Canadian Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-08-31| Period | Strategy | S&P/TSX TR | Excess Return |
|---|---|---|---|
| 1 Month | +6.03% | +3.10% | +2.93% |
| 3 Month | +6.41% | +4.88% | +1.53% |
| 1 Year | +52.69% | +29.91% | +22.78% |
| 3 Year (Ann.) | +39.40% | +24.75% | +14.65% |
| 5 Year (Ann.) | +23.07% | +15.28% | +7.79% |
| 10 Year (Ann.) | +17.89% | +12.81% | +5.08% |
| Since Inception (Ann.) | +17.54% | +8.44% | +9.10% |
Annual Returns
| Year | Strategy | S&P/TSX TR |
|---|---|---|
| YTD | +20.4% | +16.0% |
| 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%
Beta0.75
Index Correlation0.80
R-Squared0.65
Sharpe Ratio1.25
Sortino Ratio2.21
Jensen's Alpha10.72%
Tracking Error7.9%
Information Ratio1.15
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