HomePortfoliosCTY + MRCH + MUP

CTY + MRCH + MUP

Created byuser-9npkus
Optimize
None Rebalancing
EUR
High Risk
Multi-currency
55.4yr backtest

Performance Summary

Total Return+565.07%
Annualized Return+3.48%
Volatility+25.84%
Sharpe Ratio0.06
Max Drawdown+98.71%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
UK equity income portfolio with 100% allocation to high-yield investment trusts for focused dividend growth and stability.
AssetTypeAllocationTER
MRCH.LSE
Merchants Trust PLC • GB0005800072
STOCK
33.4%0%
CTY.LSE
City Of London Investment Trust • GB0001990497
STOCK
33.3%0%
MUT.LSE
Murray Income Trust • GB0006111123
STOCK
33.3%0%
Total100.0%0.00%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €66,506.91
Histogram of Monthly Returns
The portfolio had a positive return during 390 of the 667 months (58%)
Monthly Returns Heatmap
Best month: +59.4% • Worst month: -98.5% • Best year: 1975 (+115.1%) • Worst year: 1986 (-98.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.2%+5.2%-8.8%+5.5%+2.1%-0.4%------+8.2%
2025+1.8%+1.2%-1.5%+2.4%+4.0%-0.5%+1.1%+0.5%+0.5%+1.9%+2.2%+1.4%+16.0%
2024-0.0%-2.9%+3.1%+4.3%+3.1%-1.3%+8.1%-1.5%+0.7%-5.0%+3.4%-0.4%+11.5%
2023+3.9%+2.2%-2.9%+3.1%-3.1%-1.1%+4.1%-2.9%-0.3%-6.5%+7.3%+4.4%+7.5%
2022+1.5%-1.3%+2.4%+0.9%+0.1%-6.8%+7.2%+27.4%-8.0%+6.8%+6.6%-2.3%+35.0%
2021-2.2%+4.8%+9.1%+1.6%+3.5%-1.5%+2.1%+3.1%-2.5%+3.9%-2.9%+5.9%+26.9%
2020-1.9%-11.4%-20.0%+9.2%-3.7%+0.2%-6.5%+4.7%-4.8%-0.0%+18.4%+5.4%-14.8%
2019+6.4%+4.0%+2.6%+3.4%-5.3%+2.6%-1.5%-2.4%+6.0%+3.4%+4.3%+6.6%+33.6%
2018-0.3%-4.5%+0.7%+6.0%+2.4%-0.3%-0.2%-3.8%+1.7%-4.5%-0.8%-2.9%-6.7%
2017-1.1%+5.1%+1.3%+2.8%+0.6%-3.1%-1.9%-1.1%+3.9%+1.9%-2.0%+3.5%+9.8%
2016-6.0%-4.7%-0.1%+3.9%+1.9%-7.5%+4.9%+1.0%-1.5%-4.6%+6.8%+2.9%-4.1%
2015+8.0%+3.9%-2.1%+0.9%+4.4%-4.5%+2.9%-6.4%-5.8%+8.0%+2.1%-5.5%+4.5%
2014-2.1%+4.5%-2.6%+3.2%+2.5%-0.0%+0.0%+1.4%-0.9%+0.2%+1.4%-0.3%+7.3%
2013+1.8%+1.9%+4.2%+3.2%+3.2%-4.4%+6.5%-0.7%+2.7%+3.3%+0.7%+2.0%+26.8%
2012+1.6%+3.8%-0.0%+1.8%-4.4%+6.0%+5.1%-0.4%+1.6%-0.3%+1.3%+0.1%+16.7%
2011+0.1%+0.9%-3.3%+3.9%+3.4%-4.7%+0.7%-5.8%-1.2%+6.7%-0.1%+2.7%+2.6%
2010-0.2%+0.9%+6.4%+0.7%-0.6%+1.8%+6.0%+1.3%+0.0%+4.6%+2.9%+3.9%+31.1%
2009+5.8%-9.1%-6.4%+20.0%+7.0%-2.9%+7.2%+5.3%-1.8%+1.4%+1.0%+6.2%+35.5%
2008-6.4%-2.1%-4.5%+4.7%-3.4%-10.5%+3.6%+0.1%-9.2%-11.6%-6.1%-10.0%-44.2%
2007+2.4%-5.3%+5.3%+0.3%+2.7%-4.9%-0.5%+2.1%-4.2%+3.8%-7.6%-7.3%-13.3%
2006+3.9%+3.4%+0.5%+1.1%-4.2%+2.2%+5.2%+1.2%+3.3%+5.1%+0.7%+1.7%+26.4%
2005+6.4%+0.1%-1.0%-4.6%+9.7%+4.9%-1.6%+1.7%+4.8%-2.2%+3.9%+3.2%+27.4%
2004+1.7%+4.7%-2.2%+3.1%-2.5%+0.9%-0.8%-0.3%+4.0%-0.8%+5.4%+3.1%+17.4%
2003-10.5%-5.3%+0.5%+12.4%+2.1%+8.0%+1.3%+3.6%-5.5%+7.4%-0.0%-1.5%+10.7%
2002+1.0%+2.2%+6.0%+2.0%-6.0%-10.8%-6.0%-1.9%-13.4%+9.5%+0.7%-8.5%-24.6%
2001+2.4%-1.9%-4.3%+10.2%+4.0%-0.9%-7.4%-1.6%-13.1%+9.7%+4.0%+3.6%+2.2%
2000-9.4%-6.8%+12.1%+4.0%-2.6%+1.6%+1.4%+6.7%-5.3%+7.0%-1.8%-0.4%+4.4%
