JAM-Best_001 C (AVEC Bitcoin)	0.00%	0.71%	11.78%	10.26%	27.19%	27.32%	19.49%	—
Portfolio components:
AIRR First Trust RBA American Industrial Renaissance ETF	-2.82%	0.50%	32.24%	28.86%	64.27%	37.62%	28.62%	22.45%
AVDV Avantis International Small Cap Value ETF	-3.10%	-1.45%	14.67%	15.35%	42.24%	28.32%	16.28%	—
BTC-USD Bitcoin	0.00%	-22.52%	-29.17%	-31.95%	-40.52%	33.78%	16.02%	60.84%
EPI WisdomTree India Earnings Fund	-1.54%	-3.28%	-8.92%	-9.63%	-9.52%	8.71%	8.26%	9.76%
FEZ SPDR EURO STOXX 50 ETF	-2.16%	1.49%	5.63%	5.36%	16.48%	18.90%	12.74%	10.94%
HEWJ iShares Currency Hedged MSCI Japan ETF	-3.42%	2.33%	18.33%	17.66%	49.90%	28.48%	23.97%	16.75%
IEFA iShares Core MSCI EAFE ETF	-2.51%	-0.02%	8.47%	8.63%	20.94%	17.19%	10.69%	9.78%
INDA iShares MSCI India ETF	-1.33%	-3.31%	-11.06%	-12.62%	-12.28%	5.34%	5.18%	7.39%
IVLU iShares MSCI Intl Value Factor ETF	-2.39%	1.39%	12.19%	13.51%	34.35%	24.81%	16.76%	11.49%
IXN iShares Global Tech ETF	-7.23%	3.54%	30.84%	27.68%	60.54%	33.67%	24.41%	25.32%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 27, 2019, P001 - JAM-Best_001 C (AVEC Bitcoin)'s average daily return is +0.06%, while the average monthly return is +1.64%. At this rate, an investment would double in approximately 3.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +12.5%, while the worst month was Mar 2020 at -10.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, P001 - JAM-Best_001 C (AVEC Bitcoin) closed higher 39% of trading days. The best single day was Mar 13, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -12.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.65%	2.43%	-3.99%	8.13%	6.99%	-2.38%							11.78%
2025	4.06%	-1.37%	-3.25%	-0.64%	6.56%	3.52%	2.57%	1.50%	4.99%	2.71%	-0.27%	-1.31%	20.26%
2024	2.74%	8.26%	3.81%	-3.47%	5.82%	1.29%	2.71%	-1.03%	2.22%	1.37%	6.75%	0.04%	34.36%
2023	7.53%	-0.20%	4.59%	2.51%	-0.51%	3.77%	2.04%	-0.61%	-3.29%	2.18%	7.34%	3.06%	31.69%
2022	-4.12%	-2.47%	0.75%	-5.36%	-0.98%	-7.74%	6.89%	-2.29%	-4.26%	6.85%	6.55%	-4.45%	-11.40%
2021	0.93%	3.34%	5.52%	0.41%	-2.65%	3.89%	3.14%	4.53%	-2.93%	4.47%	0.55%	1.84%	25.12%

Benchmark Metrics

P001 - JAM-Best_001 C (AVEC Bitcoin) has an annualized alpha of 6.28%, beta of 0.89, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.

This portfolio captured 109.68% of S&P 500 Index gains but only 86.17% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 6.28% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.89 and R2 of 0.91, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 6.28%

Beta: 0.89

R²: 0.91

Upside Capture: 109.68%

Downside Capture: 86.17%

Expense Ratio

P001 - JAM-Best_001 C (AVEC Bitcoin) has an expense ratio of 0.27%, 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.

