Canadian Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-06-30| Period | Strategy | S&P/TSX TR | Excess Return |
|---|---|---|---|
| 1 Month | -2.66% | +0.50% | -3.16% |
| 3 Month | -0.76% | +6.96% | -7.72% |
| 1 Year | +49.73% | +32.87% | +16.86% |
| 3 Year (Ann.) | +34.18% | +23.47% | +10.71% |
| 5 Year (Ann.) | +21.00% | +14.85% | +6.14% |
| 10 Year (Ann.) | +17.68% | +12.79% | +4.89% |
| Since Inception (Ann.) | +17.27% | +8.33% | +8.94% |
Annual Returns
| Year | Strategy | S&P/TSX TR |
|---|---|---|
| YTD | +10.1% | +11.2% |
| 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 Correlation0.80
R-Squared0.65
Sharpe Ratio1.23
Sortino Ratio2.16
Jensen's Alpha10.55%
Tracking Error7.9%
Information Ratio1.13
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