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Cushioned Growth

Created byuser-jb4tpw

Monthly Rebalancing

GBP

Moderate Risk

Multi-currency

1.3yr backtest

Performance Summary

Total Return+33.87%

Annualized Return+24.13%

Volatility+11.58%

Sharpe Ratio1.91

Max Drawdown+7.70%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global equity portfolio of 3 core ETFs for US, international, and managed futures exposure to balance growth and risk.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
USEE.LSE iShares US Equity Enhanced Active UCITS ETF USD (Acc) • IE0009VWHAE6	IE0009VWHAE6	Acc	ETF	50.0%	0.2%
DBMFE.PA iMGP DBi Managed Futures Fund R EUR ETF UCITS ETF • LU2951555403	LU2951555403	Acc	ETF	30.0%	0.75%
WEXU.LSE Amundi MSCI World Ex USA UCITS ETF Acc • IE00085PWS28	IE00085PWS28	Acc	ETF	20.0%	0.15%
Total		Total			100.0%	0.35%

Performance

Portfolio Value Over Time

Starting with £10,000 investment → now worth £13,387.37

Histogram of Monthly Returns

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

Monthly Returns Heatmap

Best month: +6.5% • Worst month: -4.3% • Best year: 2025 (+18.0%) • Worst year: 2026 (+13.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.9%	+4.4%	-4.3%	+4.3%	+4.9%	+1.0%	-1.0%	+2.8%	-	-	-	-	+13.5%
2025	-	-	-	-3.4%	+4.4%	+1.3%	+5.3%	-0.4%	+4.1%	+6.5%	-0.6%	+0.0%	+18.0%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +7.70% • The longest drawdown period lasted for 1 month and was between November 2025 and January 2026. It reached a trough of -3.0%.

Detailed Metrics

Returns

Total Return

+33.87%

Annualized Return

+24.13%

Avg Monthly Return

+1.78%

Risk

Volatility (Annual)

+11.58%

Max Drawdown

+7.70%

Positive Months

71%

Average Drawdown

-1.5%

Risk-Adjusted

Sharpe Ratio

1.91

Risk-free rate: 2.0%

Sortino Ratio

1.76

Downside risk adjusted

Return/Volatility

2.08

Calmar Ratio

3.13

Return/Max Drawdown

Ulcer Index

1.81

Drawdown depth & duration

Martin Ratio

0.12

Return/Ulcer Index

Backtest Configuration

Initial Investment

£10,000

Final Value

£13,387.37

Backtest Period

2025-04-01 to 2026-08-07
1.3 years

Rebalancing

monthly

Base Currency

GBP