Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of CA$10,000 in Super Cycle , 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 Dec 2, 2021, corresponding to the inception date of ZMMK.TO
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.44% | 0.25% | -2.46% | -2.17% | 26.93% | 18.24% | 12.68% | 12.98% |
Portfolio Super Cycle | 0.31% | 2.38% | 9.41% | 10.96% | 31.47% | 15.81% | — | — |
| 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% |
SPMO Invesco S&P 500 Momentum ETF | 0.53% | -0.11% | -2.19% | -4.13% | 37.58% | 29.89% | 20.18% | 18.16% |
VTV Vanguard Value ETF | 0.49% | 1.64% | 5.20% | 5.97% | 25.44% | 16.29% | 13.28% | 12.59% |
SCHD Schwab U.S. Dividend Equity ETF | 0.49% | 1.62% | 13.96% | 13.37% | 22.84% | 13.02% | 10.63% | 12.99% |
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | -0.32% | 3.75% | 7.89% | 12.52% | 42.14% | 21.62% | 15.43% | — |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 2.07% | 11.00% | 39.47% | 47.05% | 82.12% | 24.03% | 32.37% | 12.99% |
ZMT.TO BMO S&P/TSX Equal Weight Global Base Metals (CAD Hedged) | -0.62% | -0.37% | 12.25% | 24.91% | 128.69% | 28.92% | 17.55% | 15.98% |
ZEO.TO BMO Equal Weight Oil & Gas Index ETF | 1.97% | 7.86% | 29.87% | 27.80% | 54.67% | 23.68% | 27.53% | 11.53% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 0.77% | 3.44% | 14.44% | 16.32% | 45.10% | 18.43% | 15.35% | 12.06% |
ZMMK.TO BMO Money Market Fund ETF Series | -0.02% | 0.14% | 0.55% | 1.16% | 2.53% | 3.97% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Dec 3, 2021, Super Cycle 's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, your investment would double in approximately 5.6 years.
Historically, 68% of months were positive and 32% were negative. The best month was Oct 2022 with a return of +6.5%, while the worst month was Jun 2022 at -6.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.
On a daily basis, Super Cycle closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +4.5%, while the worst single day was Apr 4, 2025 at -4.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.74% | 4.80% | -0.53% | 0.20% | 9.41% | ||||||||
| 2025 | 2.38% | 0.69% | -0.44% | -4.53% | 3.27% | 2.51% | 1.70% | 2.53% | 2.97% | 0.64% | 1.97% | -0.38% | 13.85% |
| 2024 | 0.98% | 3.27% | 3.91% | -0.38% | 2.05% | -0.19% | 3.42% | 0.08% | 1.31% | 1.26% | 3.06% | -2.27% | 17.57% |
| 2023 | 2.93% | -1.27% | -0.59% | 1.43% | -3.46% | 2.81% | 3.12% | 0.31% | -1.43% | -1.27% | 3.24% | 2.15% | 7.96% |
| 2022 | 1.11% | 0.59% | 1.95% | -1.43% | 1.79% | -6.60% | 2.93% | -0.26% | -3.59% | 6.51% | 4.47% | -2.10% | 4.76% |
| 2021 | 2.63% | 2.63% |
Benchmark Metrics
Super Cycle has an annualized alpha of 6.93%, beta of 0.44, and R² of 0.58 versus S&P 500 Index. Calculated based on daily prices since December 03, 2021.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (55.99%) than losses (28.23%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 6.93% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.44 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
- 6.93%
- Beta
- 0.44
- R²
- 0.58
- Upside Capture
- 55.99%
- Downside Capture
- 28.23%
Expense Ratio
Super Cycle has an expense ratio of 0.21%, 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
Return for Risk
Risk / Return Rank
Super Cycle ranks 93 for risk / return — in the top 93% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.98 | 0.75 | +1.23 |
Sortino ratioReturn per unit of downside risk | 2.60 | 1.13 | +1.46 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.18 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 9.95 | 1.15 | +8.81 |
Martin ratioReturn relative to average drawdown | 41.56 | 4.19 | +37.37 |
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 |
SPMO Invesco S&P 500 Momentum ETF | 47 | 0.91 | 1.37 | 1.20 | 1.63 | 4.85 |
VTV Vanguard Value ETF | 42 | 0.92 | 1.29 | 1.19 | 1.22 | 4.24 |
SCHD Schwab U.S. Dividend Equity ETF | 30 | 0.73 | 1.08 | 1.15 | 0.85 | 2.05 |
VIDY.TO Vanguard FTSE Developed ex North America High Dividend Yield Index ETF | 82 | 1.85 | 2.45 | 1.37 | 2.53 | 10.20 |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 84 | 2.09 | 2.54 | 1.38 | 2.69 | 9.63 |
ZMT.TO BMO S&P/TSX Equal Weight Global Base Metals (CAD Hedged) | 90 | 2.28 | 2.80 | 1.40 | 3.95 | 12.21 |
ZEO.TO BMO Equal Weight Oil & Gas Index ETF | 76 | 1.81 | 2.24 | 1.36 | 2.11 | 7.79 |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 96 | 3.53 | 4.26 | 1.80 | 3.75 | 21.91 |
ZMMK.TO BMO Money Market Fund ETF Series | 100 | 9.95 | 25.04 | 5.79 | 85.61 | 392.33 |
Loading graphics...
Dividends
Dividend yield
Super Cycle provided a 2.54% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.54% | 2.84% | 3.44% | 3.70% | 2.90% | 1.89% | 2.21% | 2.14% | 2.03% | 1.46% | 1.72% | 1.86% |
| 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% |
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% |
VTV Vanguard Value ETF | 2.02% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
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% |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 2.75% | 3.63% | 3.46% | 4.26% | 3.31% | 1.64% | 2.96% | 2.70% | 2.25% | 1.41% | 1.40% | 3.58% |
ZMT.TO BMO S&P/TSX Equal Weight Global Base Metals (CAD Hedged) | 0.18% | 0.21% | 0.34% | 0.87% | 1.46% | 2.82% | 1.03% | 2.34% | 3.95% | 1.29% | 1.24% | 1.10% |
ZEO.TO BMO Equal Weight Oil & Gas Index ETF | 2.74% | 3.42% | 3.86% | 4.82% | 4.69% | 3.27% | 5.54% | 3.55% | 3.57% | 2.46% | 2.50% | 4.09% |
XEI.TO iShares S&P/TSX Composite High Dividend Index ETF | 3.88% | 4.39% | 5.45% | 4.98% | 4.68% | 3.58% | 5.03% | 4.62% | 5.42% | 4.29% | 4.42% | 5.64% |
ZMMK.TO BMO Money Market Fund ETF Series | 2.69% | 3.02% | 4.66% | 4.98% | 1.95% | 0.04% | 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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Super Cycle . 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 Super Cycle was 10.50%, occurring on Apr 8, 2025. Recovery took 54 trading sessions.
The current Super Cycle drawdown is 0.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10.5% | Mar 25, 2025 | 11 | Apr 8, 2025 | 54 | Jun 24, 2025 | 65 |
| -9.16% | Apr 20, 2022 | 62 | Jul 14, 2022 | 92 | Nov 22, 2022 | 154 |
| -5.35% | Mar 6, 2023 | 10 | Mar 17, 2023 | 88 | Jul 20, 2023 | 98 |
| -4.42% | Sep 15, 2023 | 31 | Oct 27, 2023 | 25 | Dec 1, 2023 | 56 |
| -4.13% | Aug 1, 2024 | 5 | Aug 7, 2024 | 17 | Aug 30, 2024 | 22 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 11 assets, with an effective number of assets of 7.14, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | ZMMK.TO | XEG.TO | ZMT.TO | ZEO.TO | ZEM.TO | VIDY.TO | SPMO | SCHD | XEI.TO | VFV.TO | VTV | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.01 | 0.16 | 0.31 | 0.17 | 0.52 | 0.51 | 0.83 | 0.65 | 0.41 | 0.96 | 0.77 | 0.69 |
| ZMMK.TO | 0.01 | 1.00 | 0.00 | 0.01 | 0.02 | 0.07 | 0.01 | 0.03 | -0.01 | 0.02 | 0.03 | -0.01 | 0.03 |
| XEG.TO | 0.16 | 0.00 | 1.00 | 0.38 | 0.95 | 0.19 | 0.27 | 0.24 | 0.26 | 0.66 | 0.18 | 0.26 | 0.62 |
| ZMT.TO | 0.31 | 0.01 | 0.38 | 1.00 | 0.37 | 0.41 | 0.44 | 0.27 | 0.27 | 0.51 | 0.33 | 0.31 | 0.62 |
| ZEO.TO | 0.17 | 0.02 | 0.95 | 0.37 | 1.00 | 0.19 | 0.30 | 0.25 | 0.29 | 0.72 | 0.19 | 0.29 | 0.64 |
| ZEM.TO | 0.52 | 0.07 | 0.19 | 0.41 | 0.19 | 1.00 | 0.57 | 0.41 | 0.31 | 0.37 | 0.53 | 0.37 | 0.56 |
| VIDY.TO | 0.51 | 0.01 | 0.27 | 0.44 | 0.30 | 0.57 | 1.00 | 0.42 | 0.47 | 0.60 | 0.54 | 0.53 | 0.71 |
| SPMO | 0.83 | 0.03 | 0.24 | 0.27 | 0.25 | 0.41 | 0.42 | 1.00 | 0.49 | 0.38 | 0.80 | 0.66 | 0.62 |
| SCHD | 0.65 | -0.01 | 0.26 | 0.27 | 0.29 | 0.31 | 0.47 | 0.49 | 1.00 | 0.54 | 0.63 | 0.91 | 0.76 |
| XEI.TO | 0.41 | 0.02 | 0.66 | 0.51 | 0.72 | 0.37 | 0.60 | 0.38 | 0.54 | 1.00 | 0.44 | 0.57 | 0.83 |
| VFV.TO | 0.96 | 0.03 | 0.18 | 0.33 | 0.19 | 0.53 | 0.54 | 0.80 | 0.63 | 0.44 | 1.00 | 0.74 | 0.70 |
| VTV | 0.77 | -0.01 | 0.26 | 0.31 | 0.29 | 0.37 | 0.53 | 0.66 | 0.91 | 0.57 | 0.74 | 1.00 | 0.80 |
| Portfolio | 0.69 | 0.03 | 0.62 | 0.62 | 0.64 | 0.56 | 0.71 | 0.62 | 0.76 | 0.83 | 0.70 | 0.80 | 1.00 |