Vicky Usa Volatile 4
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IGLN.L iShares Physical Gold ETC | Gold, Precious Metals | 20% |
MARA Marathon Digital Holdings, Inc. | Financial Services | 2% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | Large Cap Blend Equities | 45% |
XRP-USD Ripple | 33% |
Performance
Performance Chart
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The earliest data available for this chart is Aug 5, 2013, corresponding to the inception date of XRP-USD
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.64% | 8.97% | -2.62% | 11.90% | 15.76% | 10.69% |
| Vicky Usa Volatile 4 | 10.65% | 8.56% | 76.70% | 112.40% | 51.41% | 55.89% |
| Portfolio components: | ||||||
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | -1.22% | 10.38% | -3.09% | 12.43% | 16.90% | 12.17% |
IGLN.L iShares Physical Gold ETC | 23.96% | -0.09% | 23.60% | 36.79% | 13.38% | 10.02% |
XRP-USD Ripple | 13.77% | 9.63% | 281.41% | 373.80% | 63.67% | 79.93% |
MARA Marathon Digital Holdings, Inc. | -4.89% | 27.50% | -36.23% | -7.05% | 84.80% | -15.87% |
Monthly Returns
The table below presents the monthly returns of Vicky Usa Volatile 4, 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 | 17.80% | -11.71% | -1.55% | 2.77% | 5.16% | 10.65% | |||||||
| 2024 | -6.07% | 8.19% | 5.75% | -7.91% | 3.24% | -0.24% | 11.14% | -2.01% | 4.94% | -4.61% | 72.80% | 0.91% | 93.78% |
| 2023 | 12.24% | -4.06% | 17.21% | -2.87% | 3.60% | 0.16% | 18.53% | -10.58% | -3.33% | 5.63% | 5.63% | 4.91% | 52.56% |
| 2022 | -12.10% | 9.13% | 4.27% | -14.29% | -11.59% | -12.11% | 10.67% | -6.49% | 9.94% | 1.81% | -1.28% | -7.86% | -29.81% |
| 2021 | 39.68% | -2.82% | 14.78% | 61.35% | -8.76% | -11.56% | 3.94% | 22.05% | -9.19% | 9.55% | -3.04% | -4.07% | 138.10% |
| 2020 | 9.65% | -3.67% | -14.62% | 13.46% | 2.90% | -3.08% | 21.79% | 8.56% | -7.13% | -1.06% | 55.22% | -23.54% | 47.12% |
| 2019 | 0.97% | 3.69% | -0.93% | 3.16% | 10.57% | 0.95% | -5.49% | -7.05% | 0.63% | 5.95% | -7.19% | -3.63% | 0.04% |
| 2018 | -13.88% | -8.36% | -18.71% | 21.66% | -8.47% | -9.21% | -0.94% | -6.03% | 26.98% | -10.12% | -6.11% | -4.27% | -38.06% |
| 2017 | 0.55% | -1.94% | 69.22% | 44.27% | 97.57% | 5.59% | -11.32% | 18.85% | -7.60% | 2.06% | 15.25% | 160.69% | 1,399.43% |
| 2016 | -0.39% | 13.09% | 0.42% | -0.12% | -6.12% | 6.97% | -1.17% | -0.15% | 14.49% | -3.47% | -6.39% | -0.93% | 14.77% |
| 2015 | -15.95% | -1.18% | -16.04% | 1.29% | 2.65% | 8.72% | -8.36% | -4.24% | -12.77% | -0.64% | -4.63% | 16.68% | -33.28% |
| 2014 | -9.35% | -8.68% | -13.02% | -13.38% | -4.80% | -0.33% | 13.37% | -1.01% | -2.24% | 0.69% | 44.72% | 32.13% | 25.02% |
Expense Ratio
Vicky Usa Volatile 4 has an expense ratio of 0.10%, 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
With an overall rank of 98, Vicky Usa Volatile 4 is among the top 2% 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.
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 | |
|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.67 | 0.49 | 1.07 | 0.04 | 0.88 |
IGLN.L iShares Physical Gold ETC | 2.10 | 3.25 | 1.46 | 2.12 | 14.37 |
XRP-USD Ripple | 3.82 | 4.58 | 1.51 | 6.24 | 32.00 |
MARA Marathon Digital Holdings, Inc. | -0.07 | 0.67 | 1.08 | -0.22 | -0.19 |
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Dividends
Dividend yield
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 Vicky Usa Volatile 4. 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 Vicky Usa Volatile 4 was 58.15%, occurring on Mar 18, 2020. Recovery took 251 trading sessions.
The current Vicky Usa Volatile 4 drawdown is 8.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.15% | Jan 8, 2018 | 801 | Mar 18, 2020 | 251 | Nov 24, 2020 | 1052 |
| -57.34% | Dec 5, 2013 | 214 | Jul 6, 2014 | 165 | Dec 18, 2014 | 379 |
| -46.37% | Dec 19, 2014 | 333 | Nov 16, 2015 | 501 | Mar 31, 2017 | 834 |
| -44.16% | Nov 9, 2021 | 222 | Jun 18, 2022 | 632 | Mar 11, 2024 | 854 |
| -28.66% | Apr 3, 2017 | 18 | Apr 20, 2017 | 14 | May 4, 2017 | 32 |
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 4 assets, with an effective number of assets of 2.84, 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 | IGLN.L | MARA | SXR8.DE | XRP-USD | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.03 | 0.33 | 0.45 | 0.15 | 0.28 |
| IGLN.L | -0.03 | 1.00 | 0.03 | -0.06 | 0.05 | 0.12 |
| MARA | 0.33 | 0.03 | 1.00 | 0.14 | 0.21 | 0.29 |
| SXR8.DE | 0.45 | -0.06 | 0.14 | 1.00 | 0.06 | 0.29 |
| XRP-USD | 0.15 | 0.05 | 0.21 | 0.06 | 1.00 | 0.94 |
| Portfolio | 0.28 | 0.12 | 0.29 | 0.29 | 0.94 | 1.00 |