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Defensive Growth VFV Test
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Defensive Growth VFV Test

Last updated Nov 13, 2024

Asset Allocation

VFV.TO 31.6%CSU.TO 30.6%DOL.TO 13%WSP.TO 12.8%TOI.V 8.5%CP.TO 3.5%EquityEquity
PositionCategory/SectorWeight
CP.TO
Canadian Pacific Railway Limited		Industrials
3.50%
CSU.TO
Constellation Software Inc.		Technology
30.60%
DOL.TO
Dollarama Inc.		Consumer Defensive
13%
TOI.V
Topicus.com Inc.		Technology
8.50%
VFV.TO
Vanguard S&P 500 Index ETF		Large Cap Growth Equities
31.60%
WSP.TO
WSP Global Inc.		Industrials
12.80%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Defensive Growth VFV Test, 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 Quarterly

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.79%
14.05%
Defensive Growth VFV Test
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 2, 2021, corresponding to the inception date of TOI.V

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
Defensive Growth VFV Test29.67%-0.26%13.95%37.49%N/AN/A
Portfolio components:
CSU.TO
Constellation Software Inc.		29.98%0.35%19.94%44.60%30.51%32.63%
VFV.TO
Vanguard S&P 500 Index ETF		26.48%2.96%13.20%34.53%16.82%15.53%
WSP.TO
WSP Global Inc.		23.85%-4.55%8.36%23.49%24.33%23.62%
DOL.TO
Dollarama Inc.		48.22%1.80%19.54%47.23%26.43%24.44%
TOI.V
Topicus.com Inc.		29.60%-8.96%1.87%32.31%N/AN/A
CP.TO
Canadian Pacific Railway Limited		-2.45%-6.27%-4.57%9.05%11.87%9.18%

Monthly Returns

The table below presents the monthly returns of Defensive Growth VFV Test, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20246.22%5.14%1.14%-4.22%6.44%2.03%4.96%3.61%1.47%-3.40%29.67%
20238.68%-0.59%6.06%1.83%0.89%6.37%1.49%-1.69%-1.69%-2.87%10.09%3.62%36.10%
2022-5.50%-3.74%5.29%-8.96%-1.15%-3.72%9.48%-6.01%-7.98%6.86%6.53%-4.89%-14.92%
2021-1.49%9.83%6.19%-1.75%4.97%3.33%6.36%-4.05%7.87%-3.40%7.20%39.55%

Expense Ratio

Defensive Growth VFV Test has an expense ratio of 0.03%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

VFV.TO
Vanguard S&P 500 Index ETF
Expense ratio chart for VFV.TO: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Defensive Growth VFV Test is 76, placing it in the top 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Defensive Growth VFV Test is 7676
Combined Rank
The Sharpe Ratio Rank of Defensive Growth VFV Test is 6868Sharpe Ratio Rank
The Sortino Ratio Rank of Defensive Growth VFV Test is 7272Sortino Ratio Rank
The Omega Ratio Rank of Defensive Growth VFV Test is 5959Omega Ratio Rank
The Calmar Ratio Rank of Defensive Growth VFV Test is 9292Calmar Ratio Rank
The Martin Ratio Rank of Defensive Growth VFV Test is 9292Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Defensive Growth VFV Test
Sharpe ratio
The chart of Sharpe ratio for Defensive Growth VFV Test, currently valued at 2.83, compared to the broader market0.002.004.006.002.83
Sortino ratio
The chart of Sortino ratio for Defensive Growth VFV Test, currently valued at 3.92, compared to the broader market-2.000.002.004.006.003.92
Omega ratio
The chart of Omega ratio for Defensive Growth VFV Test, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.802.001.49
Calmar ratio
The chart of Calmar ratio for Defensive Growth VFV Test, currently valued at 5.94, compared to the broader market0.005.0010.0015.005.94
Martin ratio
The chart of Martin ratio for Defensive Growth VFV Test, currently valued at 23.96, compared to the broader market0.0010.0020.0030.0040.0050.0060.0023.96
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CSU.TO
Constellation Software Inc.		2.012.611.344.3111.87
VFV.TO
Vanguard S&P 500 Index ETF		3.094.201.584.5320.94
WSP.TO
WSP Global Inc.		1.351.801.252.105.23
DOL.TO
Dollarama Inc.		2.113.251.415.0518.97
TOI.V
Topicus.com Inc.		0.961.531.180.664.29
CP.TO
Canadian Pacific Railway Limited		0.450.771.090.551.04

Sharpe Ratio

The current Defensive Growth VFV Test Sharpe ratio is 2.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.07 to 2.97, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Defensive Growth VFV Test with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.83
2.90
Defensive Growth VFV Test
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Defensive Growth VFV Test provided a 0.71% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.71%0.59%0.68%0.57%0.75%1.61%1.09%1.02%1.24%1.27%1.44%1.66%
Portfolio components:
CSU.TO
Constellation Software Inc.		0.12%0.16%0.25%0.22%0.33%2.78%0.66%0.74%0.94%0.99%1.42%2.01%
VFV.TO
Vanguard S&P 500 Index ETF		0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%1.42%
WSP.TO
WSP Global Inc.		0.62%0.81%0.95%0.82%1.24%1.69%2.56%2.50%3.36%3.53%4.19%4.65%
DOL.TO
Dollarama Inc.		0.23%0.28%0.27%0.31%0.34%0.39%0.25%0.00%0.00%0.00%0.00%0.00%
TOI.V
Topicus.com Inc.		2.80%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CP.TO
Canadian Pacific Railway Limited		0.52%0.53%0.76%0.66%0.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.54%
-0.29%
Defensive Growth VFV Test
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Defensive Growth VFV Test. 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 Defensive Growth VFV Test was 22.49%, occurring on Oct 14, 2022. Recovery took 136 trading sessions.

The current Defensive Growth VFV Test drawdown is 0.54%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.49%Jan 4, 2022197Oct 14, 2022136May 1, 2023333
-9.33%Sep 15, 202330Oct 27, 202312Nov 14, 202342
-6.63%Jul 29, 20247Aug 7, 20248Aug 19, 202415
-6.15%Oct 29, 202124Dec 1, 202116Dec 23, 202140
-5.3%Mar 8, 202437Apr 30, 202417May 24, 202454

Volatility

Volatility Chart

The current Defensive Growth VFV Test volatility is 3.40%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.40%
3.86%
Defensive Growth VFV Test
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
TOI.VDOL.TOCP.TOCSU.TOWSP.TOVFV.TO
TOI.V1.000.220.250.270.260.25
DOL.TO0.221.000.370.400.430.42
CP.TO0.250.371.000.410.510.54
CSU.TO0.270.400.411.000.500.58
WSP.TO0.260.430.510.501.000.58
VFV.TO0.250.420.540.580.581.00
The correlation results are calculated based on daily price changes starting from Feb 3, 2021