HomePortfoliosucits multi asset fund.

ucits multi asset fund.

ucits multi asset fund.

Created byuser-jb4tpw
Quarterly Rebalancing
GBP
Moderate Risk
Multi-currency
0.6yr backtest
Analyse this portfolio
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Performance Summary

Total Return+13.15%
Annualized Return+21.57%
Volatility+14.89%
Sharpe Ratio1.31
Max Drawdown+8.21%

Holdings

Asset Allocation

Asset Class

Equity 77.0%Bonds 10.0%Precious Metals 8.0%Commodities 5.0%
Holdings Details
Diversified UCITS multi-asset ETF portfolio blending global momentum equities, managed futures, cat bonds, gold, and commodities for all-weather growth.
AssetTypeAllocationTER
XDEM.LSE
Xtrackers MSCI World Momentum UCITS ETF 1C • IE00BL25JP72
ETF
40.0%0.25%
DBMF.XETRA
iMGP DBi Managed Futures Fund R USD UCITS ETF • LU2951555585
ETF
24.0%0.75%
ASWM.XETRA
Rex Crypto Equity Income & Growth UCITS ETF • IE0008BA4TY1
ETF
13.0%0.65%
LU0951570505
Schroder GAIA Cat Bond F Acc NAV USD in GB • LU0951570505
FUND
10.0%1.25%
SGBX.LSE
WisdomTree Physical Swiss Gold GBP • JE00B588CD74
ETF
8.0%0.15%
CCUA.LSE
UBS CMCI Commodity Carry SF UCITS ETF USD acc • IE00BKFB6L02
ETF
5.0%0.34%
Total100.0%0.52%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £11,315
Histogram of Monthly Returns
The portfolio had a positive return during 7 of the 9 months (78%)
Monthly Returns Heatmap
Best month: +7.5% • Worst month: -6.2% • Best year: 2026 (+13.2%) • Worst year: 2026 (+13.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-+1.0%-6.2%+7.2%+7.5%+3.3%-6.1%+2.1%+4.4%+0.2%--+13.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +8.21% • The longest drawdown period lasted for 3 months and was between June 2026 and October 2026. It reached a trough of -8.2%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (13.0% of total allocation)

Total Dividends Received

£174.47

7 payments

Dividend Yield

2.60%

(annualized)

Avg Per Payment

£24.92

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
YearDividends
2026£174.47
Total£174.47

Detailed Metrics

Returns
Total Return
+13.15%
Annualized Return
+21.57%
Avg Monthly Return
+1.49%
Risk
Volatility (Annual)
+14.89%
Max Drawdown
+8.21%
Positive Months
78%
Average Drawdown
-3.3%
Risk-Adjusted
Sharpe Ratio
1.31
Risk-free rate: 2.0%
Sortino Ratio
1.35
Downside risk adjusted
Return/Volatility
1.45
Calmar Ratio
2.63
Return/Max Drawdown
Ulcer Index
3.75
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£11,315
Backtest Period
2026-02-20 to 2026-10-09
0.6 years
Rebalancing
quarterly
Base Currency
GBP