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heavy rotationj balanced set n forget

Created byuser-jb4tpw
Optimize FIRE Projection
None Rebalancing
GBP
Moderate Risk
Multi-currency
7.3yr backtest

Performance Summary

Total Return+280.63%
Annualized Return+19.96%
Volatility+15.88%
Sharpe Ratio1.13
Max Drawdown+20.62%

Holdings

Asset Allocation

Asset Class

Equity 67.0%Commodities 33.0%
Holdings Details
Diversified ETF portfolio blending US tech, commodities, gold miners, managed futures, and emerging markets for growth across market cycles.
AssetTypeAllocationTER
IITU.LSE
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) • IE00B3WJKG14
ETF
40.5%0.15%
ROLG.LSE
iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD • IE00BZ1NCS44
ETF
28.0%0.28%
SPGP.LSE
iShares Gold Producers UCITS ETF • IE00B6R52036
ETF
11.5%0.55%
DBMF.US
iMGP DBi Managed Futures Strategy ETF • US53700T8273
ETF
5.0%0.85%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66
ETF
5.0%0.18%
XWES.LSE
Xtrackers MSCI World Energy UCITS ETF 1C • IE00BM67HM91
ETF
5.0%0.25%
LBRE.XETRA
Amundi STOXX Europe 600 Basic Resources UCITS ETF Acc • LU1834983550
ETF
5.0%0.3%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £38,062.71
Histogram of Monthly Returns
The portfolio had a positive return during 58 of the 89 months (65%)
Monthly Returns Heatmap
Best month: +10.8% • Worst month: -6.2% • Best year: 2024 (+25.1%) • Worst year: 2022 (-1.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+4.3%-4.7%+8.3%+9.8%-5.0%-2.2%+10.8%+0.4%---+24.2%
2025+2.1%-4.3%-5.2%-2.9%+6.3%+5.0%+7.5%+0.8%+8.5%+6.1%-1.1%+0.2%+24.3%
2024+1.6%+2.9%+4.8%+0.3%+2.6%+7.2%-3.8%-1.7%+0.9%+3.4%+3.3%+1.8%+25.1%
2023+4.3%-1.3%+3.5%-1.2%+3.7%+1.8%+3.2%-1.1%-0.2%-0.5%+3.2%+1.9%+18.5%
2022-2.5%+2.0%+8.5%-1.1%-2.0%-6.2%+5.0%+0.8%-3.0%+0.4%+0.4%-2.7%-1.1%
2021-0.4%-0.1%+1.9%+5.3%+0.1%+3.5%+2.3%+1.9%-0.9%+3.6%+3.6%+1.5%+24.6%
2020-0.5%-5.6%-5.0%+10.2%+5.5%+5.2%+1.1%+5.3%-1.2%-4.0%+3.0%+4.3%+18.4%
2019----+0.5%+6.4%+6.3%-1.2%-1.3%-1.8%+1.6%+3.1%+14.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.62% • The longest drawdown period lasted for 1 year and 1 month and was between April 2022 and June 2023. It reached a trough of -11.1%.
When could this portfolio get you to financial independence?

heavy rotationj balanced set n forget returned +19.96% 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 (5.0% of total allocation)

Total Dividends Received

£310.06

18 payments

Dividend Yield

0.22%

(annualized)

Avg Per Payment

£17.23

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£8.97
2025£51.54
2024£46.80
2023£22.28
2022£128.46
2020£4.63
2019£47.39
Total£310.06

Detailed Metrics

Returns
Total Return
+280.63%
Annualized Return
+19.96%
Avg Monthly Return
+1.58%
Risk
Volatility (Annual)
+15.88%
Max Drawdown
+20.62%
Positive Months
65%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
1.13
Risk-free rate: 2.0%
Sortino Ratio
1.07
Downside risk adjusted
Return/Volatility
1.26
Calmar Ratio
0.97
Return/Max Drawdown
Ulcer Index
4.55
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£38,062.71
Backtest Period
2019-05-08 to 2026-09-11
7.3 years
Rebalancing
none
Base Currency
GBP
heavy rotationj balanced set n forget | 1.13 Sharpe