PortfoliosLab logoPortfoliosLab logo
Sample (TFSA)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for Sample (TFSA)

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 $10,000 in Sample (TFSA), 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 charts...

Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.30%0.09%8.18%8.17%23.42%19.88%11.91%13.45%
Portfolio
Sample (TFSA)
HEQT.TO
Horizons All-Equity Asset Allocation ETF
UTES.TO
Evolve Canadian Utilities Enhanced Yield Index Fund ETF
-1.42%0.76%10.98%13.32%23.71%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
-1.60%1.87%1.40%2.28%7.83%44.46%26.92%17.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns


Expense Ratio

Sample (TFSA) has an expense ratio of 0.47%, 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.


Return for Risk

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Sample (TFSA) and compares them with S&P 500 Index.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
HEQT.TO
Horizons All-Equity Asset Allocation ETF
UTES.TO
Evolve Canadian Utilities Enhanced Yield Index Fund ETF
782.293.191.403.8912.42
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
180.480.781.100.731.64

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for Sample (TFSA). This metric is based on the past 12 months of trading data. Please check back later for updated information.


Loading charts...

Dividends

Dividend yield

Sample (TFSA) provided a 6.03% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio6.03%6.32%2.31%0.52%0.49%0.46%0.49%0.49%0.54%0.60%0.34%0.41%
HEQT.TO
Horizons All-Equity Asset Allocation 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%
UTES.TO
Evolve Canadian Utilities Enhanced Yield Index Fund ETF
17.41%18.30%6.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XST.TO
iShares S&P/TSX Capped Consumer Staples Index ETF
0.67%0.68%0.87%1.57%1.48%1.37%1.48%1.46%1.62%1.80%1.03%1.24%

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 Sample (TFSA). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The portfolio has not yet recovered.


Related event

Drawdown

Fall

Recovery

Underwater

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio

Not enough data to calculate this metric.