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Pierre - 2026 Réel_02 (sans Bitcoin et moins de US...
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA)

Currency in CAD · Last updated Apr 4, 2026

Mon portfolio 2026 version 02 - Simplifié.

J'ai remplacé le 4% de crypto par 4% de plus de QQQ (8% au lieu. de 4% de QQQ + 4% crypto). Calcul de base AVANT l'ajout de crypto. Noté que QQQ remplace XQQ et QQC

J'ai aussi remplacé XQQ et QQC par QQQ (en US) car ils sont trop récent pour une belle historique.

Ceci n'est pas une vraie comparaison car pas le même marché mais rien trouvé de mieux dans le "low volatility'. Remplacé LVHI (World) par ZLB.TO (CAN) pour avoir historique 10 ans. Mais LVHI semble plus performant et stable que ZLB. LVHI a été introduit le 27 juillet 2016.

ZLB est à 9% dans le calcul, soit son propre 4% + le 1% de Dollorama + le 4% de LVHI

Remplacé VIU.TO par XEF.TO pour avoir historique 10 ans

Remplacé FLJH par HEWJ pour avoir historique 10 ans

Asset Allocation

SPMO 10.00%QQQ 10.00%IVLU 8.00%XEF.TO 8.00%ZLB.TO 7.00%XLK 5.00%IYW 5.00%IXN 5.00%LVHI 5.00%13 positions 37.00%EquityEquity
PositionCategory/SectorTarget Weight
EPI
WisdomTree India Earnings Fund		Asia Pacific Equities
2.50%
FEZ
SPDR EURO STOXX 50 ETF		Europe Equities
4%
HEWJ
iShares Currency Hedged MSCI Japan ETF		Japan Equities
3%
HXS.TO
Global X S&P 500 Index Corporate Class ETF		S&P 500
2%
HXT.TO
Global X S&P/TSX 60 Corporate Class ETF		Canada Equities
4%
INDA
iShares MSCI India ETF		Asia Pacific Equities
2.50%
IVLU
iShares MSCI Intl Value Factor ETF		Foreign Large Cap Equities
8%
IXN
iShares Global Tech ETF		Technology Equities
5%
IYW
iShares U.S. Technology ETF		Technology Equities
5%
LVHI
Legg Mason International Low Volatility High Dividend ETF		Volatility Hedged Equity, Dividend
5%
QQQ
Invesco QQQ ETF		Large Cap Growth Equities
10%
SPMO
Invesco S&P 500 Momentum ETF		Momentum, S&P 500
10%
VE.TO
Vanguard FTSE Developed Europe All Cap Index ETF		Europe Equities
2%
VFV.TO
Vanguard S&P 500 Index ETF		S&P 500
3%
VSP.TO
Vanguard S&P 500 CAD-hedged ETF		S&P 500
2%
XEF.TO
iShares Core MSCI EAFE IMI Index ETF		Global Equities
8%
XEU.TO
iShares MSCI Europe IMI Index ETF		Europe Equities
2%
XIU.TO
iShares S&P/TSX 60 Index ETF		Large Cap Growth Equities
4%
XLK
State Street Technology Select Sector SPDR ETF		Technology Equities
5%
XUS.TO
iShares Core S&P 500 Index ETF		S&P 500
3%
ZLB.TO
BMO Low Volatility Canadian Equity ETF		Canada Equities
7%
ZSP.TO
BMO S&P 500 Index ETF		S&P 500
3%

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA), 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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The earliest data available for this chart is Jul 28, 2016, corresponding to the inception date of LVHI

Returns By Period

1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.44%0.25%-2.46%-2.17%26.93%18.24%12.68%12.98%
Portfolio
Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA)
0.26%1.13%0.21%1.72%34.22%21.72%15.59%—
Portfolio components:
VFV.TO
Vanguard S&P 500 Index ETF		0.36%0.01%-2.27%-1.74%28.10%19.60%13.98%14.56%
ZSP.TO
BMO S&P 500 Index ETF		0.38%0.18%-2.30%-2.08%27.74%19.45%13.90%14.50%
XUS.TO
iShares Core S&P 500 Index ETF		0.35%0.09%-2.26%-1.75%28.13%19.58%13.95%14.51%
HXS.TO
Global X S&P 500 Index Corporate Class ETF		0.38%0.12%-2.34%-1.86%27.57%19.40%13.83%14.45%
VSP.TO
Vanguard S&P 500 CAD-hedged ETF		0.09%-2.59%-4.21%-2.50%28.40%16.52%10.35%12.57%
SPMO
Invesco S&P 500 Momentum ETF		0.53%-0.11%-2.19%-4.13%37.58%29.89%20.18%18.16%
XLK
State Street Technology Select Sector SPDR ETF		1.13%1.80%-4.07%-4.39%46.74%24.02%18.27%21.90%
IYW
iShares U.S. Technology ETF		0.85%1.07%-5.80%-6.23%45.90%27.74%18.41%22.62%
IXN
iShares Global Tech ETF		0.29%0.90%-1.82%-2.35%49.50%25.56%17.41%21.58%
XIU.TO
iShares S&P/TSX 60 Index ETF		0.52%0.72%4.07%8.23%41.17%19.86%14.46%12.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 29, 2016, Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA)'s average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, your investment would double in approximately 4.8 years.

