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RRSP

Last updated Mar 21, 2023

RRSP

Expense Ratio

0.04%

Dividend Yield

1.07%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in RRSP in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,981 for a total return of roughly 9.81%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-5.00%0.00%5.00%10.00%NovemberDecember2023FebruaryMarch
7.19%
7.43%
RRSP
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 21, 2023, the RRSP returned 12.81% Year-To-Date and 3.94% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.13%2.92%2.02%-11.46%4.98%4.98%
RRSP1.38%12.81%2.05%-14.35%3.94%3.94%
AAPL
Apple Inc.
3.18%21.33%4.78%-3.43%12.12%12.12%
AMZN
Amazon.com, Inc.
0.52%16.32%-20.90%-39.40%-20.84%-20.84%
GOOG
Alphabet Inc.
7.76%14.88%-1.64%-25.49%11.32%11.32%
JPM
JPMorgan Chase & Co.
-10.62%-4.49%10.37%-6.26%12.97%12.97%
MSFT
Microsoft Corporation
5.49%13.80%11.83%-8.50%9.63%9.63%
QQQM
Invesco NASDAQ 100 ETF
1.72%15.07%6.45%-12.16%2.26%2.26%
VOO
Vanguard S&P 500 ETF
-2.96%3.36%2.98%-9.92%6.64%6.64%
VOOG
Vanguard S&P 500 Growth ETF
-0.77%5.31%-1.08%-17.06%1.28%1.28%
SCHD
Schwab US Dividend Equity ETF
-6.94%-5.26%2.38%-5.93%12.15%12.15%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current RRSP Sharpe ratio is -0.42. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.42
-0.45
RRSP
Benchmark (^GSPC)
Portfolio components

Dividends

RRSP granted a 1.07% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

1.07%0.97%0.67%0.78%0.88%1.15%1.06%1.32%1.38%1.34%1.46%1.48%

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%NovemberDecember2023FebruaryMarch
-22.36%
-17.62%
RRSP
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the RRSP. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the RRSP is 32.98%, recorded on Jan 5, 2023. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.98%Dec 28, 2021258Jan 5, 2023
-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
-4.39%Dec 13, 20216Dec 20, 20214Dec 27, 202110
-4.2%Nov 22, 20219Dec 3, 20213Dec 8, 202112
-3.87%Jan 27, 20213Jan 29, 20213Feb 3, 20216
-3.11%Dec 29, 20206Jan 6, 20219Jan 20, 202115
-2.98%Jul 15, 20213Jul 19, 20214Jul 23, 20217

Volatility Chart

Current RRSP volatility is 20.39%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2023FebruaryMarch
23.70%
20.82%
RRSP
Benchmark (^GSPC)
Portfolio components