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cg3

Created byuser-jb4tpw

Quarterly Rebalancing

GBP

Low Risk

Multi-currency

1.3yr backtest

Performance Summary

Total Return+31.77%

Annualized Return+24.14%

Volatility+8.18%

Sharpe Ratio2.71

Max Drawdown+5.17%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global equity portfolio blending US, managed futures, and low-volatility ETFs for balanced growth across market cycles.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
USEE.LSE iShares US Equity Enhanced Active UCITS ETF USD (Acc) • IE0009VWHAE6	IE0009VWHAE6	Acc	ETF	40.0%	0.2%
DBMG.LSE iMGP DBi Managed Futures Fund R USD UCITS ETF • LU2951555585	LU2951555585	Acc	ETF	40.0%	0.75%
MVOL.LSE iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) • IE00B8FHGS14	IE00B8FHGS14	Acc	ETF	20.0%	0.3%
Total		Total			100.0%	0.44%

Performance

Portfolio Value Over Time

Starting with £10,000 investment → now worth £13,176.65

Histogram of Monthly Returns

The portfolio had a positive return during 13 of the 17 months (76%)

Monthly Returns Heatmap

Best month: +5.5% • Worst month: -3.6% • Best year: 2025 (+18.2%) • Worst year: 2026 (+11.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.5%	+5.5%	-3.6%	+2.0%	+4.2%	+1.0%	-0.9%	+2.5%	-	-	-	-	+11.5%
2025	-	-	-	+0.6%	+2.3%	+1.3%	+4.1%	-0.3%	+4.2%	+4.8%	+0.6%	-0.7%	+18.2%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +5.17% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -5.2%.

Detailed Metrics

Returns

Total Return

+31.77%

Annualized Return

+24.14%

Avg Monthly Return

+1.66%

Risk

Volatility (Annual)

+8.18%

Max Drawdown

+5.17%

Positive Months

76%

Average Drawdown

-1.1%

Risk-Adjusted

Sharpe Ratio

2.71

Risk-free rate: 2.0%

Sortino Ratio

2.39

Downside risk adjusted

Return/Volatility

2.95

Calmar Ratio

4.67

Return/Max Drawdown

Ulcer Index

1.25

Drawdown depth & duration

Martin Ratio

0.18

Return/Ulcer Index

Backtest Configuration

Initial Investment

£10,000

Final Value

£13,176.65

Backtest Period

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

Rebalancing

quarterly

Base Currency

GBP