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fund of funds

Created byuser-jb4tpw
Quarterly Rebalancing
GBP
Moderate Risk
Multi-currency
1.4yr backtest

Performance Summary

Total Return+21.99%
Annualized Return+15.69%
Volatility+16.54%
Sharpe Ratio0.83
Max Drawdown+18.56%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% US equity portfolio built with two S&P 500 ETFs for focused, large-cap market exposure and long-term growth potential.
AssetTypeAllocationTER
SP20.PA
iShares S&P 500 Top 20 UCITS ETF USD (Acc) • IE000VA628D5
ETF
50.0%0.2%
CSP1.LSE
iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087
ETF
50.0%0.07%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £12,198.54
Histogram of Monthly Returns
The portfolio had a positive return during 8 of the 18 months (44%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -8.8% • Best year: 2025 (+12.7%) • Worst year: 2026 (+8.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.1%-0.3%-4.6%+9.8%+7.5%-2.4%+0.8%-----+8.2%
2025--1.8%-8.8%-3.5%+8.0%+3.8%+8.3%-1.2%+4.4%+6.8%-1.0%-1.4%+12.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.56% • The longest drawdown period lasted for 5 months and was between November 2025 and April 2026. It reached a trough of -10.3%.

Detailed Metrics

Returns
Total Return
+21.99%
Annualized Return
+15.69%
Avg Monthly Return
+1.24%
Risk
Volatility (Annual)
+16.54%
Max Drawdown
+18.56%
Positive Months
44%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.83
Risk-free rate: 2.0%
Sortino Ratio
0.80
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.85
Return/Max Drawdown
Ulcer Index
5.47
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£12,198.54
Backtest Period
2025-02-27 to 2026-07-10
1.4 years
Rebalancing
quarterly
Base Currency
GBP
fund of funds | +15.7% CAGR | ETF Backtest