Canadian Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-02-20| Period | Strategy | S&P/TSX TR | Excess Return |
|---|---|---|---|
| 1 Month | +7.79% | +0.00% | +7.79% |
| 3 Month | +11.32% | +0.84% | +10.48% |
| 1 Year | +75.91% | +28.84% | +47.07% |
| 3 Year (Ann.) | +36.17% | +20.03% | +16.14% |
| 5 Year (Ann.) | +24.29% | +15.43% | +8.87% |
| 10 Year (Ann.) | +18.47% | +12.86% | +5.60% |
| Since Inception (Ann.) | +17.57% | +8.04% | +9.53% |
Annual Returns
| Year | Strategy | S&P/TSX TR |
|---|---|---|
| YTD | +11.3% | +0.8% |
| 2025 | +56.2% | +31.7% |
| 2024 | +40.0% | +21.6% |
| 2023 | +6.9% | +11.8% |
| 2022 | -6.2% | -5.8% |
| 2021 | +29.5% | +25.1% |
| 2020 | -3.2% | +5.6% |
| 2019 | +27.6% | +22.9% |
| 2018 | -2.0% | -8.9% |
| 2017 | +22.1% | +9.1% |
| 2016 | +13.5% | +21.1% |
Risk Statistics
Volatility (Annual)11.8%
Max Drawdown-39.2%
Beta0.73
Index Correlation0.81
R-Squared0.65
Sharpe Ratio1.26
Sortino Ratio2.18
Jensen's Alpha11.15%
Tracking Error7.8%
Information Ratio1.21
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