Max. Growth2 (alternative)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SGLN.L iShares Physical Gold ETC | Precious Metals, Commodities | 8% |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | Global Equities | 50% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | Global Equities, Dividend | 12% |
XLKQ.L Invesco US Technology Sector UCITS ETF | Technology Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Max. Growth2 (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 Sep 30, 2014, corresponding to the inception date of VEVE.L
Returns By Period
As of Nov 12, 2024, the Max. Growth2 (alternative) returned 25.84% Year-To-Date and 13.22% 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 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| Max. Growth2 (alternative) | 25.84% | 1.29% | 13.81% | 37.55% | 16.20% | 13.22% |
| Portfolio components: | ||||||
XLKQ.L Invesco US Technology Sector UCITS ETF | 39.19% | 2.11% | 21.47% | 51.10% | 25.88% | 21.26% |
SGLN.L iShares Physical Gold ETC | 26.56% | -1.54% | 12.03% | 34.53% | 11.92% | 7.98% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 14.59% | -0.57% | 6.28% | 25.33% | 7.70% | 6.20% |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 20.41% | 1.67% | 11.08% | 32.77% | 12.61% | 10.53% |
Monthly Returns
The table below presents the monthly returns of Max. Growth2 (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 | 1.98% | 3.95% | 3.85% | -2.81% | 4.18% | 5.50% | 0.48% | 1.50% | 2.32% | -0.42% | 25.84% | ||
| 2023 | 6.75% | -1.94% | 5.29% | 1.35% | 2.79% | 4.97% | 3.23% | -1.52% | -4.62% | -2.12% | 9.26% | 5.26% | 31.56% |
| 2022 | -6.10% | -1.45% | 3.25% | -7.44% | -1.82% | -7.97% | 6.93% | -3.67% | -8.13% | 4.67% | 5.58% | -2.64% | -18.65% |
| 2021 | -0.53% | 1.59% | 2.74% | 4.30% | 1.69% | 1.78% | 2.13% | 2.40% | -3.69% | 4.65% | 0.52% | 4.13% | 23.63% |
| 2020 | 0.84% | -8.40% | -8.76% | 9.38% | 4.07% | 4.58% | 4.44% | 8.07% | -3.31% | -3.85% | 10.33% | 5.69% | 22.76% |
| 2019 | 6.63% | 3.98% | 2.14% | 3.74% | -5.29% | 6.61% | 1.85% | -2.29% | 2.24% | 2.92% | 3.27% | 3.65% | 32.95% |
| 2018 | 4.78% | -2.28% | -3.16% | 1.70% | 1.43% | -0.13% | 1.93% | 1.84% | 0.59% | -6.62% | -0.39% | -5.77% | -6.52% |
| 2017 | 1.94% | 3.25% | 2.01% | 1.37% | 2.24% | -0.18% | 3.06% | 1.28% | 0.99% | 3.19% | 1.67% | 1.83% | 25.09% |
| 2016 | -4.62% | 1.19% | 6.37% | -0.82% | 1.13% | 0.12% | 4.87% | 0.64% | 0.86% | -1.10% | 0.20% | 2.46% | 11.44% |
| 2015 | -1.60% | 4.74% | -1.99% | 2.77% | 0.19% | -2.76% | 1.33% | -4.90% | -3.55% | 8.34% | -0.70% | -1.65% | -0.55% |
| 2014 | -0.04% | 2.86% | -1.24% | 1.54% |
Expense Ratio
Max. Growth2 (alternative) has an expense ratio of 0.14%, 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 rank of Max. Growth2 (alternative) is 62, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
XLKQ.L Invesco US Technology Sector UCITS ETF | 2.31 | 2.99 | 1.40 | 3.28 | 10.99 |
SGLN.L iShares Physical Gold ETC | 2.26 | 2.94 | 1.39 | 5.48 | 14.12 |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 2.28 | 3.09 | 1.41 | 3.91 | 13.93 |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 2.77 | 3.80 | 1.52 | 3.88 | 16.92 |
Dividends
Dividend yield
Max. Growth2 (alternative) provided a 0.91% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.91% | 1.24% | 1.42% | 1.04% | 1.14% | 1.33% | 1.50% | 1.30% | 1.25% | 1.37% | 0.46% | 0.12% |
| 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% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 2.66% | 3.15% | 3.60% | 2.59% | 2.68% | 2.89% | 3.14% | 2.76% | 2.73% | 2.92% | 2.61% | 1.03% |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 1.17% | 1.72% | 1.98% | 1.45% | 1.64% | 1.96% | 2.24% | 1.93% | 1.85% | 2.04% | 0.29% | 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 Max. Growth2 (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 Max. Growth2 (alternative) was 30.43%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current Max. Growth2 (alternative) drawdown is 0.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.43% | Feb 18, 2020 | 25 | Mar 23, 2020 | 84 | Jul 21, 2020 | 109 |
| -26.71% | Dec 31, 2021 | 201 | Oct 11, 2022 | 194 | Jul 14, 2023 | 395 |
| -15.73% | Oct 2, 2018 | 60 | Dec 24, 2018 | 60 | Mar 21, 2019 | 120 |
| -14.84% | May 22, 2015 | 172 | Jan 20, 2016 | 122 | Jul 12, 2016 | 294 |
| -9.25% | Jul 20, 2023 | 72 | Oct 27, 2023 | 18 | Nov 22, 2023 | 90 |
Volatility
Volatility Chart
The current Max. Growth2 (alternative) volatility is 3.29%, 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 | VEVE.L | |
|---|---|---|---|---|
| SGLN.L | 1.00 | 0.02 | 0.09 | 0.09 |
| XLKQ.L | 0.02 | 1.00 | 0.62 | 0.85 |
| VHYL.AS | 0.09 | 0.62 | 1.00 | 0.85 |
| VEVE.L | 0.09 | 0.85 | 0.85 | 1.00 |