Home PortfoliosFWRG+IGBS+TI5G+IGL5

FWRG+IGBS+TI5G+IGL5

Created byuser-nrr4as

Annual Rebalancing

GBP

Moderate Risk

Multi-currency

1.5yr backtest

Performance Summary

Total Return+20.61%

Annualized Return+12.97%

Volatility+11.45%

Sharpe Ratio0.96

Max Drawdown+14.93%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%

Holdings Details

Diversified ETF portfolio: 80% global stocks, 20% bonds (global, UK, inflation-linked) for a balanced GBP-focused investment strategy.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
FWRG.LSE Invesco FTSE All-World UCITS ETF Acc • IE000716YHJ7	IE000716YHJ7	Acc	ETF	80.0%	0.15%
IGBS.LSE iShares Broad Global Government Bond UCITS ETF GBP Hedged (Dist) • IE000S6ZDHA0	IE000S6ZDHA0	Dist	ETF	10.0%	0.13%
TI5G.LSE iShares USD TIPS 0-5 UCITS ETF GBP Hedged (Dist) • IE00BDZVHB89	IE00BDZVHB89	Dist	ETF	5.0%	0.12%
IGL5.LSE iShares UK Gilts 0-5yr UCITS ETF GBP (Acc) • IE000RCMNFR9	IE000RCMNFR9	Acc	ETF	5.0%	0.07%
Total		Total			100.0%	0.14%

Performance

Portfolio Value Over Time

Starting with £10,000 investment → now worth £12,060.67

Histogram of Monthly Returns

The portfolio had a positive return during 10 of the 19 months (53%)

Monthly Returns Heatmap

Best month: +6.0% • Worst month: -5.3% • Best year: 2025 (+11.9%) • Worst year: 2024 (+3.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.5%	+2.9%	-5.3%	+6.0%	-	-	-	-	-	-	-	-	+4.0%
2025	+3.7%	-2.7%	-4.9%	-1.7%	+4.1%	+2.2%	+4.6%	-0.0%	+3.0%	+4.2%	-0.6%	-0.0%	+11.9%
2024	-	-	-	-	-	-	-	-	-	-0.0%	+4.1%	-0.4%	+3.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +14.93% • The longest drawdown period lasted for 6 months and was between January 2025 and July 2025. It reached a trough of -14.9%.

Dividend Income

Summary

This portfolio contains 2 distributing ETFs (15.0% of total allocation)

Total Dividends Received

£87.53

6 payments

Dividend Yield

0.53%

(annualized)

Avg Per Payment

£14.59

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

Year	Dividends	Yield	Payments
2026	£17.94	0.15%	1
2025	£54.14	0.50%	4
2024	£15.46	0.15%	1
Total	£87.53	0.53%	6

Detailed Metrics

Returns

Total Return

+20.61%

Annualized Return

+12.97%

Avg Monthly Return

+1.04%

Risk

Volatility (Annual)

+11.45%

Max Drawdown

+14.93%

Positive Months

53%

Average Drawdown

-3.0%

Risk-Adjusted

Sharpe Ratio

0.96

Risk-free rate: 2.0%

Sortino Ratio

0.94

Downside risk adjusted

Return/Volatility

1.13

Calmar Ratio

0.87

Return/Max Drawdown

Ulcer Index

3.97

Drawdown depth & duration

Martin Ratio

0.03

Return/Ulcer Index

Backtest Configuration

Initial Investment

£10,000

Final Value

£12,060.67

Backtest Period

2024-10-07 to 2026-04-21
1.5 years

Rebalancing

annual

Base Currency

GBP