Q: During the early weeks of the pandemic (March 2020), my portfolio results - namely Canadian holdings - experienced 3 days in a row of my worst stock market performances EVER. These worst ever performances were approximately 3 times as BAD dollar wise as my BEST ever daily performances. I do understand the immense irrationality of those times, however is this excessive variance in performance a semi normal occurrence where your worst performing days are multiples of your best performing days? For reference purposes please consider that my largest holdings were and are BCE, T, TD, WSP, CSU, ENB, AP.UN, ATD, GIB.A, XBC, and IPL.UN(at that time).
Thank you for your response,
Dean
Thank you for your response,
Dean