TRUDO_RRSP
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TRUDO_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 Quarterly
The earliest data available for this chart is Sep 21, 2016, corresponding to the inception date of FTXL
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| TRUDO_RRSP | 17.29% | 1.14% | 6.90% | 32.45% | 19.03% | N/A |
| Portfolio components: | ||||||
SPLG SPDR Portfolio S&P 500 ETF | 20.99% | 2.22% | 9.74% | 31.64% | 15.39% | 13.24% |
XLK Technology Select Sector SPDR Fund | 16.57% | -0.29% | 6.75% | 34.98% | 23.40% | 20.31% |
FTXL First Trust Nasdaq Semiconductor ETF | 12.90% | -1.84% | 1.56% | 38.02% | 21.57% | N/A |
XLI Industrial Select Sector SPDR Fund | 18.43% | 5.28% | 7.12% | 30.72% | 13.05% | 11.60% |
EMHY iShares J.P. Morgan EM High Yield Bond ETF | 11.76% | 2.39% | 7.54% | 20.15% | 2.59% | 3.58% |
VUG Vanguard Growth ETF | 23.21% | 1.26% | 10.56% | 37.81% | 18.33% | 15.44% |
XIU.TO iShares S&P/TSX 60 Index ETF | 12.99% | 4.48% | 9.03% | 20.87% | 9.92% | 8.26% |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 10.41% | -4.93% | -2.47% | 4.65% | 16.54% | 2.01% |
NLR VanEck Vectors Uranium+Nuclear Energy ETF | 6.12% | 1.55% | 1.28% | 13.36% | 11.13% | 7.70% |
TQQQ ProShares UltraPro QQQ | 40.25% | -0.40% | 13.36% | 89.19% | 34.90% | 35.01% |
VGK Vanguard FTSE Europe ETF | 12.48% | 2.36% | 7.58% | 22.44% | 8.74% | 5.51% |
VXUS Vanguard Total International Stock ETF | 11.37% | 2.36% | 6.70% | 19.20% | 7.02% | 4.97% |
Monthly Returns
The table below presents the monthly returns of TRUDO_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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.93% | 5.35% | 3.28% | -4.01% | 6.83% | 2.76% | -0.28% | 0.88% | 17.29% | ||||
| 2023 | 10.22% | -2.37% | 6.24% | 0.03% | 2.67% | 8.01% | 4.43% | -1.76% | -4.13% | -3.42% | 11.57% | 6.46% | 43.06% |
| 2022 | -6.16% | -2.00% | 3.85% | -10.35% | 1.23% | -11.17% | 11.53% | -5.77% | -11.96% | 7.11% | 8.48% | -7.21% | -23.20% |
| 2021 | -0.73% | 3.84% | 3.69% | 4.59% | 1.65% | 4.07% | 0.72% | 2.91% | -3.84% | 7.81% | 0.57% | 3.78% | 32.63% |
| 2020 | 0.24% | -8.34% | -17.20% | 15.55% | 7.05% | 4.83% | 6.62% | 8.95% | -5.77% | -2.51% | 15.59% | 5.41% | 28.25% |
| 2019 | 10.85% | 4.72% | 1.95% | 5.20% | -9.17% | 8.16% | 1.64% | -2.88% | 2.70% | 2.50% | 3.87% | 5.11% | 38.76% |
| 2018 | 5.87% | -3.46% | -2.13% | 0.16% | 4.54% | -0.68% | 3.20% | 2.43% | -0.63% | -9.73% | 0.46% | -8.39% | -9.22% |
| 2017 | 3.22% | 2.99% | 2.11% | 1.13% | 2.97% | -1.99% | 4.01% | 1.46% | 2.70% | 4.30% | 1.09% | 0.95% | 27.78% |
| 2016 | 0.63% | -1.72% | 2.77% | 2.56% | 4.24% |
Expense Ratio
TRUDO_RRSP features an expense ratio of 0.34%, falling within the medium range. 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 TRUDO_RRSP is 45, 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 | |
|---|---|---|---|---|---|
SPLG SPDR Portfolio S&P 500 ETF | 2.87 | 3.82 | 1.53 | 3.06 | 17.68 |
XLK Technology Select Sector SPDR Fund | 1.81 | 2.38 | 1.32 | 2.28 | 8.17 |
FTXL First Trust Nasdaq Semiconductor ETF | 1.18 | 1.68 | 1.22 | 1.57 | 4.80 |
XLI Industrial Select Sector SPDR Fund | 2.54 | 3.48 | 1.44 | 2.69 | 15.67 |
EMHY iShares J.P. Morgan EM High Yield Bond ETF | 3.13 | 4.59 | 1.60 | 1.33 | 25.62 |
VUG Vanguard Growth ETF | 2.47 | 3.18 | 1.44 | 2.26 | 12.44 |
XIU.TO iShares S&P/TSX 60 Index ETF | 1.80 | 2.58 | 1.32 | 1.28 | 12.14 |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 0.05 | 0.23 | 1.03 | 0.06 | 0.17 |
NLR VanEck Vectors Uranium+Nuclear Energy ETF | 0.51 | 0.87 | 1.10 | 0.59 | 1.56 |
TQQQ ProShares UltraPro QQQ | 2.02 | 2.39 | 1.32 | 1.64 | 9.01 |
VGK Vanguard FTSE Europe ETF | 2.08 | 2.89 | 1.36 | 1.75 | 12.36 |
