Canadian HD Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-05-31| Period | Strategy | S&P/TSX TR | Excess Return |
|---|---|---|---|
| 1 Month | +2.00% | +2.50% | -0.50% |
| 3 Month | +6.90% | +1.80% | +5.10% |
| 1 Year | +42.50% | +36.10% | +6.40% |
| 3 Year (Ann.) | +25.00% | +24.60% | +0.40% |
| 5 Year (Ann.) | +15.30% | +15.30% | +0.00% |
| 10 Year (Ann.) | +14.10% | +12.80% | +1.30% |
| Since Inception (Ann.) | +16.50% | +8.30% | +8.20% |
Annual Returns
| Year | Strategy | S&P/TSX TR |
|---|---|---|
| 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% |
| 2015 | +9.9% | -8.3% |
Risk Statistics
Volatility (Annual)10%
Max Drawdown-41.1%
Sharpe Ratio1.42
Sortino Ratio2.33
Index Correlation0.75
R-Squared0.56
Beta0.57
Jensen's Alpha10.9%
Tracking Error8.64%
Information Ratio0.65
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