HomePortfolios2 bond-csp1
Optimize
Annual Rebalancing
GBP
Moderate Risk
15.7yr backtest

Performance Summary

Total Return+591.52%
Annualized Return+13.14%
Volatility+13.25%
Sharpe Ratio0.84
Max Drawdown+17.45%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
Diversified ETF portfolio blending 80% US equities and 20% US Treasury bonds for a balanced core investment strategy.
AssetTypeAllocationTER
CSP1.LSE
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
80.0%0.07%
CU71.LSE
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)IE00B3VWN393
ETF
20.0%0.07%
Total100.0%0.07%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £69,151.97
Histogram of Monthly Returns
The portfolio had a positive return during 122 of the 189 months (65%)
Monthly Returns Heatmap
Best month: +9.4% • Worst month: -6.6% • Best year: 2016 (+31.7%) • Worst year: 2022 (-6.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.4%+1.6%-3.4%+5.9%+4.9%-------+7.5%
2025+3.4%-3.9%-6.6%-3.4%+4.3%+2.5%+6.3%-0.9%+3.1%+4.9%-0.7%-0.9%+7.5%
2024+1.9%+3.8%+2.9%-2.0%+0.7%+5.5%-0.8%-0.9%+0.2%+3.7%+6.0%-0.2%+22.6%
2023+2.6%+0.1%+0.5%-0.1%+1.8%+2.5%+1.6%+0.5%-0.3%-2.1%+3.5%+4.0%+15.6%
2022-5.0%-1.4%+5.4%-2.5%-2.0%-3.1%+6.8%+1.7%-2.5%+1.1%-1.8%-3.2%-6.9%
2021-0.4%+0.4%+4.2%+4.0%-1.9%+4.4%+1.6%+3.6%-1.3%+2.9%+3.5%+1.6%+24.7%
2020+0.8%-4.4%-4.3%+6.8%+5.0%+1.4%-1.5%+4.5%+0.5%-2.7%+4.9%+0.8%+11.6%
2019+3.4%+1.7%+3.5%+3.0%-1.0%+4.4%+6.4%-1.9%+0.8%-3.6%+3.3%+0.1%+21.7%
2018-1.0%+0.4%-4.9%+3.3%+5.0%+1.6%+2.9%+3.7%+0.0%-3.5%+0.9%-6.4%+1.4%
2017-1.3%+4.9%-0.7%-2.5%+1.2%+0.1%+0.2%+2.4%-2.4%+3.0%+0.5%+1.7%+7.1%
2016-0.7%+3.4%+1.3%-1.8%+2.2%+9.4%+3.8%+1.0%+1.0%+5.0%+0.4%+3.2%+31.7%
2015+1.2%+1.1%+3.2%-2.5%+0.9%-4.4%+2.6%-2.7%-1.3%+4.8%+2.7%+0.6%+6.0%
2014-1.5%+1.7%+0.7%-0.8%+2.9%-0.1%+0.5%+4.5%+1.6%+2.8%+5.0%+0.8%+19.4%
2013+7.9%+4.6%+3.7%-0.1%+5.0%-2.7%+4.5%-4.8%-1.8%+5.1%+0.4%+0.3%+23.5%
2012+5.9%+1.2%+2.2%-1.8%-0.5%+0.2%+2.9%+0.4%+0.3%+0.1%-1.2%-0.4%+9.4%
2011-1.2%-0.0%+1.4%-1.0%-0.0%+0.7%-2.4%-6.3%+3.6%+5.2%-1.1%+1.1%-0.7%
2010--------+0.0%+3.4%-0.6%+7.3%+10.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.45% • The longest drawdown period lasted for 1 year and was between August 2022 and September 2023. It reached a trough of -10.3%.

Detailed Metrics

Returns
Total Return
+591.52%
Annualized Return
+13.14%
Avg Monthly Return
+1.07%
Risk
Volatility (Annual)
+13.25%
Max Drawdown
+17.45%
Positive Months
65%
Average Drawdown
-3.3%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.84
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
0.75
Return/Max Drawdown
Ulcer Index
4.14
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£69,151.97
Backtest Period
2010-09-15 to 2026-05-15
15.7 years
Rebalancing
annual
Base Currency
GBP