VXUS Vanguard Total International Stock ETF | 1.81 | 2.52 | 1.32 | 1.26 | 11.24 |
Dividends
Dividend yield
TRUDO_RRSP granted a 1.97% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TRUDO_RRSP | 1.97% | 2.27% | 2.06% | 1.50% | 1.73% | 1.98% | 2.32% | 1.98% | 2.04% | 2.23% | 2.00% | 1.71% |
| Portfolio components: | ||||||||||||
SPLG SPDR Portfolio S&P 500 ETF | 0.96% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
XLK Technology Select Sector SPDR Fund | 0.52% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
FTXL First Trust Nasdaq Semiconductor ETF | 0.54% | 0.60% | 0.89% | 0.25% | 0.48% | 0.92% | 0.71% | 0.47% | 0.11% | 0.00% | 0.00% | 0.00% |
XLI Industrial Select Sector SPDR Fund | 1.05% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
EMHY iShares J.P. Morgan EM High Yield Bond ETF | 6.35% | 6.73% | 7.08% | 5.58% | 5.44% | 5.72% | 6.79% | 5.59% | 6.43% | 6.99% | 6.36% | 6.03% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
XIU.TO iShares S&P/TSX 60 Index ETF | 2.85% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% | 2.65% | 2.68% |
XEG.TO iShares S&P/TSX Capped Energy Index ETF | 3.57% | 4.26% | 3.31% | 1.64% | 2.96% | 2.70% | 2.25% | 1.41% | 1.40% | 3.58% | 2.56% | 2.32% |
NLR VanEck Vectors Uranium+Nuclear Energy ETF | 4.28% | 4.54% | 2.02% | 1.99% | 2.23% | 2.43% | 3.91% | 4.86% | 3.62% | 3.30% | 2.48% | 0.69% |
TQQQ ProShares UltraPro QQQ | 1.02% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% | 0.03% | 0.00% |
VGK Vanguard FTSE Europe ETF | 2.86% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% | 2.77% |
VXUS Vanguard Total International Stock ETF | 2.86% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
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 TRUDO_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 TRUDO_RRSP was 39.96%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current TRUDO_RRSP drawdown is 3.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.96% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 4, 2020 | 118 |
| -30.35% | Jan 4, 2022 | 201 | Oct 14, 2022 | 193 | Jul 18, 2023 | 394 |
| -22.86% | Aug 30, 2018 | 82 | Dec 24, 2018 | 72 | Apr 8, 2019 | 154 |
| -13.02% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -12.35% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
Volatility
Volatility Chart
The current TRUDO_RRSP volatility is 6.81%, 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
| XEG.TO | EMHY | NLR | FTXL | XLI | XIU.TO | VGK | XLK | TQQQ | VUG | VXUS | SPLG | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| XEG.TO | 1.00 | 0.31 | 0.38 | 0.32 | 0.50 | 0.71 | 0.49 | 0.30 | 0.30 | 0.32 | 0.53 | 0.44 |
| EMHY | 0.31 | 1.00 | 0.41 | 0.41 | 0.45 | 0.51 | 0.55 | 0.46 | 0.48 | 0.50 | 0.59 | 0.52 |
| NLR | 0.38 | 0.41 | 1.00 | 0.39 | 0.51 | 0.56 | 0.56 | 0.44 | 0.44 | 0.48 | 0.59 | 0.56 |
| FTXL | 0.32 | 0.41 | 0.39 | 1.00 | 0.59 | 0.53 | 0.60 | 0.81 | 0.79 | 0.76 | 0.66 | 0.74 |
| XLI | 0.50 | 0.45 | 0.51 | 0.59 | 1.00 | 0.69 | 0.69 | 0.62 | 0.61 | 0.65 | 0.70 | 0.80 |
| XIU.TO | 0.71 | 0.51 | 0.56 | 0.53 | 0.69 | 1.00 | 0.76 | 0.58 | 0.59 | 0.63 | 0.81 | 0.72 |
| VGK | 0.49 | 0.55 | 0.56 | 0.60 | 0.69 | 0.76 | 1.00 | 0.65 | 0.65 | 0.69 | 0.93 | 0.75 |
| XLK | 0.30 | 0.46 | 0.44 | 0.81 | 0.62 | 0.58 | 0.65 | 1.00 | 0.96 | 0.95 | 0.70 | 0.89 |
| TQQQ | 0.30 | 0.48 | 0.44 | 0.79 | 0.61 | 0.59 | 0.65 | 0.96 | 1.00 | 0.98 | 0.71 | 0.89 |
| VUG | 0.32 | 0.50 | 0.48 | 0.76 | 0.65 | 0.63 | 0.69 | 0.95 | 0.98 | 1.00 | 0.73 | 0.93 |
| VXUS | 0.53 | 0.59 | 0.59 | 0.66 | 0.70 | 0.81 | 0.93 | 0.70 | 0.71 | 0.73 | 1.00 | 0.79 |
| SPLG | 0.44 | 0.52 | 0.56 | 0.74 | 0.80 | 0.72 | 0.75 | 0.89 | 0.89 | 0.93 | 0.79 | 1.00 |