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CCGa

Created byuser-jb4tpw

Monthly Rebalancing

GBP

Low Risk

1.3yr backtest

Performance Summary

Total Return+39.56%

Annualized Return+29.86%

Volatility+9.47%

Sharpe Ratio2.94

Max Drawdown+4.52%

Holdings

Asset Allocation

Asset Class

Equity 95.0%Money Market 5.0%

Holdings Details

A diversified ETF portfolio blending 95% global equities with 5% money market stability for core growth and risk management.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
USEE.LSE iShares US Equity Enhanced Active UCITS ETF USD (Acc) • IE0009VWHAE6	IE0009VWHAE6	Acc	ETF	70.0%	0.2%
DBMG.LSE iMGP DBi Managed Futures Fund R USD UCITS ETF • LU2951555585	LU2951555585	Acc	ETF	25.0%	0.75%
CSH2.LSE Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc • LU1230136894	LU1230136894	Acc	ETF	5.0%	0.1%
Total		Total			100.0%	0.33%

Performance

Portfolio Value Over Time

Starting with £10,000 investment → now worth £13,955.85

Histogram of Monthly Returns

The portfolio had a positive return during 11 of the 17 months (65%)

Monthly Returns Heatmap

Best month: +5.7% • Worst month: -3.6% • Best year: 2025 (+23.6%) • Worst year: 2026 (+12.9%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-0.2%	+3.1%	-3.6%	+5.5%	+5.4%	+0.9%	-1.7%	+3.2%	-	-	-	-	+12.9%
2025	-	-	-	+0.5%	+4.3%	+2.4%	+5.5%	-0.4%	+4.4%	+5.7%	-0.3%	-0.4%	+23.6%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +4.52% • The longest drawdown period lasted for 1 month and was between November 2025 and January 2026. It reached a trough of -2.9%.

Detailed Metrics

Returns

Total Return

+39.56%

Annualized Return

+29.86%

Avg Monthly Return

+2.02%

Risk

Volatility (Annual)

+9.47%

Max Drawdown

+4.52%

Positive Months

65%

Average Drawdown

-1.2%

Risk-Adjusted

Sharpe Ratio

2.94

Risk-free rate: 2.0%

Sortino Ratio

2.83

Downside risk adjusted

Return/Volatility

3.15

Calmar Ratio

6.61

Return/Max Drawdown

Ulcer Index

1.28

Drawdown depth & duration

Martin Ratio

0.22

Return/Ulcer Index

Backtest Configuration

Initial Investment

£10,000

Final Value

£13,955.85

Backtest Period

2025-04-28 to 2026-08-07
1.3 years

Rebalancing

monthly

Base Currency

GBP