Canadian Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-05-31| Period | Strategy | S&P/TSX TR | Excess Return |
|---|---|---|---|
| 1 Month | +1.50% | +2.50% | -1.00% |
| 3 Month | -3.60% | +1.80% | -5.40% |
| 1 Year | +60.10% | +36.10% | +24.00% |
| 3 Year (Ann.) | +35.40% | +24.60% | +10.80% |
| 5 Year (Ann.) | +22.30% | +15.30% | +7.00% |
| 10 Year (Ann.) | +17.70% | +12.80% | +4.90% |
| Since Inception (Ann.) | +17.40% | +8.30% | +9.10% |
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
Beta0.74
Jensen's Alpha10.7%
Tracking Error7.92%
Information Ratio0.83
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