HomePortfolioscg1

cg1

Created byuser-jb4tpw
Quarterly Rebalancing
GBP
Low Risk
1.3yr backtest

Performance Summary

Total Return+37.74%
Annualized Return+28.53%
Volatility+9.43%
Sharpe Ratio2.81
Max Drawdown+5.30%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% equity portfolio blending US stocks and global managed futures ETFs for a diversified growth strategy.
AssetTypeAllocationTER
USEE.LSE
iShares US Equity Enhanced Active UCITS ETF USD (Acc) • IE0009VWHAE6
ETF
50.0%0.2%
DBMG.LSE
iMGP DBi Managed Futures Fund R USD UCITS ETF • LU2951555585
ETF
50.0%0.75%
Total100.0%0.47%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £13,774.39
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 17 months (76%)
Monthly Returns Heatmap
Best month: +6.0% • Worst month: -3.6% • Best year: 2025 (+22.2%) • Worst year: 2026 (+12.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.0%+5.3%-3.6%+3.0%+4.7%+1.0%-1.5%+2.5%----+12.8%
2025---+0.4%+2.8%+2.1%+4.5%-0.3%+5.1%+6.0%+0.3%-0.4%+22.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +5.30% • The longest drawdown period lasted for 1 month and was between March 2026 and April 2026. It reached a trough of -5.3%.

Detailed Metrics

Returns
Total Return
+37.74%
Annualized Return
+28.53%
Avg Monthly Return
+1.93%
Risk
Volatility (Annual)
+9.43%
Max Drawdown
+5.30%
Positive Months
76%
Average Drawdown
-1.2%
Risk-Adjusted
Sharpe Ratio
2.81
Risk-free rate: 2.0%
Sortino Ratio
2.61
Downside risk adjusted
Return/Volatility
3.03
Calmar Ratio
5.38
Return/Max Drawdown
Ulcer Index
1.32
Drawdown depth & duration
Martin Ratio
0.20
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£13,774.39
Backtest Period
2025-04-28 to 2026-08-07
1.3 years
Rebalancing
quarterly
Base Currency
GBP
cg1 | +28.5% CAGR | ETF Backtest