Canadian HD Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-10-30| Period | Strategy | S&P/TSX TR | Excess Return |
|---|---|---|---|
| 1 Month | +4.23% | +1.24% | +2.99% |
| 3 Month | +1.51% | +1.64% | -0.13% |
| 1 Year | +41.93% | +20.35% | +21.58% |
| 3 Year (Ann.) | +32.26% | +26.98% | +5.28% |
| 5 Year (Ann.) | +16.27% | +14.34% | +1.94% |
| 10 Year (Ann.) | +14.65% | +12.45% | +2.20% |
| Since Inception (Ann.) | +16.64% | +8.33% | +8.31% |
Annual Returns
| Year | Strategy | S&P/TSX TR |
|---|---|---|
| YTD | +28.9% | +14.4% |
| 2025 | +28.5% | +31.7% |
| 2024 | +27.6% | +21.6% |
| 2023 | +2.9% | +11.8% |
| 2022 | -3.2% | -5.8% |
| 2021 | +20.0% | +25.1% |
| 2020 | +8.7% | +5.6% |
| 2019 | +29.1% | +22.9% |
| 2018 | -4.6% | -8.9% |
| 2017 | +12.9% | +9.1% |
| 2016 | +22.0% | +21.1% |
Risk Statistics
Volatility (Annual)10.0%
Max Drawdown-41.1%
Beta0.57
Index Correlation0.74
R-Squared0.55
Sharpe Ratio1.43
Sortino Ratio2.36
Jensen's Alpha11.00%
Tracking Error8.7%
Information Ratio0.96
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