HEAVY ROTATION MAX SHARPE

Holdings

Asset Allocation

Asset Class

Commodities 60.0%Equity 40.0%

Holdings Details

Diversified ETF portfolio blending 60% commodities and managed futures with global tech, gold, energy, and resource equities for max risk-adjusted returns.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
ROLG.LSE iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD • IE00BZ1NCS44	IE00BZ1NCS44	Acc	ETF	30.0%	0.28%
DBMF.US iMGP DBi Managed Futures Strategy ETF • US53700T8273	US53700T8273	Dist	ETF	30.0%	0.85%
IITU.LSE iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) • IE00B3WJKG14	IE00B3WJKG14	Acc	ETF	10.0%	0.15%
SPGP.LSE iShares Gold Producers UCITS ETF • IE00B6R52036	IE00B6R52036	Acc	ETF	10.0%	0.55%
XWES.LSE Xtrackers MSCI World Energy UCITS ETF 1C • IE00BM67HM91	IE00BM67HM91	Acc	ETF	10.0%	0.25%
LBRE.XETRA Amundi STOXX Europe 600 Basic Resources UCITS ETF Acc • LU1834983550	LU1834983550	Acc	ETF	10.0%	0.3%
Total		Total			100.0%	0.46%

Performance

Portfolio Value Over Time

Starting with £10,000 investment → now worth £29,337.04

Histogram of Monthly Returns

The portfolio had a positive return during 60 of the 89 months (67%)

Monthly Returns Heatmap

Best month: +9.7% • Worst month: -5.2% • Best year: 2022 (+28.9%) • Worst year: 2023 (-3.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+6.2%	+8.0%	+1.0%	+1.2%	+2.7%	-5.1%	+2.2%	+7.6%	+1.6%	-	-	-	+27.5%
2025	+4.8%	-2.6%	-0.8%	-5.2%	+1.1%	+1.9%	+4.6%	+2.0%	+6.6%	+4.6%	+2.1%	+0.6%	+21.2%
2024	+0.2%	+0.6%	+6.6%	+4.3%	-0.6%	+1.5%	-3.4%	-2.9%	+0.4%	+1.7%	+1.6%	-0.8%	+9.2%
2023	+0.9%	-1.9%	-1.8%	-0.9%	-1.7%	+1.2%	+3.0%	-2.3%	+4.3%	-0.3%	-3.0%	-0.7%	-3.3%
2022	+6.1%	+5.4%	+9.7%	+5.3%	+0.4%	-4.2%	+0.8%	+3.0%	+1.2%	+0.7%	-1.1%	-0.8%	+28.9%
2021	+0.3%	+3.3%	+2.0%	+4.3%	+2.1%	+0.9%	+1.6%	-0.6%	+2.0%	+2.8%	-0.2%	+1.2%	+21.6%
2020	-2.8%	-4.7%	-5.1%	+7.1%	+3.0%	+1.9%	-0.2%	+1.8%	-1.5%	-2.3%	+3.9%	+3.5%	+4.1%
2019	-	-	-	-	+2.3%	+4.5%	+4.4%	+0.5%	-1.2%	-3.1%	+0.3%	+2.2%	+10.2%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +19.17% • The longest drawdown period lasted for 1 year and 4 months and was between November 2022 and April 2024. It reached a trough of -10.6%.

When could this portfolio get you to financial independence?

HEAVY ROTATION MAX SHARPE returned +15.78% a year over the 7 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 (30.0% of total allocation)

Total Dividends Received

£2,046.12

18 payments

Dividend Yield

1.66%

(annualized)

Avg Per Payment

£113.67

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	£72.34	0.27%	2
2025	£384.45	1.91%	4
2024	£308.15	1.65%	4
2023	£146.33	0.83%	1
2022	£829.78	4.78%	2
2020	£28.78	0.27%	2
2019	£276.30	2.56%	3
Total	£2,046.12	1.66%	18

Detailed Metrics

Returns

Total Return

+193.37%

Annualized Return

+15.78%

Avg Monthly Return

+1.26%

Risk

Volatility (Annual)

+12.97%

Max Drawdown

+19.17%

Positive Months

67%

Average Drawdown

-4.1%

Risk-Adjusted

Sharpe Ratio

1.06

Risk-free rate: 2.0%

Sortino Ratio

1.00

Downside risk adjusted

Return/Volatility

1.22

Calmar Ratio

0.82

Return/Max Drawdown

Ulcer Index

4.89

Drawdown depth & duration

Martin Ratio

0.03

Return/Ulcer Index

Backtest Configuration

Initial Investment

£10,000

Final Value

£29,337.04

Backtest Period

2019-05-08 to 2026-09-11
7.3 years

Rebalancing

monthly

Base Currency

GBP

HEAVY ROTATION MAX SHARPE

Performance Summary

Holdings

Performance

Dividend Income

Detailed Metrics