A-1 Portfolio Lab

Asset Allocation

Position	Category/Sector	Target Weight
AC.TO Air Canada	Industrials	6.67%
AD-UN.TO Alaris Equity Partners Income Trust	Financial Services	6.67%
BCE.TO BCE Inc.	Communication Services	6.67%
BRK.TO Berkshire Hathaway CDR (CAD Hedged)	Financial Services	6.67%
CM.TO Canadian Imperial Bank of Commerce	Financial Services	6.67%
CPX.TO Capital Power Corporation	Utilities	6.67%
EMA.TO Emera Incorporated	Utilities	6.67%
ENB.TO Enbridge Inc.	Energy	6.67%
FTS.TO Fortis Inc.	Utilities	6.67%
H.TO Hydro One Limited	Utilities	6.67%
HBND.TO Hamilton U.S. Bond YIELD MAXIMIZER ETF (CAD Hedged)	Government Bonds, Derivative Income	6.67%
HDIV.TO Hamilton Enhanced Multi-Sector Covered Call ETF	Derivative Income	6.67%
HXS.TO Global X S&P 500 Index Corporate Class ETF	S&P 500	6.67%
MFC.TO Manulife Financial Corporation	Financial Services	6.67%
POW.TO Power Corporation of Canada	Financial Services	6.67%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in A-1 Portfolio Lab, 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.

Loading graphics...

The earliest data available for this chart is Feb 5, 2025, corresponding to the inception date of BRK.TO

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.62%	0.64%	-0.30%	1.33%	25.06%	18.43%	10.57%	12.82%
Portfolio A-1 Portfolio Lab	0.54%	1.76%	5.41%	12.11%	35.29%	—	—	—
Portfolio components:
AC.TO Air Canada	1.15%	5.35%	-3.62%	3.98%	34.98%	-0.97%	-8.76%	7.80%
AD-UN.TO Alaris Equity Partners Income Trust	2.51%	3.01%	7.92%	24.37%	42.02%	18.33%	12.71%	4.65%
BCE.TO BCE Inc.	-0.90%	-8.36%	1.51%	4.64%	20.13%	-13.69%	-6.21%	-0.50%
BRK.TO Berkshire Hathaway CDR (CAD Hedged)	0.00%	-4.71%	-5.88%	-3.20%	-8.60%	—	—	—
CM.TO Canadian Imperial Bank of Commerce	1.57%	4.01%	14.00%	30.29%	85.47%	40.70%	21.67%	16.36%
CPX.TO Capital Power Corporation	-0.25%	9.52%	16.53%	-2.66%	56.18%	21.10%	16.21%	20.30%
EMA.TO Emera Incorporated	0.58%	1.08%	9.06%	13.58%	35.84%	13.77%	8.95%	9.14%
ENB.TO Enbridge Inc.	0.00%	1.40%	15.38%	16.59%	37.90%	19.26%	15.35%	9.91%
FTS.TO Fortis Inc.	0.00%	-0.51%	11.10%	16.39%	33.40%	13.41%	9.67%	10.52%
H.TO Hydro One Limited	0.33%	-2.10%	7.11%	20.36%	29.64%	16.09%	15.82%	12.70%

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

Monthly Returns

Based on dividend-adjusted daily data since Feb 6, 2025, A-1 Portfolio Lab's average daily return is +0.10%, while the average monthly return is +1.89%. At this rate, your investment would double in approximately 3.1 years.

Historically, 80% of months were positive and 20% were negative. The best month was Apr 2025 with a return of +5.2%, while the worst month was Mar 2026 at -4.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 1 months.

On a daily basis, A-1 Portfolio Lab closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +4.4%, while the worst single day was Apr 4, 2025 at -4.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.52%	4.72%	-3.99%	3.26%									5.41%
2025		-0.33%	0.28%	5.23%	3.61%	2.53%	-0.39%	3.62%	1.58%	1.49%	3.34%	1.87%	25.15%

Benchmark Metrics

A-1 Portfolio Lab has an annualized alpha of 21.87%, beta of 0.43, and R² of 0.49 versus S&P 500 Index. Calculated based on daily prices since February 06, 2025.

