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RRSPDividend

Last updated Dec 2, 2023

RRSP Dividend

Asset Allocation


SCHD 20%XOM 10%TGT 10%T 10%PRS 10%SBUX 10%JPM 10%JNJ 5%ABBV 5%LOW 5%PEP 5%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend20%
XOM
Exxon Mobil Corporation
Energy10%
TGT
Target Corporation
Consumer Defensive10%
T
AT&T Inc.
Communication Services10%
PRS
Prudential Financial, Inc.
10%
SBUX
Starbucks Corporation
Consumer Cyclical10%
JPM
JPMorgan Chase & Co.
Financial Services10%
JNJ
Johnson & Johnson
Healthcare5%
ABBV
AbbVie Inc.
Healthcare5%
LOW
Lowe's Companies, Inc.
Consumer Cyclical5%
PEP
PepsiCo, Inc.
Consumer Defensive5%

Performance

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


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.70%
7.29%
RRSPDividend
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 22, 2018, corresponding to the inception date of PRS

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
RRSPDividend1.76%8.40%4.70%-1.39%12.13%N/A
SCHD
Schwab US Dividend Equity ETF
-0.57%7.34%4.56%-4.12%10.96%10.76%
JNJ
Johnson & Johnson
-7.62%7.37%2.44%-8.70%4.31%8.28%
ABBV
AbbVie Inc.
-7.68%0.66%7.00%-7.69%13.98%15.79%
XOM
Exxon Mobil Corporation
-3.44%-1.62%-0.92%-3.88%10.86%5.32%
TGT
Target Corporation
-6.64%24.32%3.10%-15.69%16.43%11.07%
T
AT&T Inc.
-2.86%7.57%14.29%-6.81%1.19%3.08%
PRS
Prudential Financial, Inc.
5.63%6.83%0.36%7.51%6.20%N/A
SBUX
Starbucks Corporation
2.10%9.19%0.78%-2.02%10.45%11.69%
LOW
Lowe's Companies, Inc.
4.49%6.60%-1.77%-3.39%18.82%18.03%
PEP
PepsiCo, Inc.
-3.95%3.10%-7.00%-6.65%9.96%10.47%
JPM
JPMorgan Chase & Co.
20.44%12.88%13.25%18.55%10.44%13.84%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-7.47%3.73%2.54%-2.14%-2.83%-3.05%7.70%

Sharpe Ratio

The current RRSPDividend Sharpe ratio is -0.11. 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.

-1.000.001.002.003.00-0.11

The Sharpe ratio of RRSPDividend is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.11
0.91
RRSPDividend
Benchmark (^GSPC)
Portfolio components

Dividend yield

RRSPDividend granted a 3.72% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
RRSPDividend3.72%3.59%3.78%4.07%3.50%3.60%2.77%2.74%2.87%2.63%2.51%2.54%
SCHD
Schwab US Dividend Equity ETF
3.58%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%2.86%
JNJ
Johnson & Johnson
2.97%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%3.42%
ABBV
AbbVie Inc.
4.13%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%0.00%
XOM
Exxon Mobil Corporation
3.57%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%2.52%
TGT
Target Corporation
3.23%2.66%1.37%1.52%2.03%3.81%3.74%3.21%2.97%2.50%2.50%2.23%
T
AT&T Inc.
6.62%7.35%11.20%9.58%6.91%9.28%6.68%5.98%7.23%7.25%6.78%6.91%
PRS
Prudential Financial, Inc.
5.76%5.74%5.18%4.93%5.16%1.52%0.00%0.00%0.00%0.00%0.00%0.00%
SBUX
Starbucks Corporation
2.18%2.02%1.57%1.57%1.69%2.05%1.83%1.53%1.13%1.34%1.14%1.34%
LOW
Lowe's Companies, Inc.
2.11%1.86%1.08%1.40%1.72%1.93%1.64%1.77%1.34%1.19%1.37%1.69%
PEP
PepsiCo, Inc.
2.93%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%3.11%
JPM
JPMorgan Chase & Co.
2.58%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%2.62%

Expense Ratio

The RRSPDividend has an expense ratio of 0.01% 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.


0.06%
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
SCHD
Schwab US Dividend Equity ETF
-0.30
JNJ
Johnson & Johnson
-0.51
ABBV
AbbVie Inc.
-0.38
XOM
Exxon Mobil Corporation
-0.17
TGT
Target Corporation
-0.53
T
AT&T Inc.
-0.27
PRS
Prudential Financial, Inc.
0.79
SBUX
Starbucks Corporation
-0.04
LOW
Lowe's Companies, Inc.
-0.09
PEP
PepsiCo, Inc.
-0.40
JPM
JPMorgan Chase & Co.
0.80

Asset Correlations Table

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

PRSABBVXOMJNJTGTPEPTSBUXLOWJPMSCHD
PRS1.000.140.140.160.220.220.210.290.280.210.30
ABBV0.141.000.280.440.250.380.310.290.280.320.46
XOM0.140.281.000.210.270.180.380.280.300.520.59
JNJ0.160.440.211.000.280.510.350.330.300.280.48
TGT0.220.250.270.281.000.320.330.380.520.400.54
PEP0.220.380.180.510.321.000.340.450.380.270.52
T0.210.310.380.350.330.341.000.340.330.480.59
SBUX0.290.290.280.330.380.450.341.000.470.460.59
LOW0.280.280.300.300.520.380.330.471.000.420.61
JPM0.210.320.520.280.400.270.480.460.421.000.75
SCHD0.300.460.590.480.540.520.590.590.610.751.00

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-3.44%
-4.21%
RRSPDividend
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.69%Jan 21, 202044Mar 23, 2020162Nov 10, 2020206
-14.96%Sep 24, 201864Dec 24, 201859Mar 21, 2019123
-12.97%Jan 12, 2022109Jun 17, 2022101Nov 10, 2022210
-12.68%Feb 3, 2023185Oct 27, 2023
-5.4%Apr 24, 201927May 31, 201914Jun 20, 201941

Volatility Chart

The current RRSPDividend volatility is 3.53%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%JulyAugustSeptemberOctoberNovemberDecember
3.53%
2.79%
RRSPDividend
Benchmark (^GSPC)
Portfolio components
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