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Issuer
Lysander
Inception Date
Aug 10, 2015
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Preferred Stock

Share Price Chart


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Performance

PR.TO Performance Chart

Lysander-Slater Preferred Share ActivETF (PR.TO) is up 3.4% since the beginning of the year. PR.TO is currently trading at CA$10 per share. Investors who bought CA$1,000 worth of PR.TO shares 5 years ago would now be looking at an investment worth CA$1,303.


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S&P 500 Index

Returns By Period

Lysander-Slater Preferred Share ActivETF (PR.TO) has returned 3.38% so far this year and 8.63% over the past 12 months. Over the last ten years, PR.TO has returned 5.99% per year, falling short of the S&P 500 Index benchmark, which averaged 14.32% annually.


Lysander-Slater Preferred Share ActivETF

1D
0.00%
1M
1.08%
6M
3.48%
YTD
3.38%
1Y
8.63%
3Y*
14.87%
5Y*
5.44%
10Y*
5.99%

Benchmark (S&P 500 Index)

1D
-0.31%
1M
0.87%
6M
10.62%
YTD
13.50%
1Y
24.35%
3Y*
21.67%
5Y*
14.33%
10Y*
14.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PR.TO Monthly Returns History

Based on dividend-adjusted daily data since Aug 18, 2015, PR.TO's average daily return is +0.02%, while the average monthly return is +0.50%. At this rate, an investment would double in approximately 11.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +14.2%, while the worst month was Mar 2020 at -25.4%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PR.TO closed higher 42% of trading days. The best single day was Mar 26, 2020 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -11.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.42%0.90%-1.03%0.90%1.57%0.21%0.38%3.38%
20251.93%0.59%-0.21%-1.83%2.57%1.71%2.21%0.71%0.70%1.29%0.39%0.58%11.10%
20246.59%0.63%3.01%1.38%3.34%-0.80%2.32%1.74%0.68%-0.78%2.42%1.55%24.22%
20237.13%-0.53%-2.77%-0.49%-2.70%1.12%1.41%-3.20%1.44%-1.62%7.98%0.55%7.90%
20221.48%-2.87%-0.18%-7.38%5.44%-5.35%0.04%0.24%-6.46%-1.86%-1.55%-0.72%-18.17%
20214.60%6.95%2.41%3.00%3.54%1.03%0.53%1.42%0.82%2.37%-1.89%0.61%28.22%

Benchmark Metrics

Lysander-Slater Preferred Share ActivETF has an annualized alpha of 4.15%, beta of 0.15, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since August 18, 2015.

  • This ETF participated in 48.09% of S&P 500 Index downside but only 39.97% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.15 may look defensive, but with R2 of 0.06 this ETF 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 ETF's risk.
  • R2 of 0.06 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.15%
Beta
0.15
0.06
Upside Capture
39.97%
Downside Capture
48.09%

Return for Risk

Risk / Return Rank

PR.TO ranks 92 for risk / return — in the top 92% of ETFs 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.


PR.TO Risk / Return Rank: 9292
Overall Rank
PR.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
PR.TO Sortino Ratio Rank: 9191
Sortino Ratio Rank
PR.TO Omega Ratio Rank: 9090
Omega Ratio Rank
PR.TO Calmar Ratio Rank: 9595
Calmar Ratio Rank
PR.TO Martin Ratio Rank: 9595
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 present risk-adjusted performance metrics for Lysander-Slater Preferred Share ActivETF (PR.TO) and compare them to 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.


PR.TOBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.47

1.33

+0.13

Calmar ratioReturn relative to maximum drawdown

6.09

2.67

+3.42

Martin ratioReturn relative to average drawdown

22.15

9.87

+12.27

Dividends

Dividend History

Lysander-Slater Preferred Share ActivETF provided a 5.00% dividend yield over the last twelve months, with an annual payout of CA$0.52 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%CA$0.00CA$0.20CA$0.40CA$0.60CA$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
DividendCA$0.52CA$0.50CA$0.44CA$0.40CA$0.38CA$0.40CA$0.40CA$0.41CA$0.45CA$0.72CA$0.37CA$0.11

Dividend yield

5.00%4.85%4.49%4.80%4.71%3.85%4.79%4.69%4.97%6.73%3.68%1.17%

Monthly Dividends

The table displays the monthly dividend distributions for Lysander-Slater Preferred Share ActivETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.00CA$0.26
2025CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.06CA$0.04CA$0.50
2024CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.04CA$0.05CA$0.04CA$0.44
2023CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.05CA$0.03CA$0.40
2022CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.38
2021CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.03CA$0.40

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 Lysander-Slater Preferred Share ActivETF. 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 Lysander-Slater Preferred Share ActivETF was 45.17%, occurring on Mar 23, 2020. Recovery took 241 trading sessions.


Drawdown

Fall

Recovery

Underwater

Related event

-45.17%Mar 2020
1y 6mo11mo 21d
2y 6moSep 2018 - Mar 2021
COVID crash2020
-21.39%Dec 2022
11mo 19d1y 5mo
2y 4moJan 2022 - May 2024
Bear market2022
-13.55%Jan 2016
5mo 1d6mo 23d
11mo 24dAug 2015 - Aug 2016
-4.79%Jun 2017
1mo 27d1mo 4d
3mo 1dApr 2017 - Jul 2017
-4.62%Jun 2024
20d18d
1mo 8dMay 2024 - Jul 2024

Drawdown Indicators


PR.TOBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-45.17%

-48.87%

+3.70%

Max Drawdown (1Y)

Largest decline over 1 year

-1.44%

-9.17%

+7.73%

Max Drawdown (3Y)

Largest decline over 3 years

-4.62%

-19.59%

+14.97%

Max Drawdown (5Y)

Largest decline over 5 years

-21.39%

-23.14%

+1.75%

Max Drawdown (10Y)

Largest decline over 10 years

-45.17%

-27.97%

-17.20%

Current Drawdown

Current decline from peak

0.00%

-0.82%

+0.82%

Average Drawdown

Average peak-to-trough decline

-7.18%

-9.63%

+2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

2.47%

-2.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with PR.TO

Add Lysander-Slater Preferred Share ActivETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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