Canadian HD Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-02-13| Period | Strategy | S&P/TSX TR | Excess Return |
|---|---|---|---|
| 1 Month | +4.39% | +0.00% | +4.39% |
| 3 Month | +6.76% | +0.84% | +5.92% |
| 1 Year | +40.98% | +28.84% | +12.14% |
| 3 Year (Ann.) | +21.03% | +20.18% | +0.86% |
| 5 Year (Ann.) | +15.48% | +15.49% | -0.01% |
| 10 Year (Ann.) | +14.35% | +12.89% | +1.46% |
| Since Inception (Ann.) | +16.29% | +8.05% | +8.24% |
Annual Returns
| Year | Strategy | S&P/TSX TR |
|---|---|---|
| YTD | +6.8% | +0.8% |
| 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)9.9%
Max Drawdown-41.1%
Beta0.57
Index Correlation0.75
R-Squared0.56
Sharpe Ratio1.39
Sortino Ratio2.26
Jensen's Alpha10.84%
Tracking Error8.7%
Information Ratio0.95
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