Canadian HD Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-08-31| Period | Strategy | S&P/TSX TR | Excess Return |
|---|---|---|---|
| 1 Month | -1.53% | +3.10% | -4.62% |
| 3 Month | +6.70% | +4.88% | +1.82% |
| 1 Year | +46.61% | +29.91% | +16.70% |
| 3 Year (Ann.) | +28.45% | +24.75% | +3.70% |
| 5 Year (Ann.) | +16.11% | +15.28% | +0.83% |
| 10 Year (Ann.) | +14.33% | +12.81% | +1.52% |
| Since Inception (Ann.) | +16.62% | +8.44% | +8.18% |
Annual Returns
| Year | Strategy | S&P/TSX TR |
|---|---|---|
| YTD | +25.1% | +16.0% |
| 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 Ratio1.42
Sortino Ratio2.36
Jensen's Alpha10.92%
Tracking Error8.7%
Information Ratio0.94
Unlock full access to this strategy
Get live holdings, full rankings, fact sheets, and data downloads.