RRSP_ETF
RRSP ETF
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQM Invesco NASDAQ 100 ETF | Large Cap Growth Equities | 20% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 20% |
SOXQ Invesco PHLX Semiconductor ETF | Technology Equities | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 20% |
VOOG Vanguard S&P 500 Growth ETF | Large Cap Blend Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RRSP_ETF, 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 Jun 11, 2021, corresponding to the inception date of SOXQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| RRSP_ETF | 20.15% | 1.53% | 8.17% | 36.34% | N/A | N/A |
| Portfolio components: | ||||||
QQQM Invesco NASDAQ 100 ETF | 18.25% | 1.62% | 8.35% | 35.66% | N/A | N/A |
VOO Vanguard S&P 500 ETF | 20.75% | 2.49% | 9.72% | 33.92% | 15.64% | 13.20% |
VOOG Vanguard S&P 500 Growth ETF | 26.71% | 2.32% | 11.72% | 39.03% | 17.05% | 14.91% |
SCHD Schwab US Dividend Equity ETF | 13.02% | 2.60% | 7.55% | 21.93% | 12.91% | 11.59% |
SOXQ Invesco PHLX Semiconductor ETF | 20.53% | -1.64% | 2.40% | 49.87% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of RRSP_ETF, 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 | 1.72% | 6.11% | 3.03% | -4.28% | 5.93% | 4.80% | 0.00% | 1.39% | 20.15% | ||||
| 2023 | 8.08% | -1.31% | 5.72% | -0.92% | 4.30% | 6.19% | 3.94% | -2.09% | -4.99% | -3.36% | 10.17% | 6.50% | 35.65% |
| 2022 | -7.52% | -3.03% | 3.25% | -10.77% | 1.48% | -10.12% | 10.86% | -5.47% | -10.13% | 6.24% | 8.28% | -7.26% | -24.29% |
| 2021 | 2.44% | 1.96% | 3.12% | -4.89% | 6.87% | 2.36% | 3.81% | 16.33% |
Expense Ratio
RRSP_ETF has an expense ratio of 0.07%, 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 RRSP_ETF is 41, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
QQQM Invesco NASDAQ 100 ETF | 1.87 | 2.48 | 1.33 | 2.41 | 8.85 |
VOO Vanguard S&P 500 ETF | 2.47 | 3.31 | 1.45 | 2.70 | 15.54 |
VOOG Vanguard S&P 500 Growth ETF | 2.16 | 2.84 | 1.39 | 1.73 | 11.03 |
SCHD Schwab US Dividend Equity ETF | 1.68 | 2.45 | 1.29 | 1.51 | 8.79 |
SOXQ Invesco PHLX Semiconductor ETF | 1.41 | 1.93 | 1.25 | 1.92 | 5.84 |
Dividends
Dividend yield
RRSP_ETF granted a 1.12% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RRSP_ETF | 1.12% | 1.52% | 1.64% | 1.14% | 1.15% | 1.22% | 1.29% | 1.15% | 1.27% | 1.33% | 1.15% | 1.15% |
| Portfolio components: | ||||||||||||
QQQM Invesco NASDAQ 100 ETF | 0.53% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VOOG Vanguard S&P 500 Growth ETF | 0.70% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
SCHD Schwab US Dividend Equity ETF | 2.58% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
SOXQ Invesco PHLX Semiconductor ETF | 0.52% | 0.87% | 1.36% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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_ETF. 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_ETF was 30.89%, occurring on Oct 14, 2022. Recovery took 293 trading sessions.
The current RRSP_ETF drawdown is 2.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.89% | Dec 28, 2021 | 202 | Oct 14, 2022 | 293 | Dec 14, 2023 | 495 |
| -11.79% | Jul 17, 2024 | 16 | Aug 7, 2024 | — | — | — |
| -7.17% | Apr 2, 2024 | 14 | Apr 19, 2024 | 18 | May 15, 2024 | 32 |
| -5.9% | Sep 7, 2021 | 20 | Oct 4, 2021 | 15 | Oct 25, 2021 | 35 |
| -3.58% | Nov 22, 2021 | 7 | Dec 1, 2021 | 4 | Dec 7, 2021 | 11 |
Volatility
Volatility Chart
The current RRSP_ETF volatility is 6.13%, 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
| SCHD | SOXQ | QQQM | VOOG | VOO | |
|---|---|---|---|---|---|
| SCHD | 1.00 | 0.56 | 0.62 | 0.65 | 0.80 |
| SOXQ | 0.56 | 1.00 | 0.87 | 0.84 | 0.80 |
| QQQM | 0.62 | 0.87 | 1.00 | 0.98 | 0.94 |
| VOOG | 0.65 | 0.84 | 0.98 | 1.00 | 0.96 |
| VOO | 0.80 | 0.80 | 0.94 | 0.96 | 1.00 |