This portfolio captured 79.30% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -63.38%) — a profile typical of hedging or uncorrelated assets.
Beta of 0.43 may look defensive, but with R² of 0.49 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R² of 0.49 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: 21.87%

Beta: 0.43

R²: 0.49

Upside Capture: 79.30%

Downside Capture: -63.38%

Expense Ratio

A-1 Portfolio Lab has an expense ratio of 0.04%, 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.

HBND.TO

Hamilton U.S. Bond YIELD MAXIMIZER ETF (CAD Hedged)

HXS.TO

Global X S&P 500 Index Corporate Class ETF

HDIV.TO

Hamilton Enhanced Multi-Sector Covered Call ETF

Return for Risk

Risk / Return Rank

A-1 Portfolio Lab ranks 95 for risk / return — in the top 95% 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.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	3.87	1.84	+2.03
Sortino ratio Return per unit of downside risk	5.75	2.53	+3.22
Omega ratio Gain probability vs. loss probability	1.71	1.35	+0.37
Calmar ratio Return relative to maximum drawdown	7.07	3.83	+3.24
Martin ratio Return relative to average drawdown	29.81	16.98	+12.82
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
AC.TO Air Canada	58	0.96	1.53	1.20	1.65	2.85
AD-UN.TO Alaris Equity Partners Income Trust	75	1.78	2.44	1.33	2.87	8.16
BCE.TO BCE Inc.	57	1.03	1.58	1.18	1.16	2.69
BRK.TO Berkshire Hathaway CDR (CAD Hedged)	19	-0.54	-0.63	0.92	-0.11	-0.17
CM.TO Canadian Imperial Bank of Commerce	98	5.13	6.35	1.87	8.76	39.30
CPX.TO Capital Power Corporation	77	2.00	2.52	1.34	3.16	6.59
EMA.TO Emera Incorporated	90	2.67	3.88	1.47	5.92	16.79
ENB.TO Enbridge Inc.	84	2.40	3.24	1.41	4.15	10.54
FTS.TO Fortis Inc.	86	2.42	3.48	1.42	4.79	12.59
H.TO Hydro One Limited	78	2.06	2.86	1.36	2.89	6.04

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.

A-1 Portfolio Lab Sharpe ratios as of Apr 9, 2026 (values are recalculated daily):

1-Year: 3.87
All Time: 2.38

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 2.13 to 2.98, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of A-1 Portfolio Lab compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

A-1 Portfolio Lab provided a 4.11% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.11%	4.42%	5.21%	4.74%	4.49%	3.44%	3.94%	3.28%	3.84%	3.18%	3.10%	2.89%
Portfolio components:
AC.TO Air Canada	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AD-UN.TO Alaris Equity Partners Income Trust	6.45%	6.75%	7.10%	8.35%	8.29%	6.81%	8.76%	7.55%	9.57%	7.84%	7.49%	6.66%
BCE.TO BCE Inc.	5.30%	7.06%	11.98%	7.42%	6.19%	5.32%	6.12%	5.27%	5.60%	4.76%	4.71%	4.86%
BRK.TO Berkshire Hathaway CDR (CAD Hedged)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CM.TO Canadian Imperial Bank of Commerce	2.88%	3.20%	4.04%	5.47%	7.20%	4.06%	5.37%	5.26%	5.29%	4.19%	4.42%	4.85%
CPX.TO Capital Power Corporation	4.01%	4.59%	3.98%	6.32%	4.87%	5.38%	5.68%	5.40%	6.51%	6.60%	6.50%	7.93%
EMA.TO Emera Incorporated	3.97%	4.30%	6.71%	5.54%	5.18%	4.08%	4.58%	4.26%	5.22%	4.54%	4.40%	3.85%
ENB.TO Enbridge Inc.	5.04%	5.74%	6.00%	7.45%	6.50%	6.76%	7.96%	5.72%	6.33%	4.91%	3.75%	4.04%
FTS.TO Fortis Inc.	3.17%	3.48%	3.99%	4.19%	4.01%	3.36%	3.73%	3.39%	3.79%	3.52%	3.68%	3.73%
H.TO Hydro One Limited	2.27%	2.40%	2.80%	2.94%	3.78%	3.20%	3.50%	3.81%	4.49%	3.88%	4.11%	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.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the A-1 Portfolio Lab. 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 A-1 Portfolio Lab was 8.20%, occurring on Apr 8, 2025. Recovery took 10 trading sessions.

