RRSP
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BRK-B Berkshire Hathaway Inc. | Financial Services | 16.33% |
MA Mastercard Inc | Financial Services | 31% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 16.33% |
SYK Stryker Corporation | Healthcare | 16.33% |
V Visa Inc. | Financial Services | 20% |
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 every 3 months.
The earliest data available for this chart is Dec 11, 2009, corresponding to the inception date of SCHG
Returns By Period
As of Apr 22, 2025, the RRSP returned -2.48% Year-To-Date and 17.07% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.10% | -6.70% | -9.63% | 5.53% | 13.63% | 9.61% |
| RRSP | 0.56% | -2.91% | 3.89% | 17.07% | 17.90% | 17.43% |
| Portfolio components: | ||||||
MA Mastercard Inc | 0.45% | -1.40% | 3.11% | 16.14% | 16.28% | 20.03% |
V Visa Inc. | 5.04% | -1.27% | 16.79% | 22.60% | 15.66% | 18.13% |
SYK Stryker Corporation | -3.09% | -5.98% | -4.45% | 7.22% | 15.08% | 15.02% |
BRK-B Berkshire Hathaway Inc. | 14.89% | -0.21% | 12.86% | 27.40% | 23.02% | 13.91% |
SCHG Schwab U.S. Large-Cap Growth ETF | -15.02% | -7.77% | -11.16% | 8.16% | 17.36% | 14.08% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.69% | 3.14% | -3.37% | -4.54% | 0.56% | ||||||||
| 2024 | 6.33% | 5.35% | 1.44% | -5.21% | 1.99% | -0.26% | 2.38% | 5.49% | 0.47% | 0.85% | 7.84% | -2.52% | 26.05% |
| 2023 | 6.64% | -2.13% | 4.26% | 4.19% | -2.88% | 7.76% | 0.09% | 2.40% | -4.38% | -1.89% | 9.27% | 2.04% | 27.22% |
| 2022 | 1.39% | -2.29% | 2.93% | -5.37% | -1.76% | -11.00% | 10.41% | -6.46% | -8.50% | 12.76% | 5.99% | -2.61% | -7.20% |
| 2021 | -7.83% | 8.08% | 1.56% | 8.14% | -2.12% | 1.63% | 4.15% | -3.19% | -2.91% | 0.42% | -5.77% | 10.09% | 10.99% |
| 2020 | 3.39% | -8.17% | -13.04% | 11.25% | 6.68% | -1.93% | 5.14% | 11.10% | -3.09% | -8.13% | 14.60% | 4.43% | 19.60% |
| 2019 | 7.98% | 5.24% | 3.88% | 4.89% | -3.64% | 7.50% | 1.51% | 1.95% | -2.02% | 2.30% | 2.89% | 2.40% | 40.19% |
| 2018 | 8.97% | -0.11% | -1.71% | 2.31% | 3.64% | 0.73% | 1.79% | 6.61% | 2.80% | -8.56% | 3.69% | -7.46% | 11.86% |
| 2017 | 3.39% | 4.59% | 0.89% | 2.46% | 3.87% | -0.71% | 4.87% | 2.27% | 2.72% | 4.92% | 1.99% | 0.97% | 37.21% |
| 2016 | -3.72% | -0.50% | 7.15% | 1.69% | 0.20% | -2.17% | 3.83% | 1.88% | 1.69% | 1.03% | -1.00% | 2.17% | 12.48% |
| 2015 | -3.45% | 6.51% | -2.86% | 1.24% | 2.71% | -1.06% | 6.22% | -5.19% | -2.92% | 7.71% | 0.03% | -1.70% | 6.41% |
| 2014 | -4.35% | 3.88% | -0.51% | -1.89% | 4.29% | -1.41% | -0.82% | 3.81% | -1.28% | 8.89% | 5.26% | 0.31% | 16.54% |
Expense Ratio
RRSP has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 78, RRSP is among the top 22% of 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 | |
|---|---|---|---|---|---|
MA Mastercard Inc | 0.80 | 1.19 | 1.17 | 1.00 | 4.19 |
V Visa Inc. | 1.05 | 1.51 | 1.22 | 1.53 | 5.33 |
SYK Stryker Corporation | 0.33 | 0.61 | 1.08 | 0.47 | 1.51 |
BRK-B Berkshire Hathaway Inc. | 1.60 | 2.24 | 1.32 | 3.43 | 8.80 |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.27 | 0.55 | 1.08 | 0.29 | 1.05 |
Dividends
Dividend yield
RRSP provided a 0.53% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.53% | 0.50% | 0.55% | 0.61% | 0.50% | 0.49% | 0.55% | 0.71% | 0.65% | 0.76% | 0.78% | 0.68% |
| Portfolio components: | ||||||||||||
MA Mastercard Inc | 0.54% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% |
V Visa Inc. | 0.67% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
SYK Stryker Corporation | 0.94% | 0.90% | 1.02% | 1.16% | 0.97% | 0.96% | 1.02% | 1.23% | 1.13% | 1.31% | 1.52% | 1.34% |
BRK-B Berkshire Hathaway 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.48% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
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 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 37.34%, occurring on Mar 23, 2020. Recovery took 110 trading sessions.
The current RRSP drawdown is 10.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.34% | Feb 20, 2020 | 23 | Mar 23, 2020 | 110 | Aug 27, 2020 | 133 |
| -23.51% | Mar 30, 2022 | 128 | Sep 30, 2022 | 138 | Apr 20, 2023 | 266 |
| -20.7% | Apr 26, 2010 | 90 | Aug 31, 2010 | 162 | Apr 21, 2011 | 252 |
| -19.27% | Oct 2, 2018 | 58 | Dec 24, 2018 | 45 | Mar 1, 2019 | 103 |
| -13.92% | Jul 8, 2011 | 22 | Aug 8, 2011 | 57 | Oct 27, 2011 | 79 |
Volatility
Volatility Chart
The current RRSP volatility is 13.00%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 4.63, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| SYK | BRK-B | V | SCHG | MA | |
|---|---|---|---|---|---|
| SYK | 1.00 | 0.49 | 0.50 | 0.61 | 0.51 |
| BRK-B | 0.49 | 1.00 | 0.53 | 0.59 | 0.54 |
| V | 0.50 | 0.53 | 1.00 | 0.65 | 0.82 |
| SCHG | 0.61 | 0.59 | 0.65 | 1.00 | 0.67 |
| MA | 0.51 | 0.54 | 0.82 | 0.67 | 1.00 |