Canadian Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-03-31| Period | Strategy | S&P/TSX TR | Excess Return |
|---|---|---|---|
| 1 Month | -5.50% | -4.30% | -1.20% |
| 3 Month | +11.00% | +3.90% | +7.10% |
| 1 Year | +68.50% | +34.80% | +33.70% |
| 3 Year (Ann.) | +34.80% | +21.20% | +13.60% |
| 5 Year (Ann.) | +23.40% | +15.20% | +8.20% |
| 10 Year (Ann.) | +17.70% | +12.60% | +5.10% |
| Since Inception (Ann.) | +17.50% | +8.10% | +9.40% |
Annual Returns
| Year | Strategy | S&P/TSX TR |
|---|---|---|
| 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% |
| 2015 | +7.7% | -8.3% |
Risk Statistics
Volatility (Annual)12.1%
Max Drawdown-39.2%
Sharpe Ratio1.24
Sortino Ratio2.19
Index Correlation0.81
R-Squared0.65
Beta0.75
Jensen's Alpha10.9%
Tracking Error7.9%
Information Ratio0.86
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