RRSPDividend
RRSP Dividend
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RRSPDividend, 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 Aug 22, 2018, corresponding to the inception date of PRS
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| RRSPDividend | 11.59% | -3.63% | 6.58% | 12.89% | 10.14% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 11.54% | -4.06% | 7.86% | 12.63% | 10.97% | 10.86% |
JNJ Johnson & Johnson | -4.91% | -4.89% | -1.35% | -3.74% | 2.59% | 6.22% |
ABBV AbbVie Inc. | 17.45% | 4.66% | 4.83% | 19.28% | 19.53% | 15.26% |
XOM Exxon Mobil Corporation | 9.08% | -12.35% | -3.23% | 7.21% | 13.99% | 5.75% |
TGT Target Corporation | -5.87% | 6.96% | -9.56% | -3.81% | 2.51% | 8.78% |
T AT&T Inc. | 43.04% | -0.99% | 26.29% | 45.56% | 1.20% | 4.90% |
PRS Prudential Financial, Inc. | 1.06% | -2.69% | -0.71% | 3.55% | 2.89% | N/A |
SBUX Starbucks Corporation | -5.98% | -10.47% | 11.44% | -5.31% | 2.05% | 10.11% |
LOW Lowe's Companies, Inc. | 13.43% | -5.82% | 9.36% | 12.92% | 17.78% | 15.90% |
PEP PepsiCo, Inc. | -7.15% | -2.93% | -7.18% | -5.55% | 5.06% | 7.72% |
JPM JPMorgan Chase & Co. | 43.02% | -1.32% | 22.46% | 45.24% | 14.90% | 17.53% |
Monthly Returns
The table below presents the monthly returns of RRSPDividend, 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 | 1.09% | 3.26% | 5.18% | -4.25% | 0.78% | -0.44% | 4.36% | 4.56% | 1.39% | 0.54% | 1.77% | 11.59% | |
| 2023 | 4.83% | -2.51% | -0.65% | 1.69% | -7.47% | 3.73% | 2.54% | -2.14% | -2.83% | -3.05% | 7.71% | 3.86% | 4.81% |
| 2022 | -0.63% | -3.02% | 2.28% | -2.74% | 2.27% | -6.36% | 4.99% | -2.67% | -5.32% | 11.64% | 6.55% | -3.05% | 2.45% |
| 2021 | -0.10% | 5.50% | 6.12% | 2.93% | 2.48% | 0.32% | 1.42% | -0.07% | -2.61% | 4.59% | -3.07% | 4.94% | 24.28% |
| 2020 | -3.82% | -8.14% | -13.60% | 13.04% | 4.57% | -1.38% | 3.05% | 5.55% | -2.52% | -1.49% | 12.35% | 4.26% | 8.87% |
| 2019 | 5.65% | 3.35% | 2.88% | 2.98% | -4.57% | 6.18% | 1.70% | 2.36% | 2.38% | 0.85% | 3.68% | 3.15% | 34.72% |
| 2018 | 0.32% | 2.18% | -4.79% | 2.74% | -7.43% | -7.18% |
Expense Ratio
RRSPDividend has an expense ratio of 0.01%, 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 RRSPDividend is 21, meaning it’s performing worse than 79% 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.
