Fantastic F-Scores – Quarterly Rebalanced

Simulated Annual Returns (CAGR)          2002 – 2017

TSX 4.78% CAGR
Fantastic F-Scores (Quarterly) 18.98% CAGR
Fantastic F-Scores (Monthly) 23.70% CAGR

Portfolio Holdings – Free Version

Ticker Name Sector MktCap(mm) Yield
WFT:CN West Fraser Timber Co. Ltd Materials 4,572 0.5
CLS:CN Celestica Inc Information Technology 2,553 0.0
L:CN Loblaw Companies Ltd Consumer Staples 27,925 1.5
TFII:CN TFI International Inc Industrials 2,981 2.3
HLF:CN High Liner Foods Inc Consumer Staples 530 3.3
WIN:CN Wi-LAN Inc Information Technology 287 2.1
CPX:CN Capital Power Corp Utilities 2,486 6.0
MAL:CN Magellan Aerospace Corp Industrials 1,063 1.4
CFP:CN Canfor Corp Materials 2,458 0.0
CMM.C:CN Copper Mountain Mining Corp Materials 157 0.0
HRX:CN Heroux-Devtek Inc Industrials 466 0.0
TCL.A:CN Transcontinental Inc Industrials 1,716 3.3
WEF:CN Western Forest Products Inc Materials 866 3.7
WN:CN George Weston Ltd Consumer Staples 14,188 1.6
CF:CN Canaccord Genuity Group Inc Financials 486 0.0
IFP:CN Interfor Corp Materials 1,295 0.0
SLF:CN Sun Life Financial Inc Financials 29,907 3.5
CGO:CN Cogeco Inc Consumer Discretionary 1,037 2.2
TA:CN TransAlta Corp Utilities 2,153 2.1
CAS:CN Cascades Inc Materials 1,268 1.2

Portfolio rebalanced March 6th 2017. Next rebalance on June 5th.