JYL | PortfoliosLab

Asset Allocation

Position	Category/Sector	Target Weight
MSFT Microsoft Corporation	Technology	23%
RY Royal Bank of Canada	Financial Services	12.11%
ZMMK.TO BMO Money Market Fund ETF Series	Money Market	11.51%
KXI iShares Global Consumer Staples ETF	Consumer Staples Equities	10.77%
XBAL.TO iShares Core Balanced ETF Portfolio	Diversified Portfolio	9.98%
XCNS.TO iShares Core Conservative Balanced ETF Portfolio	Diversified Portfolio	5.25%
VFV.TO Vanguard S&P 500 Index ETF	S&P 500	4.05%
JEPI JPMorgan Equity Premium Income ETF	Dividend, Derivative Income	3.84%
XUT.TO iShares S&P/TSX Capped Utilities Index ETF	Utilities Equities	3.65%
ENB Enbridge Inc.	Energy	3.64%
HXT.TO Global X S&P/TSX 60 Index Corporate Class ETF	Canada Equities	3.41%
AAPL Apple Inc	Technology	2.67%
MNT.TO Royal Canadian Mint - Canadian Gold Reserves	Gold, Precious Metals	2.52%
ZEB.TO BMO Equal Weight Banks Index ETF	Financials Equities, Equal Weight	1.91%
INDA iShares MSCI India ETF	India Equities, Asia Pacific Equities	1.69%

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

Find the right asset allocation for JYL

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in JYL, 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.

Loading charts...

Returns By Period

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	-0.32%	-1.33%	8.26%	11.31%	20.64%	20.42%	13.56%	13.88%	9.17%
Portfolio JYL	-0.50%	2.07%	5.92%	6.78%	14.79%	16.21%	—	—	11.84%
Portfolio components:
AAPL Apple Inc	-2.27%	8.96%	29.25%	23.21%	58.46%	22.45%	20.58%	31.61%	35.32%
ENB Enbridge Inc.	-1.85%	1.58%	21.32%	22.41%	33.18%	24.32%	17.07%	10.66%	13.46%
HXT.TO Global X S&P/TSX 60 Index Corporate Class ETF	-0.95%	1.37%	8.67%	12.44%	30.05%	22.17%	14.68%	12.63%	5.24%
INDA iShares MSCI India ETF	-0.86%	-2.64%	-7.27%	-8.05%	-9.08%	5.47%	5.47%	7.19%	7.76%
JEPI JPMorgan Equity Premium Income ETF	-0.41%	0.63%	1.52%	5.06%	9.43%	10.81%	9.37%	—	11.16%
KXI iShares Global Consumer Staples ETF	-0.65%	2.32%	5.42%	10.40%	10.95%	8.45%	6.93%	6.48%	8.82%
MNT.TO Royal Canadian Mint - Canadian Gold Reserves	0.07%	-2.15%	-18.44%	-8.17%	16.01%	29.01%	20.30%	11.98%	7.76%
MSFT Microsoft Corporation	2.02%	5.43%	-11.30%	-14.47%	-18.86%	8.43%	10.50%	24.04%	14.83%
RY Royal Bank of Canada	-2.47%	3.77%	27.28%	28.08%	66.57%	36.23%	22.79%	18.39%	14.66%
VFV.TO Vanguard S&P 500 Index ETF	0.22%	-1.23%	10.18%	11.96%	22.24%	21.68%	15.14%	15.40%	17.56%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 2, 2021, JYL's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +6.6%, while the worst month was Jun 2022 at -4.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JYL closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.6%, while the worst single day was Apr 4, 2025 at -4.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-2.68%	1.86%	-3.23%	4.69%	4.69%	0.07%	1.49%						6.78%
2025	1.63%	-1.06%	-2.91%	0.22%	5.71%	2.58%	2.68%	1.83%	3.33%	0.60%	1.15%	-0.79%	15.73%
2024	2.09%	2.56%	2.30%	-2.71%	5.19%	1.98%	1.71%	0.70%	2.59%	-0.33%	4.13%	-0.13%	21.75%
2023	3.39%	-0.29%	3.55%	3.90%	-1.43%	1.50%	1.13%	-1.41%	-3.63%	1.74%	6.64%	1.15%	17.01%
2022	-1.45%	-1.70%	0.32%	-3.59%	-0.93%	-3.99%	4.51%	-1.99%	-3.36%	2.48%	5.72%	-3.90%	-8.14%
2021												3.83%	3.83%

Benchmark Metrics

JYL has an annualized alpha of 3.11%, beta of 0.58, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since December 02, 2021.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (63.23%) than losses (59.01%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.11% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.58 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 3.11%

Beta: 0.58

R²: 0.83

Upside Capture: 63.23%

Downside Capture: 59.01%

See how alpha, beta & R² have trended over time →

Expense Ratio

JYL has an expense ratio of 0.15%, 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.

