Volatility Meter

Some asset classes zig while others zag, which is why it makes good sense to hold a diversified mix of securities. Our tool illustrates the historical returns of key asset classes and shows how diversification can affect a portfolio's potential volatility and returns over the long run. Give it a go.

log   linear

Allocation: equities %, fixed income %

Equities:

Selected portfolio annualized return: %

Compound Annualized Returns

1yr3yr5yr10yr15yr

5yr Annualized Returns

Not sure how to use the tool? We walk through some of the key features in the video below.

Note: All returns are total and in CAD. Blended returns are rebalanced annually. Data sources:

  • Cash: 91 Day T-bills
  • Canadian Equities: S&P/TSX Composite Index
  • Global Equities: 1961-1969: 50% S&P 500 Index, 50% MSCI EAFE Index; post-1969: MSCI World Index
  • Blended Equities: 50% Canadian and 50% Global
  • Fixed income: 5% Cash, 95% FTSE TMX Canada Universe Bond Index

For an explanation of logarithmic scale, click here.