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cash cushoined world

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Monthly Rebalancing
GBP
Moderate Risk
7.0yr backtest

Performance Summary

Total Return+109.17%
Annualized Return+11.19%
Volatility+13.41%
Sharpe Ratio0.69
Max Drawdown+22.76%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Money Market 10.0%
Holdings Details
A globally diversified ETF portfolio with 90% in worldwide equities and 10% in money market funds for a balanced core strategy.
AssetTypeAllocationTER
VWRP.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
90.0%0.19%
CSH2.LSE
Amundi Smart Overnight Return UCITS ETF GBP Hedged AccLU1230136894
ETF
10.0%0.1%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £20,917.38
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 85 months (60%)
Monthly Returns Heatmap
Best month: +7.8% • Worst month: -7.9% • Best year: 2024 (+18.2%) • Worst year: 2022 (-7.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+3.0%-5.4%+6.8%+5.7%+0.6%-0.4%-----+10.8%
2025+4.1%-3.2%-5.3%-2.2%+4.7%+2.6%+5.1%-0.1%+3.4%+4.5%-0.7%-0.0%+13.0%
2024+1.1%+3.6%+3.2%-1.6%+0.9%+3.9%-0.2%-0.4%+0.6%+2.1%+4.5%-0.4%+18.2%
2023+4.0%-0.6%+0.4%-0.1%+0.3%+3.1%+2.2%-0.9%-0.2%-2.7%+4.2%+4.1%+14.5%
2022-4.5%-1.6%+4.4%-2.7%-1.6%-4.3%+5.5%+1.4%-3.8%+1.1%+1.5%-2.5%-7.4%
2021-0.3%+0.4%+3.6%+3.4%-0.7%+3.3%+0.2%+3.0%-1.5%+2.5%+1.1%+1.8%+17.9%
2020-0.9%-5.5%-7.9%+6.9%+5.4%+2.9%-0.9%+4.7%+0.2%-2.7%+7.8%+2.1%+11.3%
2019------+1.6%-2.6%+1.5%-2.4%+2.7%+0.9%+1.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.76% • The longest drawdown period lasted for 1 year and 8 months and was between November 2021 and July 2023. It reached a trough of -13.5%.

Detailed Metrics

Returns
Total Return
+109.17%
Annualized Return
+11.19%
Avg Monthly Return
+0.92%
Risk
Volatility (Annual)
+13.41%
Max Drawdown
+22.76%
Positive Months
60%
Average Drawdown
-3.4%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.64
Downside risk adjusted
Return/Volatility
0.83
Calmar Ratio
0.49
Return/Max Drawdown
Ulcer Index
4.58
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£20,917.38
Backtest Period
2019-07-25 to 2026-07-10
7.0 years
Rebalancing
monthly
Base Currency
GBP
cash cushoined world | +11.2% CAGR | ETF Backtest