Top 10 holdings

EPI

WisdomTree India Earnings Fund

AIRR

First Trust RBA American Industrial Renaissance ETF

INDA

iShares MSCI India ETF

HEWJ

iShares Currency Hedged MSCI Japan ETF

IXN

iShares Global Tech ETF

LVHI

Franklin International Low Volatility High Dividend Index ETF

ZLB.TO

BMO Low Volatility Canadian Equity ETF

IYW

iShares U.S. Technology ETF

AVDV

Avantis International Small Cap Value ETF

IVLU

iShares MSCI Intl Value Factor ETF

Return for Risk

Risk / Return Rank

P001 - JAM-Best_001 C (AVEC Bitcoin) ranks 50 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 P001 - JAM-Best_001 C (AVEC Bitcoin) and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.97	2.11	-0.14
Sortino ratioReturn per unit of downside risk	2.71	2.89	-0.18
Omega ratioGain probability vs. loss probability	1.35	1.37	-0.02
Calmar ratioReturn relative to maximum drawdown	3.37	2.89	+0.48
Martin ratioReturn relative to average drawdown	12.48	10.80	+1.68
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AIRR First Trust RBA American Industrial Renaissance ETF	86	2.57	3.34	1.40	5.70	19.80
AVDV Avantis International Small Cap Value ETF	81	2.62	3.44	1.46	3.30	13.63
BTC-USD Bitcoin	29	-0.96	-1.37	0.84	-0.79	-1.38
EPI WisdomTree India Earnings Fund	4	-0.54	-0.69	0.92	-0.52	-1.22
FEZ SPDR EURO STOXX 50 ETF	28	0.91	1.39	1.16	1.27	4.29
HEWJ iShares Currency Hedged MSCI Japan ETF	89	2.71	3.64	1.47	5.15	19.53
IEFA iShares Core MSCI EAFE ETF	44	1.36	1.96	1.24	1.89	7.25
INDA iShares MSCI India ETF	3	-0.72	-0.98	0.89	-0.60	-1.37
IVLU iShares MSCI Intl Value Factor ETF	72	2.22	3.03	1.39	3.05	11.64
IXN iShares Global Tech ETF	83	2.66	3.23	1.44	4.42	13.64

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.

P001 - JAM-Best_001 C (AVEC Bitcoin) Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 1.97
5-Year: 1.19
All Time: 1.06

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 1.64 to 2.53, 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 P001 - JAM-Best_001 C (AVEC Bitcoin) 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

P001 - JAM-Best_001 C (AVEC Bitcoin) provided a 1.64% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.64%	1.78%	1.77%	2.15%	3.59%	1.81%	1.56%	2.07%	2.33%	1.69%	1.97%	1.53%
Portfolio components:
AIRR First Trust RBA American Industrial Renaissance ETF	0.14%	0.19%	0.18%	0.23%	0.12%	0.05%	0.10%	0.20%	0.43%	0.30%	0.08%	0.47%
AVDV Avantis International Small Cap Value ETF	2.82%	3.05%	4.31%	3.29%	3.17%	2.39%	1.67%	0.36%	0.00%	0.00%	0.00%	0.00%
BTC-USD Bitcoin	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EPI WisdomTree India Earnings Fund	0.00%	0.00%	0.27%	0.15%	6.01%	1.18%	0.78%	1.17%	1.18%	0.85%	1.05%	1.20%
FEZ SPDR EURO STOXX 50 ETF	2.60%	2.78%	2.94%	2.75%	3.06%	2.61%	2.13%	2.61%	3.45%	2.44%	3.35%	3.03%
HEWJ iShares Currency Hedged MSCI Japan ETF	4.38%	5.10%	2.20%	2.02%	47.68%	2.03%	1.20%	2.78%	1.37%	1.21%	1.88%	3.25%
IEFA iShares Core MSCI EAFE ETF	3.32%	3.55%	3.47%	3.20%	2.70%	3.32%	1.90%	3.18%	3.46%	2.57%	2.96%	2.63%
INDA iShares MSCI India ETF	0.00%	0.00%	0.76%	0.16%	0.00%	6.44%	0.27%	0.99%	0.94%	1.09%	0.90%	1.19%
IVLU iShares MSCI Intl Value Factor ETF	3.36%	3.71%	4.46%	4.69%	3.59%	3.47%	2.05%	3.53%	2.82%	2.87%	2.53%	0.93%
IXN iShares Global Tech ETF	0.81%	1.04%	0.43%	0.55%	0.81%	0.58%	0.63%	1.06%	0.94%	0.93%	1.03%	1.12%

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 P001 - JAM-Best_001 C (AVEC Bitcoin). 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 P001 - JAM-Best_001 C (AVEC Bitcoin) was 29.90%, occurring on Mar 16, 2020. Recovery took 147 trading sessions.

The current P001 - JAM-Best_001 C (AVEC Bitcoin) drawdown is 3.02%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-29.90%Mar 2020	1mo 2d	4mo 27d	5mo 29dFeb 2020 - Aug 2020
Bear market2022	-21.12%Jun 2022	7mo 3d	10mo 15d	1y 5moNov 2021 - Apr 2023
2025 selloff2025	-15.31%Apr 2025	1mo 23d	1mo 5d	2mo 28dFeb 2025 - May 2025
2024 pullback2024	-8.70%Aug 2024	21d	1mo 20d	2mo 11dJul 2024 - Sep 2024
2021 pullback2021	-8.27%May 2021	1mo	2mo 5d	3mo 5dApr 2021 - Jul 2021

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 18 assets, with an effective number of assets of 14.79, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.28	1.28	1.25	1.22

The portfolio has a diversification ratio of 1.22, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

P001 - JAM-Best_001 C (AVEC Bitcoin) correlation to the S&P 500 Index

P001 - JAM-Best_001 C (AVEC Bitcoin) has a 0.94 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Sep 27, 2019	0.93

Benchmark Correlations

Correlation vs. S&P 500 Index. QQQ has the highest benchmark correlation at 0.92, while BTC-USD has the lowest at 0.36.

