RP2 Max. Growth (alternative)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SGLN.L iShares Physical Gold ETC | Precious Metals, Commodities | 25% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | Global Equities | 25% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | Global Equities, Dividend | 25% |
XLKQ.L Invesco US Technology Sector UCITS ETF | Technology Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RP2 Max. Growth (alternative), 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 Jun 24, 2013, corresponding to the inception date of XLKQ.L
Returns By Period
As of Nov 13, 2024, the RP2 Max. Growth (alternative) returned 24.84% Year-To-Date and 11.75% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| RP2 Max. Growth (alternative) | 24.84% | -0.02% | 12.04% | 34.80% | 14.87% | 11.75% |
| Portfolio components: | ||||||
SGLN.L iShares Physical Gold ETC | 25.83% | -2.10% | 10.43% | 33.47% | 11.67% | 7.92% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 13.14% | -1.82% | 4.86% | 23.16% | 7.50% | 6.07% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 20.30% | 1.11% | 10.74% | 31.47% | 12.28% | 9.98% |
XLKQ.L Invesco US Technology Sector UCITS ETF | 39.94% | 2.65% | 21.71% | 50.90% | 26.02% | 21.33% |
Monthly Returns
The table below presents the monthly returns of RP2 Max. Growth (alternative), 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 | 1.45% | 2.85% | 4.77% | -1.47% | 3.65% | 3.90% | 1.43% | 1.87% | 2.98% | 0.42% | 24.84% | ||
| 2023 | 6.22% | -2.69% | 5.41% | 1.38% | 1.62% | 3.32% | 3.18% | -1.61% | -4.35% | -0.39% | 7.48% | 4.42% | 25.89% |
| 2022 | -4.32% | -0.10% | 2.73% | -5.83% | -1.69% | -6.89% | 4.61% | -3.38% | -7.16% | 3.61% | 6.46% | -1.55% | -13.74% |
| 2021 | -0.75% | 0.27% | 2.06% | 3.97% | 3.08% | -0.37% | 2.31% | 1.66% | -3.44% | 3.82% | 0.29% | 4.13% | 18.08% |
| 2020 | 1.10% | -6.71% | -7.11% | 8.29% | 3.22% | 4.01% | 5.33% | 6.08% | -3.53% | -3.20% | 7.52% | 5.75% | 20.84% |
| 2019 | 5.70% | 3.15% | 1.44% | 2.69% | -4.00% | 6.72% | 1.46% | -0.52% | 1.14% | 2.87% | 1.81% | 3.81% | 29.13% |
| 2018 | 4.61% | -2.38% | -2.54% | 1.24% | 0.71% | -1.02% | 1.27% | 0.86% | 0.38% | -4.71% | -0.29% | -3.30% | -5.39% |
| 2017 | 2.44% | 3.11% | 1.47% | 1.31% | 1.83% | -0.60% | 2.96% | 1.68% | 0.25% | 2.10% | 1.43% | 1.68% | 21.44% |
| 2016 | -2.49% | 3.10% | 4.86% | 0.34% | -0.43% | 1.79% | 4.18% | 0.05% | 0.78% | -1.40% | -1.34% | 1.72% | 11.44% |
| 2015 | -0.14% | 2.89% | -2.41% | 2.50% | 0.14% | -2.80% | -0.38% | -3.51% | -3.23% | 7.26% | -1.87% | -1.53% | -3.55% |
| 2014 | -1.91% | 5.41% | -0.20% | 0.82% | 0.91% | 2.85% | -0.77% | 1.51% | -2.97% | -0.66% | 2.51% | -1.08% | 6.31% |
| 2013 | 0.78% | 5.44% | 0.17% | 1.53% | 3.43% | -0.01% | 0.48% | 12.32% |
Expense Ratio
RP2 Max. Growth (alternative) has an expense ratio of 0.16%, which is considered low compared to other funds. 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 risk-adjusted rank of RP2 Max. Growth (alternative) is 80, placing it in the top 20% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
SGLN.L iShares Physical Gold ETC | 2.18 | 2.85 | 1.38 | 4.85 | 13.43 |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 1.98 | 2.70 | 1.35 | 3.42 | 12.11 |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 2.60 | 3.59 | 1.49 | 3.75 | 16.23 |
XLKQ.L Invesco US Technology Sector UCITS ETF | 2.30 | 2.98 | 1.40 | 3.26 | 10.92 |
Dividends
Dividend yield
RP2 Max. Growth (alternative) provided a 0.67% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.67% | 0.79% | 0.90% | 0.65% | 0.67% | 0.72% | 0.78% | 0.69% | 0.68% | 0.73% | 0.65% | 0.26% |
| Portfolio components: | ||||||||||||
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% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 2.69% | 3.15% | 3.60% | 2.59% | 2.68% | 2.89% | 3.14% | 2.76% | 2.73% | 2.92% | 2.61% | 1.03% |
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% |
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% |
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 RP2 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 RP2 Max. Growth (alternative) was 25.43%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.
The current RP2 Max. Growth (alternative) drawdown is 1.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.43% | Feb 20, 2020 | 23 | Mar 23, 2020 | 78 | Jul 13, 2020 | 101 |
| -22.49% | Jan 4, 2022 | 199 | Oct 11, 2022 | 173 | Jun 15, 2023 | 372 |
| -14.32% | May 15, 2015 | 177 | Jan 20, 2016 | 120 | Jul 8, 2016 | 297 |
| -13.2% | Jan 29, 2018 | 234 | Dec 24, 2018 | 60 | Mar 21, 2019 | 294 |
| -8.06% | Jul 20, 2023 | 55 | Oct 4, 2023 | 35 | Nov 22, 2023 | 90 |
Volatility
Volatility Chart
The current RP2 Max. Growth (alternative) volatility is 2.89%, 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
| SGLN.L | XLKQ.L | VHYL.AS | SWDA.L | |
|---|---|---|---|---|
| SGLN.L | 1.00 | 0.02 | 0.09 | 0.09 |
| XLKQ.L | 0.02 | 1.00 | 0.62 | 0.84 |
| VHYL.AS | 0.09 | 0.62 | 1.00 | 0.85 |
| SWDA.L | 0.09 | 0.84 | 0.85 | 1.00 |