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RRSP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


QQQM 22%AAPL 17%MSFT 17%AMZN 16%GOOG 7%SCHD 6%JPM 5%VOO 5%VOOG 5%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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


40.00%50.00%60.00%70.00%80.00%FebruaryMarchAprilMayJuneJuly
75.72%
56.75%
RRSP
Benchmark (^GSPC)
Portfolio components

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

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
RRSP19.02%0.83%16.01%29.55%N/AN/A
AAPL
Apple Inc
16.81%4.68%17.40%16.76%35.69%26.82%
AMZN
Amazon.com, Inc.
20.53%0.18%17.89%40.91%13.29%26.14%
GOOG
Alphabet Inc.
27.44%1.67%21.37%50.25%26.07%19.78%
JPM
JPMorgan Chase & Co.
25.50%7.08%24.58%37.72%16.45%16.81%
MSFT
Microsoft Corporation
16.67%-2.07%10.04%27.00%27.44%27.68%
QQQM
Invesco NASDAQ 100 ETF
16.45%-1.90%13.19%27.12%N/AN/A
VOO
Vanguard S&P 500 ETF
16.29%0.41%14.59%23.22%14.95%12.82%
VOOG
Vanguard S&P 500 Growth ETF
22.92%-1.32%18.96%30.01%16.34%14.65%
SCHD
Schwab US Dividend Equity ETF
8.51%5.58%7.86%12.58%12.46%11.15%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.43%4.83%1.67%-3.11%6.31%6.79%19.02%
202310.30%-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%
20210.77%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.


Expense ratio chart for QQQM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of RRSP is 71, 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.


The Risk-Adjusted Performance Rank of RRSP is 7171
RRSP
The Sharpe Ratio Rank of RRSP is 6969Sharpe Ratio Rank
The Sortino Ratio Rank of RRSP is 6363Sortino Ratio Rank
The Omega Ratio Rank of RRSP is 6666Omega Ratio Rank
The Calmar Ratio Rank of RRSP is 7777Calmar Ratio Rank
The Martin Ratio Rank of RRSP is 8181Martin 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.


RRSP
Sharpe ratio
The chart of Sharpe ratio for RRSP, currently valued at 1.78, compared to the broader market-1.000.001.002.003.004.005.001.78
Sortino ratio
The chart of Sortino ratio for RRSP, currently valued at 2.43, compared to the broader market-2.000.002.004.006.002.43
Omega ratio
The chart of Omega ratio for RRSP, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for RRSP, currently valued at 2.34, compared to the broader market0.002.004.006.008.0010.002.34
Martin ratio
The chart of Martin ratio for RRSP, currently valued at 10.01, compared to the broader market0.0010.0020.0030.0040.0010.01
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.691.141.140.941.86
AMZN
Amazon.com, Inc.
1.271.961.230.987.25
GOOG
Alphabet Inc.
1.692.221.322.2410.27
JPM
JPMorgan Chase & Co.
2.252.761.412.458.66
MSFT
Microsoft Corporation
1.211.681.211.855.57
QQQM
Invesco NASDAQ 100 ETF
1.532.111.261.767.75
VOO
Vanguard S&P 500 ETF
1.992.801.351.937.76
VOOG
Vanguard S&P 500 Growth ETF
1.992.761.361.3710.87
SCHD
Schwab US Dividend Equity ETF
1.171.741.200.993.63

Sharpe Ratio

The current RRSP Sharpe ratio is 2.26. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.63 to 2.48, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of RRSP with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.78
1.82
RRSP
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

RRSP granted a 0.76% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
RRSP0.76%0.81%0.97%0.66%0.75%0.83%1.07%0.97%1.18%1.21%1.14%1.23%
AAPL
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%
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.
0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.
2.10%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
MSFT
Microsoft Corporation
0.67%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
QQQM
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%
VOO
Vanguard S&P 500 ETF
1.31%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VOOG
Vanguard S&P 500 Growth ETF
0.72%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%
SCHD
Schwab US Dividend Equity ETF
3.49%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.79%
-2.86%
RRSP
Benchmark (^GSPC)
Portfolio components

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 1.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.98%Dec 28, 2021258Jan 5, 2023218Nov 16, 2023476
-7.95%Oct 14, 202013Oct 30, 20204Nov 5, 202017
-7.47%Feb 16, 202115Mar 8, 202119Apr 5, 202134
-7.1%Sep 8, 202119Oct 4, 202117Oct 27, 202136
-6.29%Apr 27, 202112May 12, 202122Jun 14, 202134

Volatility

Volatility Chart

The current RRSP volatility is 4.50%, 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.


2.00%3.00%4.00%5.00%6.00%FebruaryMarchAprilMayJuneJuly
4.50%
2.76%
RRSP
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

JPMSCHDAMZNAAPLGOOGMSFTQQQMVOOGVOO
JPM1.000.720.260.290.320.260.380.420.58
SCHD0.721.000.360.450.430.430.570.610.79
AMZN0.260.361.000.620.680.690.780.750.69
AAPL0.290.450.621.000.630.690.800.810.74
GOOG0.320.430.680.631.000.730.770.770.72
MSFT0.260.430.690.690.731.000.850.850.77
QQQM0.380.570.780.800.770.851.000.970.92
VOOG0.420.610.750.810.770.850.971.000.95
VOO0.580.790.690.740.720.770.920.951.00
The correlation results are calculated based on daily price changes starting from Oct 14, 2020