Historically, 73% of months were positive and 27% were negative. The best month was Nov 2020 with a return of +9.3%, while the worst month was Mar 2020 at -9.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA) closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -10.7%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.03%2.16%-4.12%1.26%0.21%
20253.53%-0.31%-3.17%-1.71%6.11%3.56%2.67%1.60%4.88%3.20%0.13%-0.65%21.22%
20242.97%5.55%2.64%-1.88%4.14%3.01%1.83%0.01%2.00%0.56%3.84%0.80%28.40%
20235.44%0.37%3.35%2.31%0.48%3.20%2.38%0.19%-3.11%-0.20%7.11%2.62%26.50%
2022-3.29%-3.39%1.52%-5.04%-0.84%-6.72%6.44%-1.79%-4.08%5.47%6.02%-3.80%-10.11%
2021-0.38%2.05%2.43%1.52%0.49%4.70%2.41%3.91%-3.37%3.02%1.28%2.70%22.57%

Benchmark Metrics

Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA) has an annualized alpha of 3.12%, beta of 0.87, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since July 29, 2016.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.09%) than losses (80.35%) — typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 3.12% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 0.87 and R² of 0.92, 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
3.12%
Beta
0.87
R²
0.92
Upside Capture
94.09%
Downside Capture
80.35%

Expense Ratio

Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA) has an expense ratio of 0.26%, 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
INDA
iShares MSCI India ETF
HEWJ
iShares Currency Hedged MSCI Japan ETF
IXN
iShares Global Tech ETF
IYW
iShares U.S. Technology ETF
LVHI
Legg Mason International Low Volatility High Dividend ETF
ZLB.TO
BMO Low Volatility Canadian Equity ETF
IVLU
iShares MSCI Intl Value Factor ETF
FEZ
SPDR EURO STOXX 50 ETF
XEU.TO
iShares MSCI Europe IMI Index ETF

Return for Risk

Risk / Return Rank

Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA) ranks 71 for risk / return — better than 71% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA) Risk / Return Rank: 7171
Overall Rank
Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA) Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA) Sortino Ratio Rank: 5050
Sortino Ratio Rank
Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA) Omega Ratio Rank: 6060
Omega Ratio Rank
Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA) Calmar Ratio Rank: 9494
Calmar Ratio Rank
Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA) Martin Ratio Rank: 9595
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

PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.30

0.75

+0.55

Sortino ratio

Return per unit of downside risk

1.82

1.13

+0.69

Omega ratio

Gain probability vs. loss probability

1.29

1.18

+0.11

Calmar ratio

Return relative to maximum drawdown

4.63

1.15

+3.48

Martin ratio

Return relative to average drawdown

19.62

4.19

+15.43

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 RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VFV.TO
Vanguard S&P 500 Index ETF		370.771.151.181.184.45
ZSP.TO
BMO S&P 500 Index ETF		360.741.121.181.174.31
XUS.TO
iShares Core S&P 500 Index ETF		370.761.141.181.194.41
HXS.TO
Global X S&P 500 Index Corporate Class ETF		360.731.111.171.164.31
VSP.TO
Vanguard S&P 500 CAD-hedged ETF		440.831.301.201.315.98
SPMO
Invesco S&P 500 Momentum ETF		470.911.371.201.634.85
XLK
State Street Technology Select Sector SPDR ETF		521.041.541.221.744.83
IYW
iShares U.S. Technology ETF		491.021.541.221.534.32
IXN
iShares Global Tech ETF		611.161.691.242.196.09
XIU.TO
iShares S&P/TSX 60 Index ETF		892.072.681.422.8914.03

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.

Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA) Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 1.30
  • 5-Year: 1.17
  • All Time: 1.00

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 0.99 to 1.69, 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 Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA) 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

Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA) provided a 1.61% dividend yield over the last twelve months.

TTM20252024202320222021202020192018201720162015
Portfolio1.61%1.65%1.65%2.05%3.55%1.69%1.50%2.04%2.22%1.59%1.84%1.44%
Portfolio components:
VFV.TO
Vanguard S&P 500 Index ETF		0.96%0.92%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%
ZSP.TO
BMO S&P 500 Index ETF		0.86%0.82%0.94%1.33%1.44%1.15%1.44%1.47%1.63%1.63%2.20%1.53%
XUS.TO
iShares Core S&P 500 Index ETF		1.29%1.26%1.03%1.22%1.38%0.99%1.35%2.02%1.77%1.48%1.66%1.70%
HXS.TO
Global X S&P 500 Index Corporate Class ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VSP.TO
Vanguard S&P 500 CAD-hedged ETF		0.97%0.92%1.07%1.17%1.37%1.07%1.27%1.52%1.76%1.46%1.69%1.75%
SPMO
Invesco S&P 500 Momentum ETF		0.88%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
XLK
State Street Technology Select Sector SPDR ETF		0.56%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%
IYW
iShares U.S. Technology ETF		0.15%0.14%0.21%0.34%0.50%0.31%0.56%0.72%0.92%0.82%1.14%1.12%
IXN
iShares Global Tech ETF		1.08%1.04%0.43%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%
XIU.TO
iShares S&P/TSX 60 Index ETF		2.32%2.39%2.92%3.16%3.02%2.43%3.03%2.87%3.18%2.58%2.65%3.19%

