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Created byuser-jb4tpw

Quarterly Rebalancing

GBP

Moderate Risk

Multi-currency

7.4yr backtest

Analyse this portfolio

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Performance Summary

Total Return+235.18%

Annualized Return+17.65%

Volatility+14.57%

Sharpe Ratio1.07

Max Drawdown+19.15%

Holdings

Asset Allocation

Asset Class

Equity 74.0%Commodities 26.0%

Holdings Details

Tech-heavy ETF portfolio blending Nasdaq-100 growth stocks with commodities and managed futures for diversified, all-weather returns.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
EQQQ.LSE Invesco EQQQ Nasdaq-100 UCITS ETF • IE0032077012	IE0032077012	Dist	ETF	60.0%	0.3%
SBUY.LSE Invesco Global Buyback Achievers UCITS ETF • IE00BLSNMW37	IE00BLSNMW37	Dist	ETF	14.0%	0.39%
DBMF.US iMGP DBi Managed Futures Strategy ETF • US53700T8273	US53700T8273	Dist	ETF	13.0%	0.85%
ROLG.LSE iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD • IE00BZ1NCS44	IE00BZ1NCS44	Acc	ETF	13.0%	0.28%
Total		Total			100.0%	0.38%

Performance

Portfolio Value Over Time

Starting with £10,000 investment → now worth £33,518.46

Show individual assets

Histogram of Monthly Returns

The portfolio had a positive return during 58 of the 90 months (64%)

Monthly Returns Heatmap

Best month: +8.4% • Worst month: -6.7% • Best year: 2021 (+26.1%) • Worst year: 2022 (-7.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.0%	+1.8%	-1.7%	+8.4%	+7.7%	+0.1%	-3.8%	+4.2%	+4.3%	-1.9%	-	-	+21.2%
2025	+3.8%	-4.7%	-6.7%	-3.4%	+6.0%	+3.4%	+6.2%	-1.1%	+4.7%	+6.3%	-1.1%	-0.8%	+12.0%
2024	+1.9%	+3.6%	+3.0%	-0.6%	+0.7%	+6.1%	-3.4%	-2.3%	+0.8%	+3.0%	+5.0%	+1.6%	+20.8%
2023	+5.0%	+1.2%	+1.7%	-1.1%	+5.3%	+3.2%	+2.8%	+0.5%	+1.2%	-2.1%	+2.1%	+3.7%	+25.6%
2022	-4.1%	-0.1%	+7.5%	-2.0%	-2.8%	-3.5%	+6.7%	+2.0%	-2.2%	-0.5%	-3.1%	-4.6%	-7.1%
2021	+0.8%	+0.5%	+2.6%	+4.9%	-1.9%	+6.1%	+1.6%	+3.6%	-1.0%	+3.2%	+3.4%	+0.0%	+26.1%
2020	+1.0%	-4.1%	-2.8%	+8.0%	+5.5%	+4.8%	+0.1%	+6.3%	-0.6%	-2.5%	+5.5%	+2.9%	+26.1%
2019	-	-	-	-	-1.3%	+4.5%	+6.9%	-2.1%	+0.1%	-2.0%	+3.2%	+1.0%	+10.3%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +19.15% • The longest drawdown period lasted for 9 months and was between August 2022 and June 2023. It reached a trough of -14.5%.

When could this portfolio get you to financial independence?

a returned +17.65% a year over the 7 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

Summary

This portfolio contains 3 distributing ETFs (87.0% of total allocation)

Total Dividends Received

£1,344.70

79 payments

Dividend Yield

0.94%

(annualized)

Avg Per Payment

£17.02

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown

Dividend income per calendar year

Year	Dividends	Yield	Payments
2026	£102.60	0.33%	9
2025	£276.59	1.10%	12
2024	£217.13	0.96%	12
2023	£111.87	0.60%	9
2022	£424.97	2.45%	10
2021	£27.29	0.17%	8
2020	£47.01	0.38%	10
2019	£137.19	1.29%	9
Total	£1,344.70	0.94%	79

Detailed Metrics

Returns

Total Return

+235.18%

Annualized Return

+17.65%

Avg Monthly Return

+1.41%

Risk

Volatility (Annual)

+14.57%

Max Drawdown

+19.15%

Positive Months

64%

Average Drawdown

-3.7%

Risk-Adjusted

Sharpe Ratio

1.07

Risk-free rate: 2.0%

Sortino Ratio

1.01

Downside risk adjusted

Return/Volatility

1.21

Calmar Ratio

0.92

Return/Max Drawdown

Ulcer Index

4.75

Drawdown depth & duration

Martin Ratio

0.03

Return/Ulcer Index

Backtest Configuration

Initial Investment

£10,000

Final Value

£33,518.46

Backtest Period

2019-05-08 to 2026-10-16
7.4 years

Rebalancing

quarterly

Base Currency

GBP