Home Portfolioscg4

cg4

Created byuser-jb4tpw

Quarterly Rebalancing

GBP

Low Risk

Multi-currency

1.3yr backtest

Performance Summary

Total Return+37.58%

Annualized Return+28.41%

Volatility+8.77%

Sharpe Ratio3.01

Max Drawdown+5.85%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global equity portfolio with 40% US, 40% managed futures, and 20% international ex-US ETFs for balanced growth.

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%
EXUS.LSE Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4	IE0006WW1TQ4	Acc	ETF	20.0%	0.15%
Total		Total			100.0%	0.41%

Performance

Portfolio Value Over Time

Starting with £10,000 investment → now worth £13,758.12

Histogram of Monthly Returns

The portfolio had a positive return during 14 of the 17 months (82%)

Monthly Returns Heatmap

Best month: +5.5% • Worst month: -4.5% • Best year: 2025 (+21.6%) • Worst year: 2026 (+13.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.4%	+5.5%	-4.5%	+3.3%	+4.6%	+1.1%	-1.2%	+2.5%	-	-	-	-	+13.1%
2025	-	-	-	+0.5%	+3.1%	+1.8%	+4.1%	+0.1%	+4.6%	+5.5%	+0.4%	-0.1%	+21.6%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +5.85% • The longest drawdown period lasted for 2 months and was between March 2026 and May 2026. It reached a trough of -5.9%.

Detailed Metrics

Returns

Total Return

+37.58%

Annualized Return

+28.41%

Avg Monthly Return

+1.93%

Risk

Volatility (Annual)

+8.77%

Max Drawdown

+5.85%

Positive Months

82%

Average Drawdown

-1.2%

Risk-Adjusted

Sharpe Ratio

3.01

Risk-free rate: 2.0%

Sortino Ratio

2.77

Downside risk adjusted

Return/Volatility

3.24

Calmar Ratio

4.86

Return/Max Drawdown

Ulcer Index

1.35

Drawdown depth & duration

Martin Ratio

0.20

Return/Ulcer Index

Backtest Configuration

Initial Investment

£10,000

Final Value

£13,758.12

Backtest Period

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

Rebalancing

quarterly

Base Currency

GBP