Canadian Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-02-27| Period | Strategy | S&P/TSX TR | Excess Return |
|---|---|---|---|
| 1 Month | +13.67% | +7.72% | +5.95% |
| 3 Month | +19.61% | +10.06% | +9.55% |
| 1 Year | +85.51% | +38.79% | +46.73% |
| 3 Year (Ann.) | +38.33% | +22.91% | +15.43% |
| 5 Year (Ann.) | +25.52% | +17.09% | +8.43% |
| 10 Year (Ann.) | +19.06% | +13.68% | +5.38% |
| Since Inception (Ann.) | +17.79% | +8.34% | +9.45% |
Annual Returns
| Year | Strategy | S&P/TSX TR |
|---|---|---|
| YTD | +17.4% | +8.6% |
| 2025 | +56.2% | +31.7% |
| 2024 | +40.0% | +21.6% |
| 2023 | +6.9% | +11.8% |
| 2022 | -6.2% | -5.8% |
| 2021 | +29.5% | +25.1% |
| 2020 | -3.2% | +5.6% |
| 2019 | +27.6% | +22.9% |
| 2018 | -2.0% | -8.9% |
| 2017 | +22.1% | +9.1% |
| 2016 | +13.5% | +21.1% |
Risk Statistics
Volatility (Annual)12.1%
Max Drawdown-39.2%
Beta0.74
Index Correlation0.81
R-Squared0.65
Sharpe Ratio1.27
Sortino Ratio2.26
Jensen's Alpha11.07%
Tracking Error7.9%
Information Ratio1.20
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