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Created byuser-jb4tpw
Monthly Rebalancing
GBP
Moderate Risk
Multi-currency
1.9yr backtest
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Performance Summary

Total Return+24.96%
Annualized Return+12.56%
Volatility+13.45%
Sharpe Ratio0.78
Max Drawdown+22.25%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% US equity portfolio blending equal-weighted and mega-cap ETFs for diversified market exposure and growth potential.
AssetTypeAllocationTER
XZES.LSE
Xtrackers S&P 500 Equal Weight Scored & Screened UCITS ETF 1C • IE0004MFRED4
ETF
50.0%0.17%
MEGA.XETRA
Amundi MSCI USA Mega Cap UCITS ETF Acc • IE000YBGJ9I4
ETF
50.0%0.15%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £12,496.14
Histogram of Monthly Returns
The portfolio had a positive return during 15 of the 24 months (63%)
Monthly Returns Heatmap
Best month: +7.2% • Worst month: -7.8% • Best year: 2026 (+15.3%) • Worst year: 2024 (-0.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.9%+2.1%-4.5%+7.2%+6.4%+1.4%-1.7%+3.0%+1.2%+0.5%--+15.3%
2025+4.4%-5.2%-7.8%-4.8%+6.0%+3.0%+7.0%-0.4%+3.6%+4.9%+0.3%-0.6%+9.3%
2024----------+0.4%-1.2%-0.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.25% • The longest drawdown period lasted for 8 months and was between January 2025 and October 2025. It reached a trough of -22.2%.

Detailed Metrics

Returns
Total Return
+24.96%
Annualized Return
+12.56%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+13.45%
Max Drawdown
+22.25%
Positive Months
63%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.74
Downside risk adjusted
Return/Volatility
0.93
Calmar Ratio
0.56
Return/Max Drawdown
Ulcer Index
6.22
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£12,496.14
Backtest Period
2024-11-27 to 2026-10-16
1.9 years
Rebalancing
monthly
Base Currency
GBP