Max. Growth
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | Large Cap Growth Equities | 26% |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | Global Equities | 14% |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | Large Cap Blend Equities | 60% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of VHYG.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.52% | 6.32% | -1.44% | 12.25% | 14.20% | 10.84% |
| Max. Growth | 1.96% | 7.36% | 0.96% | 14.07% | 16.26% | N/A |
| Portfolio components: | ||||||
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.30% | 7.01% | -1.28% | 13.33% | 15.79% | N/A |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.87% | 10.10% | 2.87% | 14.47% | 18.29% | 18.87% |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | 10.42% | 3.70% | 5.88% | 14.37% | 12.94% | N/A |
Monthly Returns
The table below presents the monthly returns of Max. Growth, 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 | 2.95% | -3.19% | -5.03% | -0.14% | 7.86% | 1.96% | |||||||
| 2024 | 1.70% | 3.86% | 3.17% | -3.20% | 3.21% | 5.63% | 0.27% | 1.02% | 2.46% | -0.01% | 4.87% | -1.54% | 23.23% |
| 2023 | 6.32% | -1.88% | 4.30% | 1.85% | 2.23% | 5.96% | 3.47% | -1.27% | -4.33% | -3.11% | 8.84% | 5.84% | 30.94% |
| 2022 | -6.62% | -2.04% | 4.34% | -8.34% | -2.36% | -8.08% | 7.97% | -2.97% | -7.73% | 4.46% | 3.91% | -3.86% | -20.81% |
| 2021 | 0.20% | 2.11% | 3.48% | 4.91% | 0.61% | 2.77% | 2.04% | 3.13% | -3.87% | 5.58% | 0.45% | 3.63% | 27.70% |
| 2020 | 0.36% | -9.00% | -9.14% | 10.97% | 3.83% | 3.57% | 5.12% | 8.56% | -3.60% | -3.28% | 10.74% | 4.62% | 22.08% |
| 2019 | 0.53% | 2.64% | 3.85% | 3.36% | 10.76% |
Expense Ratio
Max. Growth 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Max. Growth is 54, 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 | |
|---|---|---|---|---|---|
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.77 | 1.19 | 1.17 | 0.74 | 2.91 |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.66 | 1.09 | 1.15 | 0.68 | 2.27 |
VHYG.L Vanguard FTSE All-World High Dividend Yield UCITS ETF | 1.01 | 1.33 | 1.20 | 1.11 | 4.95 |
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Dividends
Dividend yield
Max. Growth provided a 0.09% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.09% | 0.10% | 0.10% | 0.14% | 0.07% | 0.11% | 0.15% | 0.16% | 0.17% | 0.20% | 0.19% | 0.26% |
| Portfolio components: | ||||||||||||
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EQQQ.L Invesco EQQQ NASDAQ-100 UCITS ETF | 0.35% | 0.38% | 0.39% | 0.56% | 0.25% | 0.41% | 0.56% | 0.63% | 0.67% | 0.77% | 0.72% | 1.01% |
VHYG.L Vanguard FTSE All-World High Dividend Yield 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% |
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 Max. Growth. 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 Max. Growth was 32.13%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.
The current Max. Growth drawdown is 2.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.13% | Feb 20, 2020 | 23 | Mar 23, 2020 | 91 | Aug 3, 2020 | 114 |
| -26.91% | Dec 31, 2021 | 195 | Oct 11, 2022 | 297 | Dec 13, 2023 | 492 |
| -18.62% | Feb 18, 2025 | 35 | Apr 7, 2025 | — | — | — |
| -9.37% | Sep 3, 2020 | 13 | Sep 21, 2020 | 35 | Nov 9, 2020 | 48 |
| -8.4% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
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 3 assets, with an effective number of assets of 2.24, 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 | VHYG.L | EQQQ.L | VUAG.L | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.56 | 0.59 | 0.63 | 0.64 |
| VHYG.L | 0.56 | 1.00 | 0.61 | 0.79 | 0.79 |
| EQQQ.L | 0.59 | 0.61 | 1.00 | 0.91 | 0.94 |
| VUAG.L | 0.63 | 0.79 | 0.91 | 1.00 | 0.99 |
| Portfolio | 0.64 | 0.79 | 0.94 | 0.99 | 1.00 |