0.36

0.53

0.59

0.61

0.67

0.68

0.71

0.73

0.74

0.74

0.78

0.80

0.81

0.88

0.90

0.90

0.91

0.92

Portfolio Correlations

Correlation vs. P001 - JAM-Best_001 C (AVEC Bitcoin). IXN has the highest portfolio correlation at 0.83, while ZLB.TO has the lowest at 0.50.

0.50

0.52

0.58

0.59

0.66

0.66

0.67

0.68

0.69

0.75

0.75

0.80

0.80

0.80

0.81

0.82

0.83

0.83

Asset Correlations Table

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

	BTC-USD	ZLB.TO	EPI	INDA	XIU.TO	ZSP.TO	AIRR	LVHI	HEWJ	IVLU	AVDV	SPMO	IYW	XLK	FEZ	QQQ	IXN	IEFA
BTC-USD	1.00	0.14	0.23	0.23	0.24	0.24	0.26	0.24	0.22	0.28	0.30	0.31	0.30	0.30	0.32	0.33	0.32	0.32
ZLB.TO	0.14	1.00	0.29	0.30	0.71	0.51	0.41	0.42	0.34	0.45	0.46	0.40	0.36	0.38	0.46	0.38	0.38	0.49
EPI	0.23	0.29	1.00	0.94	0.37	0.34	0.41	0.50	0.49	0.57	0.58	0.49	0.46	0.45	0.55	0.48	0.48	0.60
INDA	0.23	0.30	0.94	1.00	0.36	0.34	0.42	0.52	0.51	0.57	0.59	0.50	0.47	0.47	0.56	0.50	0.50	0.62
XIU.TO	0.24	0.71	0.37	0.36	1.00	0.61	0.58	0.50	0.49	0.60	0.61	0.53	0.51	0.52	0.59	0.51	0.53	0.62
ZSP.TO	0.24	0.51	0.34	0.34	0.61	1.00	0.53	0.39	0.47	0.43	0.42	0.65	0.73	0.73	0.51	0.73	0.71	0.50
AIRR	0.26	0.41	0.41	0.42	0.58	0.53	1.00	0.54	0.55	0.61	0.63	0.60	0.53	0.54	0.61	0.55	0.55	0.64
LVHI	0.24	0.42	0.50	0.52	0.50	0.39	0.54	1.00	0.68	0.79	0.72	0.54	0.46	0.47	0.71	0.49	0.49	0.76
HEWJ	0.22	0.34	0.49	0.51	0.49	0.47	0.55	0.68	1.00	0.72	0.67	0.60	0.55	0.55	0.62	0.57	0.58	0.71
IVLU	0.28	0.45	0.57	0.57	0.60	0.43	0.61	0.79	0.72	1.00	0.88	0.59	0.52	0.53	0.84	0.55	0.57	0.90
AVDV	0.30	0.46	0.58	0.59	0.61	0.42	0.63	0.72	0.67	0.88	1.00	0.59	0.55	0.55	0.82	0.58	0.59	0.90
SPMO	0.31	0.40	0.49	0.50	0.53	0.65	0.60	0.54	0.60	0.59	0.59	1.00	0.79	0.80	0.62	0.79	0.79	0.65
IYW	0.30	0.36	0.46	0.47	0.51	0.73	0.53	0.46	0.55	0.52	0.55	0.79	1.00	0.96	0.62	0.95	0.95	0.63
XLK	0.30	0.38	0.45	0.47	0.52	0.73	0.54	0.47	0.55	0.53	0.55	0.80	0.96	1.00	0.62	0.94	0.96	0.63
FEZ	0.32	0.46	0.55	0.56	0.59	0.51	0.61	0.71	0.62	0.84	0.82	0.62	0.62	0.62	1.00	0.64	0.67	0.91
QQQ	0.33	0.38	0.48	0.50	0.51	0.73	0.55	0.49	0.57	0.55	0.58	0.79	0.95	0.94	0.64	1.00	0.92	0.66
IXN	0.32	0.38	0.48	0.50	0.53	0.71	0.55	0.49	0.58	0.57	0.59	0.79	0.95	0.96	0.67	0.92	1.00	0.67
IEFA	0.32	0.49	0.60	0.62	0.62	0.50	0.64	0.76	0.71	0.90	0.90	0.65	0.63	0.63	0.91	0.66	0.67	1.00

The correlation results are calculated based on daily price changes starting from Sep 27, 2019

Diversification Analysis

Find what P001 - JAM-Best_001 C (AVEC Bitcoin) is missing

See which holdings overlap, where P001 - JAM-Best_001 C (AVEC Bitcoin) is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification