Awesome
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 20% |
QQQ Invesco QQQ | Large Cap Blend Equities | 20% |
XLB.TO iShares Core Canadian Long Term Bond Index ETF | Canadian Government Bonds | 20% |
XMV.TO iShares MSCI Min Vol Canada Index ETF | Canada Equities | 20% |
XRE.TO iShares S&P/TSX Capped REIT Index ETF | REIT | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Jul 31, 2012, corresponding to the inception date of XMV.TO
Returns By Period
As of May 25, 2025, the Awesome returned 9.99% Year-To-Date and 8.97% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 5.80% | -2.79% | 9.39% | 14.45% | 10.68% |
| Awesome | 9.99% | 3.11% | 6.73% | 17.42% | 11.74% | 8.97% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -0.24% | 8.96% | 0.99% | 11.88% | 18.00% | 17.56% |
GLD SPDR Gold Trust | 27.93% | 0.55% | 23.98% | 43.46% | 13.67% | 10.52% |
XRE.TO iShares S&P/TSX Capped REIT Index ETF | 6.15% | 2.97% | -0.92% | 4.16% | 5.30% | 2.61% |
XLB.TO iShares Core Canadian Long Term Bond Index ETF | 2.38% | 0.07% | 4.33% | 10.26% | 3.89% | 3.78% |
XMV.TO iShares MSCI Min Vol Canada Index ETF | 13.59% | 4.22% | 3.84% | 15.45% | 14.13% | 7.28% |
Monthly Returns
The table below presents the monthly returns of Awesome, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.68% | 1.14% | 0.93% | 3.66% | 2.22% | 9.99% | |||||||
| 2024 | -1.31% | 0.44% | 3.44% | -3.52% | 3.44% | 1.63% | 3.59% | 3.34% | 4.39% | -2.77% | 1.34% | -4.00% | 9.94% |
| 2023 | 8.56% | -3.55% | 4.07% | 1.29% | -0.60% | 3.43% | 1.47% | -2.97% | -4.66% | -1.75% | 8.63% | 6.87% | 21.48% |
| 2022 | -4.72% | 0.65% | 3.13% | -7.54% | -0.78% | -6.63% | 5.08% | -5.36% | -7.71% | 2.08% | 7.81% | -2.87% | -16.90% |
| 2021 | -1.37% | -1.03% | 2.96% | 4.63% | 3.91% | -0.04% | 2.56% | 0.75% | -3.61% | 5.48% | -2.41% | 3.82% | 16.26% |
| 2020 | 2.81% | -3.83% | -13.42% | 9.57% | 2.74% | 4.36% | 6.29% | 3.25% | -3.39% | -2.27% | 7.21% | 3.92% | 16.10% |
| 2019 | 8.21% | 1.74% | 1.69% | 0.58% | -1.28% | 5.72% | 0.49% | 2.35% | 0.71% | 1.20% | 1.06% | 1.73% | 26.64% |
| 2018 | 2.92% | -3.86% | -0.32% | -0.02% | 1.75% | -0.48% | 0.87% | 1.36% | -0.17% | -4.27% | 0.67% | -3.77% | -5.47% |
| 2017 | 3.80% | 1.39% | 0.73% | 0.60% | 1.45% | 0.98% | 2.38% | 2.13% | -0.73% | 0.48% | 1.27% | 2.39% | 18.14% |
| 2016 | -0.51% | 5.01% | 6.27% | 3.32% | -2.38% | 4.43% | 2.49% | -1.93% | 0.57% | -3.09% | -2.74% | 0.77% | 12.26% |
| 2015 | -0.28% | 1.42% | -2.35% | 3.37% | -2.90% | -2.05% | -2.07% | -3.18% | -1.84% | 4.64% | -2.51% | -3.25% | -10.80% |
| 2014 | -1.52% | 4.11% | -0.69% | 1.55% | 1.57% | 3.71% | -1.01% | 2.56% | -4.48% | 0.59% | 1.48% | -1.03% | 6.70% |
Expense Ratio
Awesome has an expense ratio of 0.35%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 91, Awesome is among the top 9% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.50 | 0.85 | 1.12 | 0.54 | 1.75 |
GLD SPDR Gold Trust | 2.43 | 3.25 | 1.42 | 5.33 | 14.48 |
XRE.TO iShares S&P/TSX Capped REIT Index ETF | 0.25 | 0.75 | 1.09 | 0.24 | 0.58 |
XLB.TO iShares Core Canadian Long Term Bond Index ETF | 0.82 | 1.50 | 1.17 | 1.27 | 3.38 |
XMV.TO iShares MSCI Min Vol Canada Index ETF | 1.23 | 1.99 | 1.29 | 1.63 | 4.48 |
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Dividends
Dividend yield
Awesome provided a 3.84% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.84% | 4.12% | 4.02% | 4.26% | 2.79% | 3.05% | 2.26% | 2.46% | 2.32% | 2.41% | 2.56% | 3.18% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.59% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XRE.TO iShares S&P/TSX Capped REIT Index ETF | 5.53% | 5.55% | 4.52% | 4.85% | 2.59% | 4.45% | 4.82% | 4.80% | 4.71% | 5.20% | 5.59% | 4.93% |
XLB.TO iShares Core Canadian Long Term Bond Index ETF | 10.84% | 12.10% | 12.22% | 13.13% | 8.82% | 7.43% | 3.18% | 3.56% | 3.45% | 3.62% | 3.64% | 3.90% |
XMV.TO iShares MSCI Min Vol Canada Index ETF | 2.27% | 2.42% | 2.73% | 2.50% | 2.12% | 2.83% | 2.54% | 3.04% | 2.59% | 2.19% | 2.57% | 5.65% |
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 Awesome. 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 Awesome was 28.49%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.49% | Feb 24, 2020 | 21 | Mar 23, 2020 | 91 | Jul 29, 2020 | 112 |
| -24.44% | Nov 10, 2021 | 240 | Oct 14, 2022 | 307 | Dec 27, 2023 | 547 |
| -19.51% | Apr 29, 2015 | 186 | Jan 18, 2016 | 116 | Jun 30, 2016 | 302 |
| -11.77% | Sep 24, 2012 | 192 | Jun 24, 2013 | 227 | May 14, 2014 | 419 |
| -10.74% | Jan 29, 2018 | 233 | Dec 24, 2018 | 38 | Feb 19, 2019 | 271 |
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 5 assets, with an effective number of assets of 5.00, 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
| ^GSPC | GLD | XLB.TO | QQQ | XRE.TO | XMV.TO | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.01 | 0.15 | 0.90 | 0.51 | 0.59 | 0.67 |
| GLD | 0.01 | 1.00 | 0.39 | 0.01 | 0.22 | 0.26 | 0.49 |
| XLB.TO | 0.15 | 0.39 | 1.00 | 0.13 | 0.41 | 0.40 | 0.60 |
| QQQ | 0.90 | 0.01 | 0.13 | 1.00 | 0.40 | 0.47 | 0.64 |
| XRE.TO | 0.51 | 0.22 | 0.41 | 0.40 | 1.00 | 0.68 | 0.78 |
| XMV.TO | 0.59 | 0.26 | 0.40 | 0.47 | 0.68 | 1.00 | 0.81 |
| Portfolio | 0.67 | 0.49 | 0.60 | 0.64 | 0.78 | 0.81 | 1.00 |