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fund

Created byuser-jb4tpw
Optimize FIRE Projection
Quarterly Rebalancing
GBP
Moderate Risk
Multi-currency
5.3yr backtest

Performance Summary

Total Return+110.32%
Annualized Return+15.01%
Volatility+15.73%
Sharpe Ratio0.83
Max Drawdown+17.65%

Holdings

Asset Allocation

Asset Class

Equity 53.0%Commodities 29.0%Bonds 10.0%Precious Metals 8.0%
Holdings Details
Diversified ETF portfolio blending global momentum stocks, managed futures, crypto, cat bonds, gold, and commodities for all-weather growth.
AssetTypeAllocationTER
IWFM.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
40.0%0.25%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
24.0%0.85%
DAPP.LSE
VanEck Crypto and Blockchain Innovators UCITS ETF • IE00BMDKNW35
ETF
13.0%0.65%
IE00B3Q8M574
GAM Star Fund plc - GAM Star Cat Bond Class Ordinary EUR Accumulation Hedged • IE00B3Q8M574
FUND
10.0%1.45%
SGLN.LSE
iShares Physical Gold ETC • IE00B4ND3602
ETF
8.0%0.12%
CMOD.LSE
Invesco Bloomberg Commodity UCITS ETF Acc • IE00BD6FTQ80
ETF
5.0%0.19%
Total100.0%0.55%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £21,031.83
Histogram of Monthly Returns
The portfolio had a positive return during 37 of the 65 months (57%)
Monthly Returns Heatmap
Best month: +11.8% • Worst month: -7.2% • Best year: 2023 (+29.2%) • Worst year: 2022 (-5.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.4%+2.6%-4.7%+8.3%+7.7%+0.3%-5.8%+3.7%+0.7%---+16.4%
2025+4.5%-6.0%-5.8%+0.3%+5.5%+5.1%+4.4%-0.8%+8.2%+5.2%-2.2%-1.9%+16.4%
2024-3.0%+7.4%+6.4%-2.0%+1.0%+5.4%-2.7%-3.3%+1.7%+4.5%+9.3%-3.4%+22.0%
2023+6.5%-0.0%-1.4%+1.4%-0.1%+4.9%+4.0%-2.5%+0.6%+0.2%+1.5%+11.8%+29.2%
2022-4.3%+2.6%+7.2%-1.8%-4.3%-2.4%+5.2%+3.7%-0.8%-0.4%-7.2%-2.4%-5.7%
2021-----0.4%+2.0%-0.4%+3.9%-1.7%+5.3%+0.9%-4.9%+4.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.65% • The longest drawdown period lasted for 1 year and 11 months and was between November 2021 and October 2023. It reached a trough of -15.5%.
When could this portfolio get you to financial independence?

fund returned +15.01% a year over the 5 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (24.0% of total allocation)

Total Dividends Received

£961.73

13 payments

Dividend Yield

1.34%

(annualized)

Avg Per Payment

£73.98

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026£41.54
2025£252.23
2024£181.94
2023£66.34
2022£419.67
Total£961.73

Detailed Metrics

Returns
Total Return
+110.32%
Annualized Return
+15.01%
Avg Monthly Return
+1.24%
Risk
Volatility (Annual)
+15.73%
Max Drawdown
+17.65%
Positive Months
57%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.83
Risk-free rate: 2.0%
Sortino Ratio
0.82
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.85
Return/Max Drawdown
Ulcer Index
6.10
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£21,031.83
Backtest Period
2021-05-10 to 2026-09-03
5.3 years
Rebalancing
quarterly
Base Currency
GBP