RESP Jana
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VFVA Vanguard U.S. Value Factor ETF | All Cap Equities | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 80% |
Performance
Performance Chart
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The earliest data available for this chart is Feb 15, 2018, corresponding to the inception date of VFVA
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.19% | 9.00% | -1.55% | 12.31% | 15.59% | 10.78% |
| RESP Jana | 0.17% | 9.62% | -2.16% | 11.30% | 18.17% | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 0.59% | 9.01% | -0.97% | 13.78% | 17.33% | 12.75% |
VFVA Vanguard U.S. Value Factor ETF | -1.55% | 12.21% | -6.95% | 1.29% | 20.82% | N/A |
Monthly Returns
The table below presents the monthly returns of RESP Jana, 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 | 2.86% | -1.54% | -5.27% | -1.79% | 6.31% | 0.17% | |||||||
| 2024 | 1.11% | 4.34% | 3.91% | -4.39% | 4.75% | 2.47% | 2.64% | 1.57% | 1.79% | -0.94% | 6.30% | -3.40% | 21.45% |
| 2023 | 6.89% | -2.49% | 1.50% | 1.18% | -0.58% | 7.06% | 4.14% | -1.99% | -4.35% | -2.68% | 9.00% | 5.60% | 24.58% |
| 2022 | -4.33% | -2.18% | 3.37% | -8.17% | 1.01% | -9.09% | 9.16% | -3.68% | -9.47% | 9.37% | 5.58% | -5.69% | -15.44% |
| 2021 | -0.18% | 4.05% | 5.34% | 4.84% | 1.45% | 1.47% | 1.64% | 2.88% | -4.04% | 6.38% | -1.12% | 4.81% | 30.63% |
| 2020 | -1.37% | -8.75% | -14.99% | 14.02% | 4.48% | 1.96% | 5.36% | 6.63% | -3.71% | -1.68% | 12.34% | 4.29% | 15.80% |
| 2019 | 9.01% | 3.19% | 0.95% | 4.33% | -7.40% | 7.23% | 1.32% | -2.76% | 2.94% | 1.96% | 3.59% | 3.28% | 30.17% |
| 2018 | -0.75% | -2.08% | 0.61% | 2.30% | 0.78% | 3.31% | 2.84% | 0.18% | -6.92% | 1.53% | -9.74% | -8.47% |
Expense Ratio
RESP Jana has an expense ratio of 0.05%, 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
The current rank of RESP Jana is 31, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.72 | 1.15 | 1.17 | 0.77 | 2.94 |
VFVA Vanguard U.S. Value Factor ETF | 0.06 | 0.30 | 1.04 | 0.09 | 0.27 |
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Dividends
Dividend yield
RESP Jana provided a 1.54% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.54% | 1.48% | 1.65% | 1.80% | 1.33% | 1.64% | 1.92% | 1.98% | 1.42% | 1.61% | 1.68% | 1.48% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
VFVA Vanguard U.S. Value Factor ETF | 2.51% | 2.40% | 2.45% | 2.21% | 1.68% | 2.04% | 2.08% | 1.65% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the RESP Jana. 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 RESP Jana was 36.27%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current RESP Jana drawdown is 4.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.27% | Feb 20, 2020 | 23 | Mar 23, 2020 | 109 | Aug 26, 2020 | 132 |
| -23.21% | Jan 5, 2022 | 186 | Sep 30, 2022 | 300 | Dec 11, 2023 | 486 |
| -20.69% | Sep 21, 2018 | 65 | Dec 24, 2018 | 85 | Apr 29, 2019 | 150 |
| -18.94% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -9.26% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
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 2 assets, with an effective number of assets of 1.47, 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
| ^GSPC | VFVA | VOO | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.76 | 1.00 | 0.98 |
| VFVA | 0.76 | 1.00 | 0.76 | 0.86 |
| VOO | 1.00 | 0.76 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.86 | 0.98 | 1.00 |