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cg9

Created byuser-jb4tpw

Quarterly Rebalancing

GBP

Moderate Risk

Multi-currency

1.3yr backtest

Performance Summary

Total Return+39.79%

Annualized Return+30.02%

Volatility+10.65%

Sharpe Ratio2.63

Max Drawdown+5.55%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Money Market 10.0%

Holdings Details

Diversified ETF portfolio blending 90% global equities (US tech focus) with 10% money market for stability and growth potential.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
CNDX.LSE iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19	IE00B53SZB19	Acc	ETF	50.0%	0.3%
DBMG.LSE iMGP DBi Managed Futures Fund R USD UCITS ETF • LU2951555585	LU2951555585	Acc	ETF	40.0%	0.75%
CSH2.LSE Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc • LU1230136894	LU1230136894	Acc	ETF	10.0%	0.1%
Total		Total			100.0%	0.46%

Performance

Portfolio Value Over Time

Starting with £10,000 investment → now worth £13,978.63

Histogram of Monthly Returns

The portfolio had a positive return during 12 of the 17 months (71%)

Monthly Returns Heatmap

Best month: +7.8% • Worst month: -4.5% • Best year: 2025 (+22.8%) • Worst year: 2026 (+13.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.3%	+3.2%	-3.6%	+5.7%	+7.8%	+0.8%	-4.5%	+3.1%	-	-	-	-	+13.8%
2025	-	-	-	+0.7%	+4.2%	+2.6%	+4.6%	-1.1%	+5.3%	+6.3%	-0.7%	-0.8%	+22.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +5.55% • The longest drawdown period lasted for 2 months and was between November 2025 and January 2026. It reached a trough of -3.2%.

Detailed Metrics

Returns

Total Return

+39.79%

Annualized Return

+30.02%

Avg Monthly Return

+2.05%

Risk

Volatility (Annual)

+10.65%

Max Drawdown

+5.55%

Positive Months

71%

Average Drawdown

-1.5%

Risk-Adjusted

Sharpe Ratio

2.63

Risk-free rate: 2.0%

Sortino Ratio

2.53

Downside risk adjusted

Return/Volatility

2.82

Calmar Ratio

5.41

Return/Max Drawdown

Ulcer Index

1.65

Drawdown depth & duration

Martin Ratio

0.17

Return/Ulcer Index

Backtest Configuration

Initial Investment

£10,000

Final Value

£13,978.63

Backtest Period

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

Rebalancing

quarterly

Base Currency

GBP