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ptcc1

Created byuser-jb4tpw
Quarterly Rebalancing
GBP
Low Risk
1.5yr backtest
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Performance Summary

Total Return+42.17%
Annualized Return+27.10%
Volatility+8.92%
Sharpe Ratio2.81
Max Drawdown+4.68%

Holdings

Asset Allocation

Asset Class

Equity 95.0%Money Market 5.0%
Holdings Details
Diversified ETF portfolio with 95% global equity exposure and 5% money market for stability, targeting US and managed futures strategies.
AssetTypeAllocationTER
USEE.LSE
iShares US Equity Enhanced Active UCITS ETF USD (Acc) • IE0009VWHAE6
ETF
60.0%0.2%
DBMG.LSE
iMGP DBi Managed Futures Fund R USD UCITS ETF • LU2951555585
ETF
35.0%0.75%
CSH2.LSE
Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc • LU1230136894
ETF
5.0%0.1%
Total100.0%0.39%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £14,216.98
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 19 months (68%)
Monthly Returns Heatmap
Best month: +5.7% • Worst month: -3.5% • Best year: 2025 (+22.6%) • Worst year: 2026 (+16.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.3%+4.0%-3.5%+4.3%+5.0%+0.9%-1.6%+3.0%+3.3%-0.6%--+16.0%
2025---+0.4%+3.6%+2.2%+5.0%-0.3%+4.6%+5.7%-0.0%-0.3%+22.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +4.68% • The longest drawdown period lasted for 1 month and was between November 2025 and January 2026. It reached a trough of -2.6%.

Detailed Metrics

Returns
Total Return
+42.17%
Annualized Return
+27.10%
Avg Monthly Return
+1.90%
Risk
Volatility (Annual)
+8.92%
Max Drawdown
+4.68%
Positive Months
68%
Average Drawdown
-1.1%
Risk-Adjusted
Sharpe Ratio
2.81
Risk-free rate: 2.0%
Sortino Ratio
2.66
Downside risk adjusted
Return/Volatility
3.04
Calmar Ratio
5.79
Return/Max Drawdown
Ulcer Index
1.21
Drawdown depth & duration
Martin Ratio
0.21
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£14,216.98
Backtest Period
2025-04-28 to 2026-10-16
1.5 years
Rebalancing
quarterly
Base Currency
GBP