1999+0.2%+5.7%+4.1%+7.3%-3.0%+1.2%-3.6%+2.5%-3.1%+1.4%+4.8%-0.5%+17.6%
1998+8.2%+4.7%+8.0%-2.7%-0.2%-1.9%-2.1%-13.8%-4.9%+9.2%+6.8%-1.3%+7.7%
1997+3.6%+8.5%-2.1%+4.2%+5.4%+1.1%+12.0%-4.2%+5.1%-0.4%+1.6%+6.0%+47.5%
1996+2.4%-1.2%-1.2%+3.0%-3.9%-4.5%-0.8%+8.0%+1.5%+3.9%+6.2%+3.5%+17.3%
1995-3.9%-3.0%+1.5%+3.4%+3.5%-1.9%+6.3%+1.9%+1.1%-0.1%+1.1%+2.1%+12.2%
1994+5.0%-9.3%-8.9%+3.0%-6.5%-4.1%+10.1%+3.3%-7.9%+2.8%+2.8%-2.9%-14.0%
1993+0.0%+1.5%+3.4%+2.3%+0.4%+3.1%+11.0%+1.4%-2.3%+5.6%+2.8%+8.7%+44.4%
1992-0.5%-0.2%-4.2%+16.5%+4.9%-9.8%-7.4%-5.1%+2.6%-0.3%+6.7%+8.4%+9.1%
1991-1.9%+16.2%+5.9%+0.8%+0.3%-4.5%+7.3%+4.7%+1.4%-2.1%-6.7%-0.2%+21.1%
1990-1.1%-2.2%-1.8%-4.5%+12.3%+6.9%-0.3%-5.9%-11.5%+6.8%+3.8%-0.1%+0.1%
1989+19.0%-3.7%+3.0%+1.3%-1.1%-2.1%+11.3%+2.1%-2.1%-14.1%+3.1%+5.4%+20.3%
1988+5.2%+0.2%+3.1%+5.3%-0.3%+2.6%+2.8%-4.1%+4.6%+4.7%-1.3%+0.4%+25.2%
1987+5.8%+8.5%+6.2%+0.1%+8.9%+6.3%+2.6%-0.2%+9.1%-28.4%-5.7%+5.1%+11.8%
1986+0.5%+5.0%+10.7%+1.9%-98.5%+1.1%-8.7%+3.8%-8.0%+9.3%-0.5%+2.8%-98.2%
1985+4.7%+2.9%-2.4%+3.2%+0.5%-1.9%-0.4%+8.6%-2.0%+9.8%+4.2%-0.8%+28.7%
1984+6.6%-1.1%+9.0%-1.7%-12.1%+6.7%-3.0%+11.4%+4.3%+1.2%+1.4%+4.2%+27.8%
1983+8.2%+5.1%+0.7%-1.9%+3.3%+6.2%+1.2%+1.5%+1.2%-2.3%+6.8%+3.5%+38.4%
1982+13.8%-3.2%+1.9%-3.5%+4.3%-6.4%+3.5%+4.5%+6.5%+5.7%+0.3%+4.9%+35.4%
1981-1.5%+5.4%+3.4%+6.5%-5.3%+2.5%-3.6%+8.5%-16.1%+1.7%+6.9%-0.5%+5.3%
1980+11.1%+4.4%-9.4%+4.9%+1.4%+11.7%+8.0%+3.9%+4.1%+6.3%+0.5%-3.8%+49.9%
1979+2.5%+2.2%+8.6%+7.6%-8.8%-6.6%-6.3%+10.2%+2.8%-12.7%-1.0%+0.7%-3.6%
1978-8.7%-5.1%+7.2%+5.3%+4.5%-0.9%+8.3%+4.0%-1.6%-9.6%+1.9%-0.3%+3.1%
1977+7.0%-1.7%+6.7%-1.6%+1.8%-3.7%+1.2%+1.5%+22.2%+1.4%-4.8%+5.8%+38.8%
1976+11.3%-8.8%-4.3%+3.5%-5.7%-1.9%-7.6%+0.5%-0.3%-13.8%+12.1%+18.5%-1.5%
1975+59.4%+13.3%-10.1%+31.4%+0.8%-10.6%-2.3%+5.8%+5.9%+2.5%+0.8%-1.1%+115.1%
1974-2.1%+3.0%-22.4%+13.5%-5.7%-13.0%+3.1%-17.7%-0.1%-0.1%-11.7%+0.0%-45.5%
1973-11.4%-1.1%-3.0%-3.5%-1.0%+2.2%-4.5%+0.9%+3.2%+1.6%-13.5%-8.4%-33.7%
1972+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+3.2%+5.7%+12.6%-8.7%+12.1%
1971+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+0.0%+34.8%+34.8%
1970-----------+0.0%+0.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +98.71% • The longest drawdown period lasted for 40 years and 1 month and was between May 1986 and June 2026. It reached a trough of -98.7%.

Detailed Metrics

Returns
Total Return
+565.07%
Annualized Return
+3.48%
Avg Monthly Return
+0.96%
Risk
Volatility (Annual)
+25.84%
Max Drawdown
+98.71%
Positive Months
58%
Average Drawdown
-70.0%
Risk-Adjusted
Sharpe Ratio
0.06
Risk-free rate: 2.0%
Sortino Ratio
0.05
Downside risk adjusted
Return/Volatility
0.13
Calmar Ratio
0.04
Return/Max Drawdown
Ulcer Index
72.74
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€66,506.91
Backtest Period
1970-12-31 to 2026-06-05
55.4 years
Rebalancing
none
Base Currency
EUR
CTY + MRCH + MUP | 55-Year Backtest