RRSP
RRSP
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RRSP, 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 Oct 13, 2020, corresponding to the inception date of QQQM
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
RRSP | 22.02% | 1.08% | 17.08% | 39.69% | N/A | N/A |
Portfolio components: | ||||||
Apple Inc | 22.52% | 2.98% | 42.06% | 36.63% | 32.72% | 26.36% |
Amazon.com, Inc. | 24.38% | -1.36% | 6.64% | 50.99% | 16.58% | 28.26% |
Alphabet Inc. | 17.40% | 0.25% | 4.75% | 21.00% | 21.62% | 20.26% |
JPMorgan Chase & Co. | 35.66% | 7.42% | 20.38% | 61.42% | 16.68% | 17.80% |
Microsoft Corporation | 11.81% | -3.93% | 4.67% | 28.97% | 26.13% | 27.04% |
Invesco NASDAQ 100 ETF | 21.37% | 2.64% | 18.46% | 40.53% | N/A | N/A |
Vanguard S&P 500 ETF | 24.24% | 2.89% | 17.84% | 40.81% | 16.30% | 13.75% |
Vanguard S&P 500 Growth ETF | 30.41% | 2.92% | 22.16% | 44.81% | 17.91% | 15.44% |
Schwab US Dividend Equity ETF | 16.66% | 3.22% | 14.10% | 29.49% | 13.48% | 12.17% |
Monthly Returns
The table below presents the monthly returns of RRSP, 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 | 1.43% | 4.83% | 1.67% | -3.11% | 6.31% | 6.79% | -0.77% | 0.51% | 2.06% | 22.02% | |||
2023 | 10.30% | -2.04% | 9.35% | 2.79% | 6.82% | 6.04% | 2.99% | -1.27% | -5.53% | 0.49% | 10.38% | 3.48% | 51.67% |
2022 | -6.66% | -2.90% | 4.14% | -13.24% | -1.39% | -8.52% | 13.85% | -4.92% | -10.65% | 3.45% | 3.55% | -8.80% | -30.20% |
2021 | 0.77% | 0.29% | 1.98% | 7.67% | -1.93% | 5.94% | 2.89% | 4.68% | -5.64% | 8.24% | 2.09% | 1.96% | 32.01% |
2020 | -7.95% | 9.27% | 5.03% | 5.64% |
Expense Ratio
RRSP has an expense ratio of 0.04%, 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 Rank
The current rank of RRSP is 32, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | 1.52 | 2.22 | 1.28 | 2.07 | 4.90 |
Amazon.com, Inc. | 1.72 | 2.36 | 1.31 | 1.32 | 8.19 |
Alphabet Inc. | 0.68 | 1.03 | 1.15 | 0.84 | 2.21 |
JPMorgan Chase & Co. | 2.92 | 3.36 | 1.54 | 3.61 | 17.22 |
Microsoft Corporation | 1.42 | 1.92 | 1.25 | 1.78 | 4.78 |
Invesco NASDAQ 100 ETF | 2.13 | 2.79 | 1.38 | 2.70 | 10.00 |
Vanguard S&P 500 ETF | 3.06 | 4.07 | 1.56 | 3.26 | 20.25 |
Vanguard S&P 500 Growth ETF | 2.47 | 3.21 | 1.45 | 1.97 | 12.86 |
Schwab US Dividend Equity ETF | 2.34 | 3.35 | 1.41 | 2.05 | 13.15 |
Dividends
Dividend yield
RRSP granted a 0.75% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
RRSP | 0.75% | 0.81% | 0.97% | 0.66% | 0.75% | 0.83% | 1.07% | 0.97% | 1.18% | 1.21% | 1.14% | 1.23% |
Portfolio components: | ||||||||||||
Apple Inc | 0.42% | 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. | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPMorgan Chase & Co. | 2.04% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Invesco NASDAQ 100 ETF | 0.66% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Vanguard S&P 500 Growth ETF | 0.62% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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. 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 was 32.98%, occurring on Jan 5, 2023. Recovery took 218 trading sessions.
The current RRSP drawdown is 3.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-32.98% | Dec 28, 2021 | 258 | Jan 5, 2023 | 218 | Nov 16, 2023 | 476 |
-12.76% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
-7.95% | Oct 14, 2020 | 13 | Oct 30, 2020 | 4 | Nov 5, 2020 | 17 |
-7.47% | Feb 16, 2021 | 15 | Mar 8, 2021 | 19 | Apr 5, 2021 | 34 |
-7.1% | Sep 8, 2021 | 19 | Oct 4, 2021 | 17 | Oct 27, 2021 | 36 |
Volatility
Volatility Chart
The current RRSP volatility is 3.26%, 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
JPM | SCHD | AMZN | AAPL | GOOG | MSFT | QQQM | VOOG | VOO | |
---|---|---|---|---|---|---|---|---|---|
JPM | 1.00 | 0.71 | 0.26 | 0.29 | 0.31 | 0.26 | 0.38 | 0.42 | 0.58 |
SCHD | 0.71 | 1.00 | 0.35 | 0.44 | 0.43 | 0.42 | 0.56 | 0.61 | 0.78 |
AMZN | 0.26 | 0.35 | 1.00 | 0.61 | 0.66 | 0.69 | 0.78 | 0.75 | 0.69 |
AAPL | 0.29 | 0.44 | 0.61 | 1.00 | 0.62 | 0.68 | 0.78 | 0.79 | 0.73 |
GOOG | 0.31 | 0.43 | 0.66 | 0.62 | 1.00 | 0.72 | 0.76 | 0.76 | 0.72 |
MSFT | 0.26 | 0.42 | 0.69 | 0.68 | 0.72 | 1.00 | 0.85 | 0.84 | 0.77 |
QQQM | 0.38 | 0.56 | 0.78 | 0.78 | 0.76 | 0.85 | 1.00 | 0.98 | 0.92 |
VOOG | 0.42 | 0.61 | 0.75 | 0.79 | 0.76 | 0.84 | 0.98 | 1.00 | 0.95 |
VOO | 0.58 | 0.78 | 0.69 | 0.73 | 0.72 | 0.77 | 0.92 | 0.95 | 1.00 |