rtk retire 2 portf
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AI C3.ai, Inc. | Technology | 9% |
CSU.TO Constellation Software Inc. | Technology | 27% |
NU Nu Holdings Ltd. | Financial Services | 5% |
NVDA NVIDIA Corporation | Technology | 27% |
QQQ Invesco QQQ | Large Cap Blend Equities | 22% |
RMS.PA Hermès International Société en commandite par actions | Consumer Cyclical | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in rtk retire 2 portf, 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 Dec 9, 2021, corresponding to the inception date of NU
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% |
| rtk retire 2 portf | 48.13% | -3.68% | 10.62% | 75.76% | N/A | N/A |
| Portfolio components: | ||||||
AI C3.ai, Inc. | -19.02% | -6.36% | -16.43% | -9.36% | N/A | N/A |
NU Nu Holdings Ltd. | 75.63% | 1.60% | 19.43% | 112.65% | N/A | N/A |
RMS.PA Hermès International Société en commandite par actions | 2.32% | -12.01% | -16.09% | 15.08% | 25.45% | 23.54% |
NVDA NVIDIA Corporation | 134.29% | -9.72% | 23.05% | 182.90% | 93.52% | 74.43% |
CSU.TO Constellation Software Inc. | 30.09% | 1.93% | 16.98% | 60.24% | 28.20% | 33.28% |
QQQ Invesco QQQ | 18.15% | -0.01% | 8.25% | 35.55% | 21.22% | 18.16% |
Monthly Returns
The table below presents the monthly returns of rtk retire 2 portf, 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 | 9.10% | 16.48% | 2.87% | -6.27% | 13.85% | 6.18% | -0.65% | 2.68% | 48.13% | ||||
| 2023 | 24.90% | 6.70% | 16.30% | -2.62% | 21.00% | 5.80% | 5.84% | -3.30% | -6.76% | -2.52% | 13.72% | 4.50% | 113.62% |
| 2022 | -12.36% | -3.43% | 5.01% | -18.34% | -1.45% | -9.32% | 14.91% | -8.90% | -13.41% | 6.98% | 13.22% | -8.71% | -34.99% |
| 2021 | 0.60% | 0.60% |
Expense Ratio
rtk retire 2 portf has an expense ratio of 0.04%, 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 risk-adjusted rank of rtk retire 2 portf is 87, placing it in the top 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
AI C3.ai, Inc. | -0.14 | 0.26 | 1.03 | -0.16 | -0.37 |
NU Nu Holdings Ltd. | 2.82 | 3.45 | 1.43 | 2.41 | 18.17 |
RMS.PA Hermès International Société en commandite par actions | 0.76 | 1.23 | 1.15 | 0.85 | 2.14 |
NVDA NVIDIA Corporation | 3.23 | 3.49 | 1.45 | 6.17 | 19.27 |
CSU.TO Constellation Software Inc. | 2.42 | 3.11 | 1.41 | 5.19 | 14.77 |
QQQ Invesco QQQ | 2.01 | 2.66 | 1.36 | 2.56 | 9.40 |
Dividends
Dividend yield
rtk retire 2 portf granted a 0.21% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| rtk retire 2 portf | 0.21% | 0.26% | 0.33% | 0.20% | 0.29% | 0.99% | 0.62% | 0.53% | 0.67% | 0.88% | 1.20% | 1.34% |
| Portfolio components: | ||||||||||||
AI C3.ai, 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% |
NU Nu Holdings Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RMS.PA Hermès International Société en commandite par actions | 0.70% | 0.68% | 0.55% | 0.30% | 0.52% | 0.68% | 1.34% | 0.84% | 0.86% | 0.95% | 0.92% | 0.95% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
CSU.TO Constellation Software Inc. | 0.09% | 0.16% | 0.25% | 0.21% | 0.32% | 2.54% | 0.60% | 0.68% | 0.86% | 0.90% | 1.29% | 1.83% |
QQQ Invesco QQQ | 0.49% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
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 rtk retire 2 portf. 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 rtk retire 2 portf was 44.77%, occurring on Oct 14, 2022. Recovery took 149 trading sessions.
The current rtk retire 2 portf drawdown is 4.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.77% | Dec 28, 2021 | 208 | Oct 14, 2022 | 149 | May 15, 2023 | 357 |
| -14.5% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -13.52% | Aug 1, 2023 | 64 | Oct 27, 2023 | 12 | Nov 14, 2023 | 76 |
| -12.02% | Mar 8, 2024 | 30 | Apr 19, 2024 | 25 | May 24, 2024 | 55 |
| -6.65% | Jun 16, 2023 | 7 | Jun 26, 2023 | 13 | Jul 13, 2023 | 20 |
Volatility
Volatility Chart
The current rtk retire 2 portf volatility is 8.24%, 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
| RMS.PA | NU | CSU.TO | AI | NVDA | QQQ | |
|---|---|---|---|---|---|---|
| RMS.PA | 1.00 | 0.26 | 0.38 | 0.24 | 0.31 | 0.39 |
| NU | 0.26 | 1.00 | 0.35 | 0.47 | 0.45 | 0.51 |
| CSU.TO | 0.38 | 0.35 | 1.00 | 0.39 | 0.48 | 0.57 |
| AI | 0.24 | 0.47 | 0.39 | 1.00 | 0.48 | 0.59 |
| NVDA | 0.31 | 0.45 | 0.48 | 0.48 | 1.00 | 0.82 |
| QQQ | 0.39 | 0.51 | 0.57 | 0.59 | 0.82 | 1.00 |