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RRSP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

RRSP

Currency in USD · Last updated May 25, 2025

Asset Allocation

MA 31%V 20%SYK 16.33%BRK-B 16.33%SCHG 16.33%EquityEquity
PositionCategory/SectorTarget 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%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Dec 11, 2009, corresponding to the inception date of SCHG

Returns By Period

As of May 25, 2025, the RRSP returned 7.10% Year-To-Date and 18.05% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%5.80%-2.79%9.39%14.45%10.68%
RRSP7.10%3.88%6.25%22.71%17.42%18.05%
Portfolio components:
MA
Mastercard Inc		7.36%5.25%8.54%25.65%14.47%20.62%
V
Visa Inc.		12.24%5.49%14.46%29.74%13.93%18.65%
SYK
Stryker Corporation		4.84%4.31%-1.68%13.28%16.62%16.05%
BRK-B
Berkshire Hathaway Inc.		11.07%-5.30%5.64%23.58%23.54%13.36%
SCHG
Schwab U.S. Large-Cap Growth ETF		-3.17%8.23%-1.72%12.91%18.22%15.64%
*Annualized

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.69%3.14%-3.37%0.10%1.57%7.10%
20246.33%5.35%1.44%-5.21%1.99%-0.26%2.38%5.49%0.47%0.85%7.84%-2.52%26.05%
20236.64%-2.13%4.26%4.19%-2.88%7.76%0.09%2.40%-4.38%-1.89%9.27%2.04%27.22%
20221.39%-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%
20203.39%-8.17%-13.04%11.25%6.68%-1.93%5.14%11.10%-3.09%-8.13%14.60%4.43%19.60%
20197.98%5.24%3.88%4.89%-3.64%7.50%1.51%1.95%-2.02%2.30%2.89%2.40%40.19%
20188.97%-0.11%-1.71%2.31%3.64%0.73%1.79%6.61%2.80%-8.56%3.69%-7.46%11.86%
20173.39%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%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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.

SCHG
Schwab U.S. Large-Cap Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 86, RRSP is among the top 14% 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.

The Risk-Adjusted Performance Rank of RRSP is 8686
Overall Rank
The Sharpe Ratio Rank of RRSP is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of RRSP is 8282
Sortino Ratio Rank
The Omega Ratio Rank of RRSP is 8787
Omega Ratio Rank
The Calmar Ratio Rank of RRSP is 8888
Calmar Ratio Rank
The Martin Ratio Rank of RRSP is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MA
Mastercard Inc		1.221.581.231.405.98
V
Visa Inc.		1.371.811.271.946.80
SYK
Stryker Corporation		0.691.071.140.972.97
BRK-B
Berkshire Hathaway Inc.		1.231.561.222.445.90
SCHG
Schwab U.S. Large-Cap Growth ETF		0.560.901.120.571.88

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

RRSP Sharpe ratios as of May 25, 2025 (values are recalculated daily):

  • 1-Year: 1.28
  • 5-Year: 0.88
  • 10-Year: 0.85
  • All Time: 0.95

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.49 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of RRSP compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

RRSP provided a 0.50% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.50%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		0.50%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.		0.65%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		0.87%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		0.42%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.

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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 3.51%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.34%Feb 20, 202023Mar 23, 2020110Aug 27, 2020133
-23.51%Mar 30, 2022128Sep 30, 2022138Apr 20, 2023266
-20.7%Apr 26, 201090Aug 31, 2010162Apr 21, 2011252
-19.27%Oct 2, 201858Dec 24, 201845Mar 1, 2019103
-13.92%Jul 8, 201122Aug 8, 201157Oct 27, 201179
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCSYKBRK-BVMASCHGPortfolio
^GSPC1.000.640.710.660.680.950.84
SYK0.641.000.490.500.510.600.70
BRK-B0.710.491.000.530.540.590.69
V0.660.500.531.000.820.640.88
MA0.680.510.540.821.000.660.92
SCHG0.950.600.590.640.661.000.80
Portfolio0.840.700.690.880.920.801.00
The correlation results are calculated based on daily price changes starting from Dec 14, 2009
Go to the full Correlations tool for more customization options