RRSP Investments
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RRSP Investments, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
RRSP Investments | N/A | 1.40% | 14.04% | N/A | N/A | N/A |
Portfolio components: | ||||||
Apple Inc | 19.33% | 1.04% | 33.89% | 31.09% | 34.25% | 26.20% |
Amazon.com, Inc. | 24.96% | 6.14% | 6.58% | 40.34% | 16.22% | 27.95% |
Alphabet Inc. | 16.36% | -2.89% | 10.12% | 21.54% | 21.52% | 18.50% |
iShares Bitcoin Trust | N/A | 6.16% | -3.07% | N/A | N/A | N/A |
Meta Platforms, Inc. | 58.43% | 6.25% | 10.33% | 87.13% | 24.24% | 22.04% |
Microsoft Corporation | 17.30% | 3.27% | 2.54% | 37.79% | 27.00% | 27.05% |
MicroStrategy Incorporated | 129.03% | 8.21% | -9.55% | 333.80% | 57.72% | 26.93% |
NVIDIA Corporation | 138.07% | -7.36% | 28.93% | 179.14% | 94.24% | 74.64% |
VanEck Vectors Semiconductor ETF | 37.87% | -2.81% | 6.53% | 68.87% | 35.46% | 28.51% |
Tesla, Inc. | -1.84% | 10.32% | 41.14% | -7.11% | 72.57% | 30.85% |
Monthly Returns
The table below presents the monthly returns of RRSP Investments, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.12% | 23.27% | 15.94% | -7.13% | 12.64% | 5.61% | 0.09% | -3.37% | 59.72% |
Expense Ratio
RRSP Investments has an expense ratio of 0.11%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
Apple Inc | 1.27 | 1.92 | 1.24 | 1.71 | 4.05 |
Amazon.com, Inc. | 1.33 | 1.88 | 1.24 | 1.06 | 6.55 |
Alphabet Inc. | 0.63 | 0.98 | 1.14 | 0.80 | 2.31 |
iShares Bitcoin Trust | — | — | — | — | — |
Meta Platforms, Inc. | 2.28 | 3.17 | 1.42 | 3.41 | 13.81 |
Microsoft Corporation | 1.73 | 2.27 | 1.29 | 2.23 | 6.82 |
MicroStrategy Incorporated | 3.36 | 3.36 | 1.40 | 3.62 | 15.78 |
NVIDIA Corporation | 3.30 | 3.52 | 1.45 | 6.32 | 19.96 |
VanEck Vectors Semiconductor ETF | 1.94 | 2.47 | 1.33 | 2.66 | 8.24 |
Tesla, Inc. | -0.16 | 0.16 | 1.02 | -0.13 | -0.36 |
Dividends
Dividend yield
RRSP Investments granted a 0.24% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
RRSP Investments | 0.24% | 0.25% | 0.74% | 0.35% | 0.48% | 1.69% | 1.25% | 1.00% | 0.79% | 1.53% | 1.09% | 1.35% |
Portfolio components: | ||||||||||||
Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares Bitcoin Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Meta Platforms, Inc. | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Microsoft Corporation | 0.68% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
MicroStrategy Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
VanEck Vectors Semiconductor ETF | 0.43% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the RRSP Investments. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the RRSP Investments was 17.83%, occurring on Aug 7, 2024. The portfolio has not yet recovered.
The current RRSP Investments drawdown is 6.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-17.83% | Jul 17, 2024 | 16 | Aug 7, 2024 | — | — | — |
-11.09% | Mar 26, 2024 | 18 | Apr 19, 2024 | 18 | May 15, 2024 | 36 |
-5.69% | Mar 14, 2024 | 4 | Mar 19, 2024 | 4 | Mar 25, 2024 | 8 |
-5.59% | Mar 5, 2024 | 1 | Mar 5, 2024 | 2 | Mar 7, 2024 | 3 |
-4.87% | Jun 20, 2024 | 3 | Jun 24, 2024 | 7 | Jul 3, 2024 | 10 |
Volatility
Volatility Chart
The current RRSP Investments volatility is 10.63%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
IBIT | AAPL | TSLA | MSTR | GOOGL | META | NVDA | AMZN | MSFT | SMH | |
---|---|---|---|---|---|---|---|---|---|---|
IBIT | 1.00 | 0.08 | 0.28 | 0.80 | 0.15 | 0.17 | 0.27 | 0.23 | 0.19 | 0.29 |
AAPL | 0.08 | 1.00 | 0.43 | 0.14 | 0.43 | 0.23 | 0.23 | 0.36 | 0.38 | 0.35 |
TSLA | 0.28 | 0.43 | 1.00 | 0.29 | 0.27 | 0.21 | 0.29 | 0.34 | 0.33 | 0.44 |
MSTR | 0.80 | 0.14 | 0.29 | 1.00 | 0.24 | 0.26 | 0.35 | 0.32 | 0.28 | 0.40 |
GOOGL | 0.15 | 0.43 | 0.27 | 0.24 | 1.00 | 0.46 | 0.32 | 0.58 | 0.62 | 0.41 |
META | 0.17 | 0.23 | 0.21 | 0.26 | 0.46 | 1.00 | 0.45 | 0.59 | 0.64 | 0.52 |
NVDA | 0.27 | 0.23 | 0.29 | 0.35 | 0.32 | 0.45 | 1.00 | 0.43 | 0.50 | 0.88 |
AMZN | 0.23 | 0.36 | 0.34 | 0.32 | 0.58 | 0.59 | 0.43 | 1.00 | 0.70 | 0.51 |
MSFT | 0.19 | 0.38 | 0.33 | 0.28 | 0.62 | 0.64 | 0.50 | 0.70 | 1.00 | 0.65 |
SMH | 0.29 | 0.35 | 0.44 | 0.40 | 0.41 | 0.52 | 0.88 | 0.51 | 0.65 | 1.00 |