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unhedged magg complete

Created byuser-jb4tpw
Quarterly Rebalancing
GBP
Moderate Risk
Multi-currency
7.4yr backtest
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Performance Summary

Total Return+137.58%
Annualized Return+12.33%
Volatility+12.94%
Sharpe Ratio0.80
Max Drawdown+19.00%

Holdings

Asset Allocation

Asset Class

Commodities 60.0%Equity 40.0%
Holdings Details
Diversified ETF portfolio pairing 60% managed futures with 40% global equities across US, Europe, Japan, and emerging markets to hedge volatility.
AssetTypeAllocationTER
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
60.0%0.85%
CSP1.LSE
iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087
ETF
20.0%0.07%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66
ETF
8.0%0.18%
EEUD.LSE
iShares MSCI Europe CTB Enhanced ESG UCITS ETF EUR (Dist) • IE00BHZPJ676
ETF
8.0%0.12%
SJPA.LSE
iShares Core MSCI Japan IMI UCITS ETF • IE00B4L5YX21
ETF
4.0%0.12%
Total100.0%0.55%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £23,758.21
Histogram of Monthly Returns
The portfolio had a positive return during 59 of the 90 months (66%)
Monthly Returns Heatmap
Best month: +8.3% • Worst month: -6.8% • Best year: 2022 (+25.7%) • Worst year: 2023 (-2.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+7.4%-4.0%+2.2%+4.4%+0.7%-1.4%+2.0%+4.1%-0.5%--+17.6%
2025+3.0%-3.3%-4.6%-2.6%+1.2%+1.5%+4.1%-0.5%+5.2%+5.8%+0.5%-0.4%+9.7%
2024+1.9%+4.0%+4.7%+2.7%-1.5%+3.4%-3.3%-3.2%-0.2%+0.1%+2.9%+0.5%+12.3%
2023-1.2%+1.4%-5.3%-0.6%+0.9%+2.1%+0.2%+0.3%+5.1%-1.1%-3.5%-0.2%-2.2%
2022+5.0%+1.3%+7.4%+8.3%-1.3%+2.9%+0.0%+5.2%+3.9%-0.8%-6.8%-0.9%+25.7%
2021-0.6%+1.7%+4.4%+1.8%+0.4%+2.1%-0.2%+0.7%+0.9%+1.5%+1.2%+0.2%+14.9%
2020+0.1%-2.8%+0.4%+4.1%+1.2%+0.5%-2.0%+0.4%+0.7%-1.5%+1.8%+2.1%+5.0%
2019----+2.8%+2.5%+5.9%+3.2%-0.9%-4.3%+1.4%-0.2%+10.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.00% • The longest drawdown period lasted for 2 years and 3 months and was between September 2022 and January 2025. It reached a trough of -19.0%.
When could this portfolio get you to financial independence?

unhedged magg complete returned +12.33% 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 2 distributing ETFs (68.0% of total allocation)

Total Dividends Received

£4,081.14

34 payments

Dividend Yield

3.46%

(annualized)

Avg Per Payment

£120.03

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£215.91
2025£728.79
2024£626.30
2023£293.23
2022£1,541.02
2021£24.94
2020£77.70
2019£573.26
Total£4,081.14

Detailed Metrics

Returns
Total Return
+137.58%
Annualized Return
+12.33%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+12.94%
Max Drawdown
+19.00%
Positive Months
66%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.80
Risk-free rate: 2.0%
Sortino Ratio
0.76
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.65
Return/Max Drawdown
Ulcer Index
7.08
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£23,758.21
Backtest Period
2019-05-08 to 2026-10-16
7.4 years
Rebalancing
quarterly
Base Currency
GBP