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New RP Max. Growth (alternative)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

New RP Max. Growth (alternative)

Currency in USD · Last updated May 30, 2025

Asset Allocation

SGLN.L 29%VHYL.AS 31%SWDA.L 24%XLKQ.L 16%CommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
SGLN.L
iShares Physical Gold ETC		Precious Metals, Commodities
29%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		Global Equities
24%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing		Global Equities, Dividend
31%
XLKQ.L
Invesco US Technology Sector UCITS ETF		Technology Equities
16%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jul 8, 2014, corresponding to the inception date of XLKQ.L

Returns By Period

As of May 30, 2025, the New RP Max. Growth (alternative) returned 12.23% Year-To-Date and 11.45% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.52%6.32%-1.44%12.25%14.20%10.84%
New RP Max. Growth (alternative)12.23%4.83%10.27%22.56%15.76%11.45%
Portfolio components:
XLKQ.L
Invesco US Technology Sector UCITS ETF		-1.28%13.25%1.49%13.70%23.57%21.12%
SGLN.L
iShares Physical Gold ETC		27.34%0.22%25.45%41.85%13.72%10.54%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		4.35%6.49%2.40%14.08%14.41%10.02%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing		10.49%3.77%5.68%14.34%13.00%6.65%
*Annualized

Monthly Returns

The table below presents the monthly returns of New RP Max. Growth (alternative), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.17%-0.30%0.69%2.08%5.14%12.23%
20241.00%2.33%5.06%-1.06%3.17%2.75%2.12%2.03%3.02%0.47%1.46%-2.39%21.62%
20235.83%-3.11%4.82%1.56%0.28%2.89%3.19%-1.80%-4.02%-0.13%6.71%4.19%21.65%
2022-3.33%0.39%2.52%-5.12%-1.43%-6.60%3.60%-3.23%-6.73%3.44%7.03%-1.09%-11.02%
2021-0.79%0.07%2.11%3.75%3.58%-1.28%2.17%1.33%-3.23%3.44%-0.36%3.99%15.48%
20200.50%-6.27%-7.13%7.52%2.99%3.64%5.68%4.77%-3.30%-2.84%7.11%5.51%18.04%
20195.71%2.63%0.97%2.10%-3.53%6.73%1.18%-0.08%0.95%2.58%1.23%3.76%26.63%
20184.44%-2.65%-2.51%1.50%-0.19%-1.66%1.74%0.30%0.29%-4.17%0.11%-2.99%-5.94%
20172.10%3.21%1.34%1.08%1.49%-0.18%2.50%1.58%0.24%1.69%1.24%1.85%19.69%
2016-2.23%3.34%4.21%0.97%-0.78%2.21%3.47%0.10%0.63%-1.50%-1.47%1.51%10.70%
20150.31%2.21%-2.10%2.00%0.09%-2.30%-1.30%-3.15%-3.04%6.49%-2.20%-1.12%-4.45%
2014-0.70%1.16%-3.46%-0.71%1.85%-0.82%-2.73%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

New RP Max. Growth (alternative) has an expense ratio of 0.16%, 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.

XLKQ.L
Invesco US Technology Sector UCITS ETF
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 92, New RP Max. Growth (alternative) is among the top 8% 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 New RP Max. Growth (alternative) is 9292
Overall Rank
The Sharpe Ratio Rank of New RP Max. Growth (alternative) is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of New RP Max. Growth (alternative) is 9090
Sortino Ratio Rank
The Omega Ratio Rank of New RP Max. Growth (alternative) is 9292
Omega Ratio Rank
The Calmar Ratio Rank of New RP Max. Growth (alternative) is 9191
Calmar Ratio Rank
The Martin Ratio Rank of New RP Max. Growth (alternative) is 9494
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
XLKQ.L
Invesco US Technology Sector UCITS ETF		0.510.971.130.591.94
SGLN.L
iShares Physical Gold ETC		2.283.071.425.5215.26
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		0.861.251.180.823.52
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing		0.931.241.190.974.65

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.

New RP Max. Growth (alternative) Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.65
  • 5-Year: 1.24
  • 10-Year: 0.93
  • All Time: 0.86

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 0.58 to 1.13, 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 New RP Max. Growth (alternative) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

New RP Max. Growth (alternative) provided a 0.91% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.91%0.87%0.98%1.12%0.80%0.83%0.90%0.97%0.85%0.85%0.91%0.81%
Portfolio components:
XLKQ.L
Invesco US Technology Sector UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SGLN.L
iShares Physical Gold ETC		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing		2.93%2.82%3.15%3.60%2.59%2.68%2.89%3.14%2.76%2.73%2.92%2.61%

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 New RP Max. Growth (alternative). 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 New RP Max. Growth (alternative) was 24.41%, occurring on Mar 23, 2020. Recovery took 80 trading sessions.

The current New RP Max. Growth (alternative) drawdown is 0.02%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.41%Feb 20, 202023Mar 23, 202080Jul 15, 2020103
-20.62%Jan 6, 2022197Oct 11, 2022172Jun 14, 2023369
-15%May 19, 2015175Jan 20, 2016121Jul 11, 2016296
-12.95%Jan 29, 2018234Dec 24, 2018121Jun 18, 2019355
-11.14%Feb 21, 202532Apr 7, 202517May 2, 202549
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 3.80, 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.
^GSPCSGLN.LVHYL.ASXLKQ.LSWDA.LPortfolio
^GSPC1.000.030.500.530.620.58
SGLN.L0.031.00-0.030.010.090.37
VHYL.AS0.50-0.031.000.490.700.78
XLKQ.L0.530.010.491.000.790.74
SWDA.L0.620.090.700.791.000.87
Portfolio0.580.370.780.740.871.00
The correlation results are calculated based on daily price changes starting from Jul 9, 2014
Go to the full Correlations tool for more customization options