Canadian HD Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-07-31| Period | Strategy | S&P/TSX TR | Excess Return |
|---|---|---|---|
| 1 Month | +5.93% | +1.22% | +4.72% |
| 3 Month | +10.48% | +4.29% | +6.19% |
| 1 Year | +54.58% | +32.26% | +22.32% |
| 3 Year (Ann.) | +27.74% | +22.92% | +4.82% |
| 5 Year (Ann.) | +16.68% | +14.94% | +1.74% |
| 10 Year (Ann.) | +14.59% | +12.49% | +2.10% |
| Since Inception (Ann.) | +16.75% | +8.35% | +8.40% |
Annual Returns
| Year | Strategy | S&P/TSX TR |
|---|---|---|
| YTD | +27.0% | +12.5% |
| 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 Correlation0.75
R-Squared0.56
Sharpe Ratio1.44
Sortino Ratio2.38
Jensen's Alpha11.09%
Tracking Error8.7%
Information Ratio0.97
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