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RRSP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

RRSP

Currency in USD · Last updated May 23, 2025

Asset Allocation

IBIT 67.43%VUG 8.38%AIQ 8.14%QQQM 5.66%VOO 5.35%SMH 5.04%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
AIQ
Global X Artificial Intelligence & Technology ETF		Large Cap Growth Equities
8.14%
IBIT
iShares Bitcoin Trust		Blockchain
67.43%
QQQM
Invesco NASDAQ 100 ETF		Large Cap Growth Equities
5.66%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
5.04%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
5.35%
VUG
Vanguard Growth ETF		Large Cap Growth Equities
8.38%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%7.94%-2.79%10.16%14.45%10.68%
RRSP11.30%15.28%6.31%46.17%N/AN/A
Portfolio components:
IBIT
iShares Bitcoin Trust		16.55%16.22%9.45%61.56%N/AN/A
VUG
Vanguard Growth ETF		-1.35%12.19%0.35%15.60%17.10%15.05%
VOO
Vanguard S&P 500 ETF		-0.85%8.20%-2.10%11.60%16.18%12.64%
SMH
VanEck Vectors Semiconductor ETF		-1.95%19.37%-2.50%-0.55%28.91%24.93%
AIQ
Global X Artificial Intelligence & Technology ETF		3.39%13.85%3.29%17.12%16.38%N/A
QQQM
Invesco NASDAQ 100 ETF		-0.22%12.08%1.02%13.00%N/AN/A
*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
20256.76%-12.61%-4.12%9.92%13.18%11.30%
2024-5.11%32.29%10.73%-13.10%11.91%-5.59%5.36%-6.72%6.49%6.40%28.38%-2.97%77.05%

Expense Ratio

RRSP has an expense ratio of 0.26%, 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.

AIQ
Global X Artificial Intelligence & Technology ETF
SMH
VanEck Vectors Semiconductor ETF
IBIT
iShares Bitcoin Trust
QQQM
Invesco NASDAQ 100 ETF
VUG
Vanguard Growth ETF
VOO
Vanguard S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 82, RRSP is among the top 18% 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 8282
Overall Rank
The Sharpe Ratio Rank of RRSP is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of RRSP is 8282
Sortino Ratio Rank
The Omega Ratio Rank of RRSP is 7676
Omega Ratio Rank
The Calmar Ratio Rank of RRSP is 8989
Calmar Ratio Rank
The Martin Ratio Rank of RRSP is 7878
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
IBIT
iShares Bitcoin Trust		1.171.711.202.014.39
VUG
Vanguard Growth ETF		0.620.981.140.652.19
VOO
Vanguard S&P 500 ETF		0.600.881.130.562.13
SMH
VanEck Vectors Semiconductor ETF		-0.010.361.050.050.11
AIQ
Global X Artificial Intelligence & Technology ETF		0.631.001.140.612.09
QQQM
Invesco NASDAQ 100 ETF		0.520.861.120.551.78

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 23, 2025 (values are recalculated daily):

  • 1-Year: 1.15
  • All Time: 1.58

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 0.47 to 0.99, 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. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

RRSP provided a 0.18% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.18%0.17%0.21%0.30%0.17%0.22%0.30%0.36%0.26%0.26%0.33%0.26%
Portfolio components:
IBIT
iShares Bitcoin Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF		0.48%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%
VOO
Vanguard S&P 500 ETF		1.31%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
SMH
VanEck Vectors Semiconductor ETF		0.45%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%
AIQ
Global X Artificial Intelligence & Technology ETF		0.13%0.14%0.16%0.56%0.15%0.50%0.51%0.51%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF		0.60%0.61%0.65%0.83%0.40%0.16%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.

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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 26.85%, occurring on Apr 8, 2025. Recovery took 31 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.85%Dec 18, 202475Apr 8, 202531May 22, 2025106
-19.99%Mar 14, 202499Aug 5, 202459Oct 28, 2024158
-9.71%Jan 12, 20247Jan 23, 202412Feb 8, 202419
-6.73%Mar 5, 20241Mar 5, 20242Mar 7, 20243
-6.25%Nov 25, 20242Nov 26, 20245Dec 4, 20247

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 6 assets, with an effective number of assets of 2.10, 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.
^GSPCIBITSMHVOOAIQVUGQQQMPortfolio
^GSPC1.000.360.801.000.900.940.940.49
IBIT0.361.000.310.360.380.340.350.98
SMH0.800.311.000.790.850.830.880.44
VOO1.000.360.791.000.900.940.940.49
AIQ0.900.380.850.901.000.920.940.51
VUG0.940.340.830.940.921.000.980.48
QQQM0.940.350.880.940.940.981.000.49
Portfolio0.490.980.440.490.510.480.491.00
The correlation results are calculated based on daily price changes starting from Jan 12, 2024