RRSP

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

RRSP

Currency in USD · Last updated May 11, 2025

RRSP

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	17%
AMZN Amazon.com, Inc.	Consumer Cyclical	16%
GOOG Alphabet Inc	Communication Services	7%
JPM JPMorgan Chase & Co.	Financial Services	5%
MSFT Microsoft Corporation	Technology	17%
QQQM Invesco NASDAQ 100 ETF	Large Cap Growth Equities	22%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	6%
VOO Vanguard S&P 500 ETF	Large Cap Growth Equities	5%
VOOG Vanguard S&P 500 Growth ETF	Large Cap Blend Equities	5%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.64%	8.97%	-2.62%	11.90%	15.76%	10.69%
RRSP	-3.20%	10.30%	-0.32%	13.40%	N/A	N/A
Portfolio components:
AAPL Apple Inc	-15.62%	6.52%	-5.77%	15.69%	23.14%	22.08%
AMZN Amazon.com, Inc.	-4.90%	12.86%	0.87%	11.29%	12.05%	25.72%
GOOG Alphabet Inc	-16.11%	0.11%	-12.10%	-5.85%	18.98%	19.70%
JPM JPMorgan Chase & Co.	9.72%	10.10%	9.91%	33.86%	29.02%	17.97%
MSFT Microsoft Corporation	6.80%	15.65%	7.91%	9.15%	21.25%	26.93%
QQQM Invesco NASDAQ 100 ETF	-0.50%	11.79%	-0.85%	15.65%	N/A	N/A
VOO Vanguard S&P 500 ETF	-0.19%	9.25%	-1.98%	13.44%	17.53%	12.67%
VOOG Vanguard S&P 500 Growth ETF	-0.60%	11.42%	0.04%	19.60%	17.69%	14.54%
SCHD Schwab US Dividend Equity ETF	-2.39%	4.47%	-7.69%	3.83%	14.13%	10.55%

*Annualized

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
2025	2.11%	-3.98%	-7.39%	-0.21%	6.82%								-3.20%
2024	1.43%	4.83%	1.67%	-3.11%	6.31%	6.79%	-0.77%	0.51%	2.06%	-1.20%	6.07%	2.00%	29.41%
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. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

QQQM

Invesco NASDAQ 100 ETF

VOOG

Vanguard S&P 500 Growth ETF

SCHD

Schwab US Dividend Equity ETF

VOO

Vanguard S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RRSP is 23, meaning it’s performing worse than 77% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	0.48	0.91	1.13	0.48	1.63
AMZN Amazon.com, Inc.	0.33	0.69	1.09	0.36	0.95
GOOG Alphabet Inc	-0.19	-0.08	0.99	-0.22	-0.47
JPM JPMorgan Chase & Co.	1.19	1.81	1.26	1.47	4.94
MSFT Microsoft Corporation	0.36	0.76	1.10	0.43	0.96
QQQM Invesco NASDAQ 100 ETF	0.63	1.06	1.15	0.71	2.33
VOO Vanguard S&P 500 ETF	0.70	1.15	1.17	0.76	2.93
VOOG Vanguard S&P 500 Growth ETF	0.79	1.23	1.17	0.90	3.02
SCHD Schwab US Dividend Equity ETF	0.24	0.53	1.07	0.30	0.98

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

RRSP Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.57
All Time: 0.64

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of RRSP compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

RRSP provided a 0.79% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.79%	0.75%	0.81%	0.97%	0.66%	0.75%	0.83%	1.07%	0.97%	1.18%	1.21%	1.14%
Portfolio components:
AAPL Apple Inc	0.48%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
AMZN 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%
GOOG Alphabet Inc	0.50%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JPM JPMorgan Chase & Co.	1.94%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%	2.49%
MSFT Microsoft Corporation	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
QQQM Invesco NASDAQ 100 ETF	0.60%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VOO Vanguard S&P 500 ETF	1.30%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%	1.85%
VOOG Vanguard S&P 500 Growth ETF	0.56%	0.49%	1.12%	0.93%	0.53%	0.88%	1.26%	1.34%	1.32%	1.47%	1.56%	1.28%
SCHD Schwab US Dividend Equity ETF	3.93%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%

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.

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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 10.97%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.98%	Dec 28, 2021	258	Jan 5, 2023	218	Nov 16, 2023	476
-23.01%	Dec 17, 2024	76	Apr 8, 2025	—	—	—
-12.76%	Jul 11, 2024	18	Aug 5, 2024	67	Nov 7, 2024	85
-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

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 6.77, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	JPM	SCHD	AAPL	AMZN	GOOG	MSFT	QQQM	VOOG	VOO	Portfolio
^GSPC	1.00	0.58	0.76	0.71	0.70	0.71	0.77	0.92	0.95	1.00	0.90
JPM	0.58	1.00	0.69	0.29	0.29	0.32	0.28	0.40	0.44	0.58	0.42
SCHD	0.76	0.69	1.00	0.44	0.34	0.40	0.40	0.54	0.58	0.76	0.54
AAPL	0.71	0.29	0.44	1.00	0.59	0.60	0.66	0.76	0.76	0.71	0.82
AMZN	0.70	0.29	0.34	0.59	1.00	0.67	0.70	0.78	0.76	0.69	0.85
GOOG	0.71	0.32	0.40	0.60	0.67	1.00	0.72	0.76	0.76	0.71	0.81
MSFT	0.77	0.28	0.40	0.66	0.70	0.72	1.00	0.84	0.84	0.77	0.89
QQQM	0.92	0.40	0.54	0.76	0.78	0.76	0.84	1.00	0.98	0.92	0.96
VOOG	0.95	0.44	0.58	0.76	0.76	0.76	0.84	0.98	1.00	0.95	0.95
VOO	1.00	0.58	0.76	0.71	0.69	0.71	0.77	0.92	0.95	1.00	0.90
Portfolio	0.90	0.42	0.54	0.82	0.85	0.81	0.89	0.96	0.95	0.90	1.00

The correlation results are calculated based on daily price changes starting from Oct 14, 2020

Performance Analysis

Risk Analysis

Optimization

Factor Model

RRSP

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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