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 Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA). 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 Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA) was 27.28%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current Pierre - 2026 Réel_02 (sans Bitcoin et moins de USA) drawdown is 3.96%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.28%Feb 13, 202027Mar 23, 202097Aug 6, 2020124
-18.85%Dec 30, 2021119Jun 16, 2022237May 22, 2023356
-14.94%Feb 19, 202535Apr 8, 202526May 15, 202561
-14.41%Sep 5, 201879Dec 24, 201857Mar 18, 2019136
-8.43%Jul 17, 202416Aug 7, 202435Sep 26, 202451

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 22 assets, with an effective number of assets of 16.96, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
BenchmarkEPIINDALVHIZLB.TOHEWJHXT.TOXIU.TOXEU.TOIVLUSPMOVE.TOFEZIYWXLKVSP.TOQQQXEF.TOIXNHXS.TOZSP.TOXUS.TOVFV.TOPortfolio
Benchmark1.000.430.440.510.520.630.610.610.580.620.810.590.670.880.890.820.900.680.880.940.950.950.950.93
EPI0.431.000.960.300.290.370.330.330.410.430.350.410.430.370.370.360.390.460.400.410.410.410.410.50
INDA0.440.961.000.310.290.380.330.330.410.430.360.420.440.380.380.370.400.460.410.420.420.420.420.51
LVHI0.510.300.311.000.390.580.400.390.500.630.400.520.550.340.370.300.370.560.370.470.470.480.470.55
ZLB.TO0.520.290.290.391.000.350.740.740.540.490.400.540.500.390.410.560.410.580.410.540.540.540.540.59
HEWJ0.630.370.380.580.351.000.460.460.480.680.510.490.540.520.540.480.540.630.550.600.600.600.600.67
HXT.TO0.610.330.330.400.740.461.000.990.620.620.490.620.600.490.500.720.500.680.520.630.640.640.640.70
XIU.TO0.610.330.330.390.740.460.991.000.620.620.490.620.600.490.500.720.500.680.520.630.640.640.640.70
XEU.TO0.580.410.410.500.540.480.620.621.000.750.460.890.840.480.490.600.500.880.530.610.610.610.610.72
IVLU0.620.430.430.630.490.680.620.620.751.000.470.760.820.470.480.570.490.850.520.580.580.590.580.73
SPMO0.810.350.360.400.400.510.490.490.460.471.000.470.520.770.780.650.780.540.770.770.780.780.780.81
VE.TO0.590.410.420.520.540.490.620.620.890.760.471.000.850.480.500.610.510.890.540.620.620.630.620.73
FEZ0.670.430.440.550.500.540.600.600.840.820.520.851.000.580.590.630.590.860.630.630.640.640.640.79
IYW0.880.370.380.340.390.520.490.490.480.470.770.480.581.000.980.740.970.570.970.820.830.820.830.88
XLK0.890.370.380.370.410.540.500.500.490.480.780.500.590.981.000.750.960.580.980.830.840.830.840.89
VSP.TO0.820.360.370.300.560.480.720.720.600.570.650.610.630.740.751.000.750.690.750.840.850.850.850.83
QQQ0.900.390.400.370.410.540.500.500.500.490.780.510.590.970.960.751.000.590.950.840.850.850.850.90
XEF.TO0.680.460.460.560.580.630.680.680.880.850.540.890.860.570.580.690.591.000.620.710.720.720.720.82
IXN0.880.400.410.370.410.550.520.520.530.520.770.540.630.970.980.750.950.621.000.820.830.830.830.90
HXS.TO0.940.410.420.470.540.600.630.630.610.580.770.620.630.820.830.840.840.710.821.000.970.980.980.90
ZSP.TO0.950.410.420.470.540.600.640.640.610.580.780.620.640.830.840.850.850.720.830.971.000.990.990.91
XUS.TO0.950.410.420.480.540.600.640.640.610.590.780.630.640.820.830.850.850.720.830.980.991.000.990.91
VFV.TO0.950.410.420.470.540.600.640.640.610.580.780.620.640.830.840.850.850.720.830.980.990.991.000.91
Portfolio0.930.500.510.550.590.670.700.700.720.730.810.730.790.880.890.830.900.820.900.900.910.910.911.00
The correlation results are calculated based on daily price changes starting from Jul 29, 2016