RP3 Max. Growth (alternative)
Asset Allocation
| Position | Category/Sector | Target 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
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The earliest data available for this chart is Sep 30, 2014, corresponding to the inception date of VEVE.L
Returns By Period
As of Jun 2, 2025, the RP3 Max. Growth (alternative) returned 10.42% Year-To-Date and 65.14% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 3.96% | -2.00% | 12.02% | 14.19% | 10.85% |
| RP3 Max. Growth (alternative) | 10.42% | 3.72% | 21.67% | 107.24% | 93.81% | 65.14% |
| Portfolio components: | ||||||
SGLN.L iShares Physical Gold ETC | 26.08% | 1.51% | 23.08% | 40.60% | 13.49% | 10.44% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 10.53% | 3.03% | 5.28% | 13.31% | 13.01% | 6.85% |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 4.39% | 4.14% | 52.40% | 515.61% | 526.03% | 294.78% |
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.14% | 6.20% | 1.48% | 16.49% | 18.09% | 17.35% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.54% | -1.05% | -0.19% | 1.94% | 4.92% | 10.42% | |||||||
| 2024 | 0.70% | 2.29% | 17.00% | -1.32% | 2.80% | 40.28% | 1.71% | 1.76% | 14.60% | 0.35% | 2.02% | 10.19% | 129.47% |
| 2023 | 6.54% | -2.89% | 24.94% | 1.63% | 0.86% | 3.23% | 3.31% | -1.81% | 9.75% | -0.75% | 6.90% | 19.88% | 93.66% |
| 2022 | -4.61% | 0.16% | 14.69% | -6.25% | -1.97% | -6.87% | 4.34% | -3.11% | 9.02% | 2.68% | 6.31% | 13.78% | 28.39% |
| 2021 | -0.43% | -0.09% | 15.58% | 4.09% | 2.92% | 25.56% | 2.07% | 1.73% | 8.94% | 3.75% | -0.28% | 19.18% | 115.75% |
| 2020 | 0.66% | -6.41% | -6.84% | 8.62% | 3.04% | 24.88% | 6.11% | 5.48% | 16.01% | -2.74% | 7.46% | 18.70% | 97.63% |
| 2019 | 6.91% | 1.53% | 27.24% | 2.30% | -4.14% | 6.70% | 1.36% | -0.52% | 18.89% | 2.80% | 1.53% | 17.63% | 112.69% |
| 2018 | 5.24% | -2.40% | 7.01% | 0.47% | 5.30% | -1.13% | 0.88% | 0.34% | 19.77% | -3.57% | 0.11% | 15.00% | 54.73% |
| 2017 | 2.43% | 3.37% | 1.27% | 1.87% | 1.14% | -0.22% | 2.36% | 1.02% | 25.40% | 0.95% | 1.39% | 13.45% | 65.98% |
| 2016 | -3.16% | 2.80% | 4.10% | 0.62% | -0.23% | 1.24% | 4.04% | 0.23% | 0.67% | -1.49% | -1.16% | 1.34% | 9.10% |
| 2015 | 0.21% | 2.63% | -1.94% | 1.85% | 0.35% | -2.33% | -0.25% | -3.58% | -3.52% | 7.23% | -1.79% | -1.48% | -3.09% |
| 2014 | -0.41% | 2.21% | -1.05% | 0.72% |
Expense Ratio
RP3 Max. Growth (alternative) has an expense ratio of 0.19%, 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
With an overall rank of 99, RP3 Max. Growth (alternative) is among the top 1% 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.
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 | 2.86 | 1.39 | 5.10 | 14.03 |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 0.89 | 1.20 | 1.18 | 0.93 | 4.48 |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 3.09 | 22.15 | 4.23 | 28.82 | 129.37 |
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.66 | 0.92 | 1.12 | 0.54 | 1.83 |
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Dividends
Dividend yield
RP3 Max. Growth (alternative) provided a 1.04% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.04% | 1.07% | 1.22% | 1.39% | 1.01% | 1.08% | 1.21% | 1.35% | 1.17% | 1.15% | 1.24% | 0.65% |
| 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 | 2.92% | 2.82% | 3.15% | 3.60% | 2.59% | 2.68% | 2.89% | 3.14% | 2.76% | 2.73% | 2.92% | 2.61% |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 1.22% | 1.48% | 1.71% | 1.98% | 1.46% | 1.62% | 1.95% | 2.24% | 1.93% | 1.88% | 2.03% | 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.
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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 56 trading sessions.
The current RP3 Max. Growth (alternative) drawdown is 0.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.56% | Feb 20, 2020 | 23 | Mar 23, 2020 | 56 | Jun 11, 2020 | 79 |
| -16.91% | Mar 31, 2022 | 74 | Jul 14, 2022 | 85 | Nov 10, 2022 | 159 |
| -14.6% | May 19, 2015 | 175 | Jan 20, 2016 | 122 | Jul 12, 2016 | 297 |
| -12.34% | Feb 21, 2025 | 32 | Apr 7, 2025 | 19 | May 6, 2025 | 51 |
| -10.27% | Oct 3, 2018 | 59 | Dec 24, 2018 | 1 | Dec 27, 2018 | 60 |
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 4.00, 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 | SGLN.L | VHYL.AS | CNX1.L | VEVE.L | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.03 | 0.50 | 0.56 | 0.54 | 0.58 |
| SGLN.L | 0.03 | 1.00 | -0.02 | 0.02 | 0.12 | 0.31 |
| VHYL.AS | 0.50 | -0.02 | 1.00 | 0.54 | 0.57 | 0.71 |
| CNX1.L | 0.56 | 0.02 | 0.54 | 1.00 | 0.72 | 0.82 |
| VEVE.L | 0.54 | 0.12 | 0.57 | 0.72 | 1.00 | 0.86 |
| Portfolio | 0.58 | 0.31 | 0.71 | 0.82 | 0.86 | 1.00 |