The current A-1 Portfolio Lab drawdown is 1.44%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-8.2%	Apr 3, 2025	4	Apr 8, 2025	10	Apr 23, 2025	14
-5.54%	Mar 2, 2026	15	Mar 20, 2026	—	—	—
-3.74%	Feb 21, 2025	15	Mar 13, 2025	8	Mar 25, 2025	23
-3.05%	Jul 24, 2025	6	Jul 31, 2025	15	Aug 22, 2025	21
-2.5%	Nov 13, 2025	6	Nov 20, 2025	4	Nov 26, 2025	10

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 15.00, 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.

	Benchmark	BCE.TO	EMA.TO	POW.TO	ENB.TO	H.TO	CPX.TO	FTS.TO	HBND.TO	AC.TO	BRK.TO	AD-UN.TO	CM.TO	MFC.TO	HXS.TO	HDIV.TO	Portfolio
Benchmark	1.00	-0.10	-0.16	0.19	0.08	-0.07	0.38	-0.09	0.19	0.50	0.34	0.50	0.56	0.66	0.96	0.73	0.62
BCE.TO	-0.10	1.00	0.28	0.04	0.12	0.29	-0.10	0.31	0.21	0.08	0.11	-0.01	-0.00	-0.14	-0.13	0.05	0.22
EMA.TO	-0.16	0.28	1.00	0.23	0.24	0.55	-0.05	0.70	0.21	-0.03	0.12	-0.01	-0.03	-0.09	-0.17	-0.01	0.23
POW.TO	0.19	0.04	0.23	1.00	0.05	0.24	0.11	0.21	0.17	0.17	0.20	0.29	0.34	0.28	0.19	0.26	0.45
ENB.TO	0.08	0.12	0.24	0.05	1.00	0.37	0.13	0.49	0.28	0.06	0.26	0.24	0.21	0.16	0.07	0.33	0.43
H.TO	-0.07	0.29	0.55	0.24	0.37	1.00	-0.06	0.70	0.33	0.04	0.23	0.10	0.12	-0.01	-0.06	0.10	0.35
CPX.TO	0.38	-0.10	-0.05	0.11	0.13	-0.06	1.00	-0.09	0.09	0.20	0.09	0.36	0.32	0.41	0.38	0.43	0.49
FTS.TO	-0.09	0.31	0.70	0.21	0.49	0.70	-0.09	1.00	0.36	-0.02	0.27	0.10	0.06	0.01	-0.07	0.12	0.36
HBND.TO	0.19	0.21	0.21	0.17	0.28	0.33	0.09	0.36	1.00	0.17	0.24	0.30	0.30	0.24	0.20	0.32	0.47
AC.TO	0.50	0.08	-0.03	0.17	0.06	0.04	0.20	-0.02	0.17	1.00	0.26	0.44	0.44	0.45	0.47	0.51	0.61
BRK.TO	0.34	0.11	0.12	0.20	0.26	0.23	0.09	0.27	0.24	0.26	1.00	0.32	0.36	0.43	0.35	0.40	0.55
AD-UN.TO	0.50	-0.01	-0.01	0.29	0.24	0.10	0.36	0.10	0.30	0.44	0.32	1.00	0.52	0.54	0.49	0.63	0.70
CM.TO	0.56	-0.00	-0.03	0.34	0.21	0.12	0.32	0.06	0.30	0.44	0.36	0.52	1.00	0.53	0.54	0.65	0.68
MFC.TO	0.66	-0.14	-0.09	0.28	0.16	-0.01	0.41	0.01	0.24	0.45	0.43	0.54	0.53	1.00	0.66	0.64	0.68
HXS.TO	0.96	-0.13	-0.17	0.19	0.07	-0.06	0.38	-0.07	0.20	0.47	0.35	0.49	0.54	0.66	1.00	0.73	0.62
HDIV.TO	0.73	0.05	-0.01	0.26	0.33	0.10	0.43	0.12	0.32	0.51	0.40	0.63	0.65	0.64	0.73	1.00	0.79
Portfolio	0.62	0.22	0.23	0.45	0.43	0.35	0.49	0.36	0.47	0.61	0.55	0.70	0.68	0.68	0.62	0.79	1.00

The correlation results are calculated based on daily price changes starting from Feb 6, 2025

A-1 Portfolio Lab

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table