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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.20 | 1.76 | 1.21 | 1.69 | 5.86 |
JNJ Johnson & Johnson | -0.18 | -0.16 | 0.98 | -0.16 | -0.46 |
ABBV AbbVie Inc. | 0.84 | 1.16 | 1.19 | 1.05 | 2.88 |
XOM Exxon Mobil Corporation | 0.40 | 0.69 | 1.08 | 0.41 | 1.60 |
TGT Target Corporation | -0.06 | 0.18 | 1.03 | -0.04 | -0.15 |
T AT&T Inc. | 2.29 | 3.20 | 1.40 | 1.66 | 13.78 |
PRS Prudential Financial, Inc. | 0.50 | 0.75 | 1.09 | 0.74 | 2.66 |
SBUX Starbucks Corporation | -0.13 | 0.08 | 1.01 | -0.12 | -0.40 |
LOW Lowe's Companies, Inc. | 0.62 | 1.01 | 1.12 | 0.77 | 1.69 |
PEP PepsiCo, Inc. | -0.30 | -0.31 | 0.96 | -0.26 | -0.80 |
JPM JPMorgan Chase & Co. | 1.97 | 2.70 | 1.40 | 4.55 | 13.24 |
Dividends
Dividend yield
RRSPDividend provided a 3.59% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.59% | 3.64% | 3.52% | 3.51% | 3.84% | 3.33% | 3.37% | 2.61% | 2.60% | 2.67% | 2.32% | 2.23% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
JNJ Johnson & Johnson | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
ABBV AbbVie Inc. | 3.53% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
XOM Exxon Mobil Corporation | 3.64% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
TGT Target Corporation | 3.41% | 3.06% | 2.66% | 1.37% | 1.52% | 2.03% | 3.81% | 3.74% | 3.21% | 2.97% | 2.50% | 2.50% |
T AT&T Inc. | 4.91% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% | 5.12% |
PRS Prudential Financial, Inc. | 5.91% | 5.64% | 5.75% | 5.18% | 4.94% | 5.16% | 1.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SBUX Starbucks Corporation | 2.64% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 0.87% | 0.00% | 0.00% |
LOW Lowe's Companies, Inc. | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% | 1.37% |
PEP PepsiCo, Inc. | 3.50% | 2.92% | 2.51% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
JPM JPMorgan Chase & Co. | 1.94% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
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 RRSPDividend. 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 RRSPDividend was 33.69%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current RRSPDividend drawdown is 6.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.69% | Jan 21, 2020 | 44 | Mar 23, 2020 | 162 | Nov 10, 2020 | 206 |
| -15% | Sep 24, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -12.97% | Jan 12, 2022 | 109 | Jun 17, 2022 | 101 | Nov 10, 2022 | 210 |
| -12.68% | Feb 3, 2023 | 185 | Oct 27, 2023 | 44 | Jan 2, 2024 | 229 |
| -7.18% | Dec 2, 2024 | 14 | Dec 19, 2024 | — | — | — |
Volatility
Volatility Chart
The current RRSPDividend volatility is 3.68%, 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
| PRS | XOM | ABBV | JNJ | TGT | PEP | T | SBUX | LOW | JPM | SCHD | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| PRS | 1.00 | 0.14 | 0.15 | 0.16 | 0.23 | 0.22 | 0.22 | 0.27 | 0.28 | 0.20 | 0.30 |
| XOM | 0.14 | 1.00 | 0.28 | 0.21 | 0.25 | 0.18 | 0.35 | 0.24 | 0.28 | 0.49 | 0.58 |
| ABBV | 0.15 | 0.28 | 1.00 | 0.44 | 0.25 | 0.36 | 0.30 | 0.25 | 0.28 | 0.31 | 0.46 |
| JNJ | 0.16 | 0.21 | 0.44 | 1.00 | 0.26 | 0.49 | 0.35 | 0.31 | 0.29 | 0.28 | 0.48 |
| TGT | 0.23 | 0.25 | 0.25 | 0.26 | 1.00 | 0.30 | 0.30 | 0.37 | 0.50 | 0.38 | 0.53 |
| PEP | 0.22 | 0.18 | 0.36 | 0.49 | 0.30 | 1.00 | 0.33 | 0.41 | 0.36 | 0.23 | 0.50 |
| T | 0.22 | 0.35 | 0.30 | 0.35 | 0.30 | 0.33 | 1.00 | 0.30 | 0.31 | 0.44 | 0.56 |
| SBUX | 0.27 | 0.24 | 0.25 | 0.31 | 0.37 | 0.41 | 0.30 | 1.00 | 0.44 | 0.42 | 0.54 |
| LOW | 0.28 | 0.28 | 0.28 | 0.29 | 0.50 | 0.36 | 0.31 | 0.44 | 1.00 | 0.40 | 0.61 |
| JPM | 0.20 | 0.49 | 0.31 | 0.28 | 0.38 | 0.23 | 0.44 | 0.42 | 0.40 | 1.00 | 0.73 |
| SCHD | 0.30 | 0.58 | 0.46 | 0.48 | 0.53 | 0.50 | 0.56 | 0.54 | 0.61 | 0.73 | 1.00 |