Canadian HD Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-02-27| Period | Strategy | S&P/TSX TR | Excess Return |
|---|---|---|---|
| 1 Month | +7.24% | +7.72% | -0.48% |
| 3 Month | +12.37% | +10.06% | +2.31% |
| 1 Year | +44.83% | +38.79% | +6.04% |
| 3 Year (Ann.) | +21.83% | +22.91% | -1.08% |
| 5 Year (Ann.) | +15.98% | +17.09% | -1.11% |
| 10 Year (Ann.) | +14.60% | +13.68% | +0.92% |
| Since Inception (Ann.) | +16.38% | +8.34% | +8.04% |
Annual Returns
| Year | Strategy | S&P/TSX TR |
|---|---|---|
| YTD | +9.7% | +8.6% |
| 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 Ratio1.40
Sortino Ratio2.30
Jensen's Alpha10.74%
Tracking Error8.7%
Information Ratio0.93
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