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Returns2015
TSX20:-7.3%
S&P/TSX Composite:-11.1%
Returns2016
TSX20:+53.4%
S&P/TSX Composite:+17.5%
Returns2017
TSX20:+22.8%
S&P/TSX Composite:+6.0%
Returns2018
TSX20:-3.7%
S&P/TSX Composite:-11.6%
Returns2019
TSX20:+23.7%
S&P/TSX Composite:+19.1%
Returns2020
TSX20:+30.3%
S&P/TSX Composite:+2.2%
Returns2021
TSX20:+72.3%
S&P/TSX Composite:+21.7%
Returns2022
TSX20:+32.5%
S&P/TSX Composite:-8.7%
Returns2023
TSX20:+27.6%
S&P/TSX Composite:+8.1%
Returns2024
TSX20:+44.1%
S&P/TSX Composite:+18.0%
Returns2025
TSX20:-0.6%
S&P/TSX Composite:+0.1%
The total percentage change (either gain or loss) in the portfolio's value during the backtest period.
Shows how the portfolio's returns compare to the S&P/TSX Composite. Positive numbers indicate the portfolio outperformed the index, while negative ones suggest underperformance.
Represents the portfolio's average annualised return, given as a percentage. It illustrates yearly performance irrespective of the total backtest duration.
This metric gauges the portfolio's return relative to the risk taken to achieve it. A higher Sharpe ratio is better, signaling more return per unit of risk.
This rates the portfolio's volatility or likelihood of large value changes. High volatility means potential for larger swings and returns, while low volatility indicates a steadier, less variable trajectory.