INDA

iShares MSCI India ETF

XUT.TO

iShares S&P/TSX Capped Utilities Index ETF

KXI

iShares Global Consumer Staples ETF

JEPI

JPMorgan Equity Premium Income ETF

ZEB.TO

BMO Equal Weight Banks Index ETF

XBAL.TO

iShares Core Balanced ETF Portfolio

XCNS.TO

iShares Core Conservative Balanced ETF Portfolio

ZMMK.TO

BMO Money Market Fund ETF Series

VFV.TO

Vanguard S&P 500 Index ETF

HXT.TO

Global X S&P/TSX 60 Index Corporate Class ETF

Return for Risk

Risk / Return Rank

JYL ranks 44 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 JYL and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.65	1.60	+0.05
Sortino ratioReturn per unit of downside risk	2.32	2.27	+0.05
Omega ratioGain probability vs. loss probability	1.29	1.28	+0.01
Calmar ratioReturn relative to maximum drawdown	1.87	2.26	-0.39
Martin ratioReturn relative to average drawdown	6.83	8.33	-1.50

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
AAPL Apple Inc	93	2.41	3.29	1.43	3.94	8.87
ENB Enbridge Inc.	90	1.96	2.78	1.34	3.42	9.40
HXT.TO Global X S&P/TSX 60 Index Corporate Class ETF	91	2.52	3.37	1.45	3.92	17.93
INDA iShares MSCI India ETF	5	-0.58	-0.76	0.92	-0.49	-1.03
JEPI JPMorgan Equity Premium Income ETF	40	1.04	1.58	1.19	1.73	4.65
KXI iShares Global Consumer Staples ETF	29	0.80	1.23	1.15	1.12	2.43
MNT.TO Royal Canadian Mint - Canadian Gold Reserves	21	0.51	0.89	1.12	0.56	1.23
MSFT Microsoft Corporation	19	-0.70	-0.84	0.89	-0.55	-0.97
RY Royal Bank of Canada	99	4.21	5.70	1.74	8.25	29.49
VFV.TO Vanguard S&P 500 Index ETF	75	1.84	2.55	1.34	2.59	9.67

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. Learn how to interpret the Sharpe ratio.

The current JYL Sharpe ratio is 1.65 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, 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 JYL compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading charts...

Dividends

Dividend yield

JYL provided a 2.06% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.06%	2.19%	2.59%	2.84%	2.49%	1.91%	2.07%	1.77%	2.18%	1.83%	2.13%	2.29%
Portfolio components:
AAPL Apple Inc	0.32%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
ENB Enbridge Inc.	4.98%	5.66%	6.28%	7.31%	6.80%	6.85%	7.55%	5.58%	6.68%	4.71%	4.13%	4.71%
HXT.TO Global X S&P/TSX 60 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%
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%
JEPI JPMorgan Equity Premium Income ETF	8.11%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%	0.00%	0.00%	0.00%	0.00%	0.00%
KXI iShares Global Consumer Staples ETF	2.33%	2.29%	2.51%	2.99%	1.98%	2.26%	2.34%	2.17%	2.97%	2.17%	2.34%	2.20%
MNT.TO Royal Canadian Mint - Canadian Gold Reserves	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.88%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
RY Royal Bank of Canada	2.20%	2.54%	3.39%	4.29%	4.07%	3.24%	3.88%	3.88%	4.27%	3.22%	3.95%	5.41%
VFV.TO Vanguard S&P 500 Index ETF	0.85%	0.92%	0.99%	1.20%	1.31%	1.06%	1.33%	1.55%	1.69%	1.51%	1.65%	1.63%

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 charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the JYL. 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 JYL was 13.77%, occurring on Oct 11, 2022. Recovery took 138 trading sessions.

The current JYL drawdown is 1.03%.

