For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Alpha Stacking
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For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Alpha Stacking
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For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Canadian equity income, preferred shares, convertible bonds, ultra-short credit, arbitrage, and AAA CLO sleeves measured against XBB.
How to read sleeves and model portfolios →
| Ticker | Weight | Beta | Notes |
|---|---|---|---|
| EIT-UN.TO | 30% | 0.63 | Canoe EIT Income Fund, the equity-income core. |
| HPR.TO | 15% | 0.23 | Active preferred-share income, sized below the equity-income core. |
| CVD.TO | 10% | 0.12 | Canadian convertible bonds, income with lower duration than broad bonds. |
| HFR.TO | 20% | 0.02 | Ultra-short investment-grade corporate bonds, a low-duration income sleeve. |
| ARB.TO | 10% | 0.09 | Merger arbitrage, a low-beta event-driven return source. |
| BAAA.TO | 15% | 0.02 | AAA CLO floating-rate income, with JAAA used for pre-listing chart history. |
Weighted portfolio beta (approx.): 0.25
Estimated portfolio distribution yield: 4.90%, weighted as of August 28, 2026
Alpha score: D
Max DD score: B+
Beta score: A+
Beta: 0.25
Total: 100.0%
Gross longs: 30.0%
Gross shorts: 0.0%
Gross alpha & alts: 70.0%
EIT-UN.TO: 30%
HPR.TO: 15%
CVD.TO: 10%
HFR.TO: 20%
ARB.TO: 10%
BAAA.TO: 15%
Educational model only — not investment advice. Portfolio betas in the holdings table are weighted to the listed names and weights.
ARB.TO: methodology lists MRGR as Yahoo proxies for joint history before live listing when calendar overlap allows. In this chart's Yahoo range there was no separate pre-listing window to splice—line shows the fund's reported adjusted closes only.
BAAA.TO: methodology lists JAAA as Yahoo proxies for joint history before live listing when calendar overlap allows. In this chart's Yahoo range there was no separate pre-listing window to splice—line shows the fund's reported adjusted closes only.
BAAA.TO's inception date of 2020-10-19 is limiting the backtest.