RP3 Max. Growth (alternative)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | Large Cap Growth Equities | 25% |
SGLN.L iShares Physical Gold ETC | Precious Metals, Commodities | 25% |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | Global Equities | 25% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | Global Equities, Dividend | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RP3 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 Sep 30, 2014, corresponding to the inception date of VEVE.L
Returns By Period
As of Nov 13, 2024, the RP3 Max. Growth (alternative) returned 21.02% Year-To-Date and 11.01% 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% |
| RP3 Max. Growth (alternative) | 21.02% | 0.30% | 10.30% | 31.04% | 13.66% | 11.01% |
| 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% |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 19.50% | 0.91% | 10.02% | 30.70% | 12.46% | 10.44% |
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 25.15% | 4.16% | 15.52% | 36.27% | 20.69% | 17.70% |
Monthly Returns
The table below presents the monthly returns of RP3 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 | 0.73% | 2.26% | 4.47% | -1.32% | 2.80% | 2.96% | 1.71% | 1.77% | 2.92% | 0.33% | 21.02% | ||
| 2023 | 6.54% | -2.89% | 5.19% | 1.65% | 0.85% | 3.45% | 3.30% | -1.80% | -3.84% | -0.75% | 6.89% | 4.70% | 25.03% |
| 2022 | -4.69% | 0.14% | 2.92% | -6.26% | -1.94% | -6.64% | 4.31% | -3.04% | -6.78% | 2.67% | 6.27% | -1.70% | -14.77% |
| 2021 | -0.41% | -0.10% | 1.99% | 4.04% | 3.00% | -0.46% | 2.07% | 1.73% | -3.34% | 3.74% | -0.26% | 3.47% | 16.31% |
| 2020 | 0.70% | -6.36% | -6.71% | 8.61% | 3.06% | 4.02% | 5.88% | 5.74% | -3.45% | -2.69% | 7.36% | 5.70% | 22.25% |
| 2019 | 6.19% | 2.11% | 1.21% | 2.51% | -3.97% | 6.48% | 1.06% | -0.53% | 0.96% | 3.02% | 1.55% | 3.76% | 26.73% |
| 2018 | 4.97% | -2.61% | -2.55% | 1.35% | 0.40% | -0.65% | 1.38% | 0.71% | 0.40% | -4.96% | 0.20% | -3.37% | -5.00% |
| 2017 | 2.78% | 3.14% | 1.46% | 1.57% | 1.79% | -0.40% | 2.86% | 1.46% | 0.03% | 1.68% | 1.57% | 1.78% | 21.52% |
| 2016 | -3.21% | 2.91% | 4.50% | 0.73% | -0.49% | 1.52% | 4.30% | 0.02% | 0.86% | -1.55% | -1.30% | 1.51% | 9.94% |
| 2015 | 0.24% | 2.71% | -1.99% | 2.35% | 0.16% | -2.28% | 0.04% | -3.68% | -3.53% | 7.45% | -1.85% | -1.45% | -2.34% |
| 2014 | -0.47% | 2.37% | -1.05% | 0.82% |
Expense Ratio
RP3 Max. Growth (alternative) has an expense ratio of 0.19%, 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 RP3 Max. Growth (alternative) is 75, 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 | |
|---|---|---|---|---|---|
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 |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 2.55 | 3.52 | 1.48 | 3.58 | 15.59 |
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 2.07 | 2.79 | 1.38 | 2.73 | 9.53 |
Dividends
Dividend yield
RP3 Max. Growth (alternative) provided a 0.96% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.96% | 1.22% | 1.40% | 1.01% | 1.08% | 1.21% | 1.35% | 1.17% | 1.15% | 1.24% | 0.72% | 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% |
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% |
CNX1.L iShares NASDAQ 100 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% |
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 RP3 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 RP3 Max. Growth (alternative) was 24.56%, occurring on Mar 23, 2020. Recovery took 73 trading sessions.
The current RP3 Max. Growth (alternative) drawdown is 1.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.56% | Feb 20, 2020 | 23 | Mar 23, 2020 | 73 | Jul 6, 2020 | 96 |
| -22.4% | Jan 4, 2022 | 199 | Oct 11, 2022 | 193 | Jul 13, 2023 | 392 |
| -13.94% | May 15, 2015 | 177 | Jan 20, 2016 | 120 | Jul 8, 2016 | 297 |
| -13.1% | Jan 29, 2018 | 235 | Dec 24, 2018 | 71 | Apr 5, 2019 | 306 |
| -7.76% | Jul 20, 2023 | 55 | Oct 4, 2023 | 39 | Nov 28, 2023 | 94 |
Volatility
Volatility Chart
The current RP3 Max. Growth (alternative) volatility is 2.68%, 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 | CNX1.L | VHYL.AS | VEVE.L | |
|---|---|---|---|---|
| SGLN.L | 1.00 | 0.02 | 0.09 | 0.09 |
| CNX1.L | 0.02 | 1.00 | 0.63 | 0.87 |
| VHYL.AS | 0.09 | 0.63 | 1.00 | 0.85 |
| VEVE.L | 0.09 | 0.87 | 0.85 | 1.00 |