Drawdown	Fall	Recovery	Underwater	Related event
-13.77%Oct 2022	9mo 15d	6mo 18d	1y 3moDec 2021 - Apr 2023	Bear market2022
-11.44%Apr 2025	2mo 9d	1mo 7d	3mo 16dJan 2025 - May 2025	2025 selloff2025
-7.76%Mar 2026	1mo 28d	1mo 18d	3mo 16dJan 2026 - May 2026	—
-6.59%Oct 2023	2mo 16d	1mo 8d	3mo 24dJul 2023 - Nov 2023	—
-3.96%Aug 2024	27d	1mo 4d	2mo 1dJul 2024 - Sep 2024	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 8.77, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	All Time
Diversification Ratio	1.75	1.51	1.38

The portfolio has a diversification ratio of 1.38, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

JYL correlation to the S&P 500 Index

JYL has a 0.70 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	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (All Time) Calculated using the full available price history since Dec 2, 2021	0.88

Benchmark Correlations

Correlation vs. S&P 500 Index. VFV.TO has the highest benchmark correlation at 0.82, while MNT.TO has the lowest at -0.02.

-0.02

0.05

0.25

0.39

0.49

0.54

0.57

0.59

0.64

HXT.TO

0.64

Portfolio Correlations

Correlation vs. JYL. MSFT has the highest portfolio correlation at 0.84, while MNT.TO has the lowest at 0.04.

0.04

0.05

0.33

0.45

0.54

0.56

0.56

0.59

0.66

0.69

Asset Correlations Table

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

	ZMMK.TO	MNT.TO	XUT.TO	ENB	KXI	INDA	MSFT	AAPL	XCNS.TO	ZEB.TO	RY	VFV.TO	JEPI	HXT.TO	XBAL.TO
ZMMK.TO	1.00	0.00	0.02	0.03	0.03	0.08	0.03	0.02	0.03	0.05	0.03	0.04	0.03	0.04	0.02
MNT.TO	0.00	1.00	0.09	0.01	-0.00	0.03	-0.03	-0.06	0.10	-0.02	-0.03	-0.04	-0.04	0.10	0.06
XUT.TO	0.02	0.09	1.00	0.41	0.36	0.16	0.12	0.17	0.37	0.35	0.29	0.25	0.31	0.46	0.39
ENB	0.03	0.01	0.41	1.00	0.50	0.33	0.19	0.23	0.19	0.38	0.55	0.13	0.48	0.49	0.27
KXI	0.03	-0.00	0.36	0.50	1.00	0.43	0.27	0.37	0.29	0.30	0.49	0.28	0.69	0.35	0.37
INDA	0.08	0.03	0.16	0.33	0.43	1.00	0.40	0.41	0.34	0.34	0.49	0.38	0.56	0.38	0.43
MSFT	0.03	-0.03	0.12	0.19	0.27	0.40	1.00	0.56	0.37	0.28	0.36	0.64	0.49	0.39	0.52
AAPL	0.02	-0.06	0.17	0.23	0.37	0.41	0.56	1.00	0.39	0.33	0.40	0.60	0.52	0.39	0.52
XCNS.TO	0.03	0.10	0.37	0.19	0.29	0.34	0.37	0.39	1.00	0.52	0.38	0.65	0.43	0.62	0.81
ZEB.TO	0.05	-0.02	0.35	0.38	0.30	0.34	0.28	0.33	0.52	1.00	0.74	0.53	0.44	0.79	0.64
RY	0.03	-0.03	0.29	0.55	0.49	0.49	0.36	0.40	0.38	0.74	1.00	0.39	0.60	0.67	0.50
VFV.TO	0.04	-0.04	0.25	0.13	0.28	0.38	0.64	0.60	0.65	0.53	0.39	1.00	0.57	0.63	0.83
JEPI	0.03	-0.04	0.31	0.48	0.69	0.56	0.49	0.52	0.43	0.44	0.60	0.57	1.00	0.54	0.57
HXT.TO	0.04	0.10	0.46	0.49	0.35	0.38	0.39	0.39	0.62	0.79	0.67	0.63	0.54	1.00	0.77
XBAL.TO	0.02	0.06	0.39	0.27	0.37	0.43	0.52	0.52	0.81	0.64	0.50	0.83	0.57	0.77	1.00

The correlation results are calculated based on daily price changes starting from Dec 2, 2021

Diversification Analysis

Find what JYL is missing

See which holdings overlap, where JYL is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification