Optimize
Annual Rebalancing
GBP
Moderate Risk
15.7yr backtest

Performance Summary

Total Return+575.38%
Annualized Return+12.97%
Volatility+12.34%
Sharpe Ratio0.89
Max Drawdown+18.76%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
Diversified ETF portfolio with 80% US equities and 20% government 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
10.0%0.07%
IGLS.LSE
iShares UK Gilts 0-5yr UCITS ETF GBP (Dist)IE00B4WXJK79
ETF
10.0%0.07%
Total100.0%0.07%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £67,537.74
Histogram of Monthly Returns
The portfolio had a positive return during 123 of the 189 months (65%)
Monthly Returns Heatmap
Best month: +8.4% • Worst month: -6.6% • Best year: 2016 (+29.8%) • Worst year: 2022 (-7.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.2%+1.3%-3.6%+6.2%+4.8%-------+7.4%
2025+3.4%-3.9%-6.3%-3.1%+4.4%+2.6%+5.9%-0.8%+3.0%+4.7%-0.6%-0.7%+8.1%
2024+1.9%+3.8%+2.9%-1.9%+0.8%+5.5%-0.7%-0.8%+0.4%+3.5%+5.9%-0.2%+22.5%
2023+2.8%+0.1%+0.6%-0.0%+1.7%+2.8%+1.7%+0.4%-0.4%-2.1%+3.7%+4.1%+16.1%
2022-5.0%-1.4%+5.4%-2.8%-2.0%-3.5%+6.8%+1.3%-3.0%+1.8%-1.5%-3.2%-7.5%
2021-0.3%+0.6%+4.1%+4.0%-1.7%+4.1%+1.6%+3.5%-1.4%+3.0%+3.2%+1.7%+24.6%
2020+0.7%-5.0%-4.9%+7.0%+4.8%+1.4%-0.9%+4.7%+0.2%-2.6%+5.2%+1.0%+11.4%
2019+3.6%+1.8%+3.2%+3.0%-1.4%+4.4%+6.1%-2.1%+1.0%-3.2%+3.3%+0.3%+21.5%
2018-0.4%+0.1%-4.8%+3.2%+4.6%+1.5%+2.8%+3.6%+0.1%-3.7%+0.9%-6.6%+0.7%
2017-1.2%+4.8%-0.6%-2.2%+1.1%+0.1%+0.4%+2.1%-2.0%+2.9%+0.7%+1.7%+7.9%
2016-1.3%+3.3%+1.7%-1.7%+2.2%+8.4%+3.8%+0.9%+0.9%+4.5%+0.8%+3.2%+29.8%
2015+0.7%+1.5%+2.8%-2.2%+0.9%-4.2%+2.5%-2.8%-1.5%+5.1%+2.5%+0.5%+5.4%
2014-1.6%+1.9%+0.7%-0.7%+2.8%-0.0%+0.5%+4.3%+1.4%+2.6%+4.8%+0.8%+18.8%
2013+7.9%+4.6%+3.2%-0.1%+5.1%-2.6%+4.5%-4.6%-1.4%+4.9%+0.6%+0.4%+24.0%
2012+6.0%+1.2%+2.1%-1.8%-0.5%+0.2%+2.9%+0.4%+0.3%-0.1%-1.2%-0.4%+9.2%
2011-1.1%+0.6%+1.4%-0.9%-0.2%+0.6%-2.2%-6.6%+3.6%+5.0%-1.1%+1.0%-0.4%
2010--------+0.0%+3.4%-0.6%+7.1%+10.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.76% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -10.1%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (10.0% of total allocation)

Total Dividends Received

£750.81

31 payments

Dividend Yield

0.16%

(annualized)

Avg Per Payment

£24.22

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£124.30
2025£232.61
2024£174.52
2023£68.17
2022£12.76
2021£8.85
2020£17.26
2019£12.32
2018£8.57
2017£12.83
2016£16.44
2015£15.94
2014£9.81
2013£7.80
2012£11.93
2011£16.73
Total£750.81

Detailed Metrics

Returns
Total Return
+575.38%
Annualized Return
+12.97%
Avg Monthly Return
+1.06%
Risk
Volatility (Annual)
+12.34%
Max Drawdown
+18.76%
Positive Months
65%
Average Drawdown
-3.0%
Risk-Adjusted
Sharpe Ratio
0.89
Risk-free rate: 2.0%
Sortino Ratio
0.89
Downside risk adjusted
Return/Volatility
1.05
Calmar Ratio
0.69
Return/Max Drawdown
Ulcer Index
3.94
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£67,537.74
Backtest Period
2010-09-15 to 2026-05-15
15.7 years
Rebalancing
annual
Base Currency
GBP