Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CEW.TO iShares Equal Weight Banc & Lifeco ETF | Financials Equities | 10% |
VCE.TO Vanguard FTSE Canada Index ETF | Canada Equities | 10% |
VFV.TO Vanguard S&P 500 Index ETF | S&P 500 | 50% |
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | Foreign Large Cap Equities, Dividend | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in Portafolio MariaClone, 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 never rebalanced.
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The earliest data available for this chart is Aug 28, 2018, corresponding to the inception date of VIDY.TO
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.44% | -2.24% | -2.46% | -2.17% | 20.45% | 18.24% | 12.68% | 12.98% |
Portfolio Portafolio MariaClone | 0.21% | -0.91% | 1.29% | 3.75% | 27.15% | 20.62% | 14.62% | — |
| Portfolio components: | ||||||||
VFV.TO Vanguard S&P 500 Index ETF | 0.36% | -2.20% | -2.27% | -1.74% | 21.83% | 19.60% | 13.98% | 14.56% |
VCE.TO Vanguard FTSE Canada Index ETF | 0.60% | -1.48% | 4.27% | 6.85% | 32.24% | 19.66% | 14.60% | 12.67% |
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | -0.32% | 1.82% | 7.89% | 12.52% | 33.54% | 21.62% | 15.43% | — |
CEW.TO iShares Equal Weight Banc & Lifeco ETF | 0.47% | -0.60% | 1.19% | 9.73% | 35.52% | 24.59% | 15.92% | 14.01% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 29, 2018, Portafolio MariaClone's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, your investment would double in approximately 5.4 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +10.9%, while the worst month was Mar 2020 at -12.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Portafolio MariaClone closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -10.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.47% | 2.51% | -3.58% | 0.99% | 1.29% | ||||||||
| 2025 | 4.12% | -0.17% | -3.41% | -2.97% | 5.38% | 3.22% | 2.64% | 2.67% | 4.24% | 2.49% | 1.73% | -0.77% | 20.42% |
| 2024 | 1.86% | 4.71% | 3.32% | -1.87% | 3.55% | 1.35% | 3.48% | 0.65% | 2.41% | 1.02% | 5.48% | -0.93% | 27.80% |
| 2023 | 5.42% | -0.04% | 0.51% | 2.71% | -1.82% | 3.57% | 3.00% | -0.39% | -2.97% | -0.96% | 6.55% | 2.79% | 19.47% |
| 2022 | -1.49% | -2.75% | 1.51% | -5.39% | -0.01% | -7.60% | 5.95% | -1.46% | -4.24% | 6.05% | 5.78% | -3.43% | -7.93% |
| 2021 | -0.36% | 3.71% | 3.49% | 1.91% | 0.81% | 3.09% | 1.98% | 3.11% | -3.20% | 3.63% | 0.46% | 3.58% | 24.30% |
Benchmark Metrics
Portafolio MariaClone has an annualized alpha of 3.19%, beta of 0.82, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since August 29, 2018.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (87.63%) than losses (77.71%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.19% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 3.19%
- Beta
- 0.82
- R²
- 0.85
- Upside Capture
- 87.63%
- Downside Capture
- 77.71%
Expense Ratio
Portafolio MariaClone has an expense ratio of 0.20%, 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.
Return for Risk
Risk / Return Rank
Portafolio MariaClone ranks 55 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 0.75 | +0.60 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.13 | +0.73 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.18 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.82 | 1.15 | +0.67 |
Martin ratioReturn relative to average drawdown | 8.28 | 4.19 | +4.09 |
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 | |
|---|---|---|---|---|---|---|
VFV.TO Vanguard S&P 500 Index ETF | 37 | 0.77 | 1.15 | 1.18 | 1.18 | 4.45 |
VCE.TO Vanguard FTSE Canada Index ETF | 84 | 1.84 | 2.39 | 1.36 | 2.66 | 12.41 |
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | 82 | 1.85 | 2.45 | 1.37 | 2.53 | 10.20 |
CEW.TO iShares Equal Weight Banc & Lifeco ETF | 92 | 2.40 | 3.06 | 1.47 | 3.51 | 13.39 |
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Dividends
Dividend yield
Portafolio MariaClone provided a 1.74% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.74% | 1.82% | 2.19% | 2.47% | 2.67% | 2.07% | 2.32% | 2.40% | 1.73% | 1.25% | 1.35% | 1.39% |
| 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% |
VCE.TO Vanguard FTSE Canada Index ETF | 2.29% | 2.42% | 2.84% | 3.16% | 3.21% | 2.61% | 2.93% | 3.01% | 3.21% | 2.57% | 2.64% | 2.98% |
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | 2.53% | 2.80% | 3.59% | 3.89% | 4.37% | 3.28% | 3.34% | 3.36% | 0.93% | 0.00% | 0.00% | 0.00% |
CEW.TO iShares Equal Weight Banc & Lifeco ETF | 2.77% | 2.75% | 3.32% | 3.87% | 3.84% | 2.93% | 3.61% | 3.20% | 2.95% | 2.47% | 2.54% | 2.74% |
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 Portafolio MariaClone. 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 Portafolio MariaClone was 30.46%, occurring on Mar 23, 2020. Recovery took 164 trading sessions.
The current Portafolio MariaClone drawdown is 3.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.46% | Feb 13, 2020 | 27 | Mar 23, 2020 | 164 | Nov 16, 2020 | 191 |
| -17.27% | Dec 30, 2021 | 117 | Jun 16, 2022 | 261 | Jun 30, 2023 | 378 |
| -14.77% | Jan 31, 2025 | 47 | Apr 8, 2025 | 53 | Jun 24, 2025 | 100 |
| -13.82% | Sep 28, 2018 | 61 | Dec 24, 2018 | 55 | Mar 15, 2019 | 116 |
| -7.33% | Feb 26, 2026 | 17 | Mar 20, 2026 | — | — | — |
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 2.78, 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 | VIDY.TO | CEW.TO | VCE.TO | VFV.TO | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.50 | 0.51 | 0.65 | 0.96 | 0.89 |
| VIDY.TO | 0.50 | 1.00 | 0.59 | 0.62 | 0.52 | 0.75 |
| CEW.TO | 0.51 | 0.59 | 1.00 | 0.76 | 0.53 | 0.70 |
| VCE.TO | 0.65 | 0.62 | 0.76 | 1.00 | 0.67 | 0.80 |
| VFV.TO | 0.96 | 0.52 | 0.53 | 0.67 | 1.00 | 0.93 |
| Portfolio | 0.89 | 0.75 | 0.70 | 0.80 | 0.93 | 1.00 |