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RRSPGrowth

Last updated Nov 15, 2023

RRSP Growth

Asset Allocation


QQQM 20%AAPL 20%AMZN 20%GOOG 20%MSFT 20%EquityEquity
PositionCategory/SectorWeight
QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities20%
AAPL
Apple Inc.
Technology20%
AMZN
Amazon.com, Inc.
Consumer Cyclical20%
GOOG
Alphabet Inc.
Communication Services20%
MSFT
Microsoft Corporation
Technology20%

Performance

The chart shows the growth of an initial investment of $10,000 in RRSPGrowth, 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


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
17.78%
9.38%
RRSPGrowth
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
RRSPGrowth54.81%6.67%17.78%42.22%N/AN/A
QQQM
Invesco NASDAQ 100 ETF
45.47%5.50%18.17%36.02%N/AN/A
AAPL
Apple Inc.
45.07%4.94%9.22%27.12%32.60%27.62%
AMZN
Amazon.com, Inc.
73.57%12.34%28.57%48.04%12.52%23.01%
GOOG
Alphabet Inc.
52.63%-2.27%12.77%41.03%20.60%N/A
MSFT
Microsoft Corporation
55.45%12.98%19.29%54.77%29.47%27.92%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.23%9.58%5.01%3.27%-0.26%-5.83%0.91%

Sharpe Ratio

The current RRSPGrowth Sharpe ratio is 1.85. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.85

The Sharpe ratio of RRSPGrowth is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.85
0.95
RRSPGrowth
Benchmark (^GSPC)
Portfolio components

Dividend yield

RRSPGrowth granted a 0.41% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
RRSPGrowth0.41%0.52%0.31%0.34%0.45%0.70%0.66%0.86%0.85%0.83%0.94%0.82%
QQQM
Invesco NASDAQ 100 ETF
0.62%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc.
0.51%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%1.00%
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.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation
0.94%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%3.11%

Expense Ratio

The RRSPGrowth has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.15%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
QQQM
Invesco NASDAQ 100 ETF
1.78
AAPL
Apple Inc.
1.14
AMZN
Amazon.com, Inc.
1.29
GOOG
Alphabet Inc.
1.27
MSFT
Microsoft Corporation
2.08

Asset Correlations Table

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

AMZNAAPLGOOGMSFTQQQM
AMZN1.000.660.700.700.81
AAPL0.661.000.670.740.84
GOOG0.700.671.000.750.81
MSFT0.700.740.751.000.86
QQQM0.810.840.810.861.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.90%
-6.27%
RRSPGrowth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the RRSPGrowth. 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 RRSPGrowth was 38.03%, occurring on Jan 5, 2023. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.03%Dec 28, 2021258Jan 5, 2023
-8.92%Feb 8, 202120Mar 8, 202121Apr 7, 202141
-8.37%Sep 8, 202119Oct 4, 202118Oct 28, 202137
-7.44%Apr 30, 20219May 12, 202122Jun 14, 202131
-7.41%Oct 14, 202014Nov 2, 20203Nov 5, 202017

Volatility Chart

The current RRSPGrowth volatility is 6.91%, 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%7.00%JuneJulyAugustSeptemberOctoberNovember
6.91%
4.68%
RRSPGrowth
Benchmark (^GSPC)
Portfolio components

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