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Monthly Rebalancing
GBP
Moderate Risk
5.9yr backtest

Performance Summary

Total Return+124.93%
Annualized Return+14.77%
Volatility+16.88%
Sharpe Ratio0.76
Max Drawdown+25.89%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
US tech-focused ETF portfolio with 85% Nasdaq-100 and 15% global hedged equity for a diversified growth strategy.
AssetTypeAllocationTER
EQQQ.LSE
Invesco EQQQ Nasdaq-100 UCITS ETFIE0032077012
ETF
85.0%0.3%
MACG.LSE
iShares Conservative Portfolio UCITS ETF GBP Hedged (Acc)IE00BLP53N06
ETF
15.0%0.25%
Total100.0%0.29%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £22,492.61
Histogram of Monthly Returns
The portfolio had a positive return during 42 of the 72 months (58%)
Monthly Returns Heatmap
Best month: +12.0% • Worst month: -8.7% • Best year: 2023 (+40.3%) • Worst year: 2022 (-23.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.6%-0.6%-4.5%+12.0%+10.7%+0.9%-7.2%+5.2%----+15.1%
2025+2.8%-5.5%-8.7%-1.4%+7.8%+3.9%+6.3%-1.7%+4.8%+6.8%-2.3%-1.1%+10.6%
2024+1.8%+4.0%+1.6%-2.3%+1.8%+8.2%-3.3%-1.5%+1.0%+3.2%+5.6%+2.5%+24.5%
2023+7.3%+1.6%+5.3%-0.9%+8.5%+3.1%+2.5%+0.1%-1.3%-2.2%+5.7%+5.3%+40.3%
2022-8.6%-2.8%+6.2%-7.3%-4.3%-4.7%+9.6%+0.4%-4.6%-1.4%-1.9%-6.0%-23.9%
2021+0.5%-1.5%+1.9%+4.9%-3.1%+7.6%+1.8%+4.6%-2.8%+4.3%+5.2%-0.1%+25.2%
2020--------+0.7%-3.2%+5.9%+2.8%+6.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.89% • The longest drawdown period lasted for 1 year and 11 months and was between November 2021 and November 2023. It reached a trough of -25.9%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (85.0% of total allocation)

Total Dividends Received

£2.70

24 payments

Dividend Yield

0.00%

(annualized)

Avg Per Payment

£0.11

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£0.22
2025£0.49
2024£0.57
2023£0.48
2022£0.47
2021£0.29
2020£0.18
Total£2.70

Detailed Metrics

Returns
Total Return
+124.93%
Annualized Return
+14.77%
Avg Monthly Return
+1.24%
Risk
Volatility (Annual)
+16.88%
Max Drawdown
+25.89%
Positive Months
58%
Average Drawdown
-6.9%
Risk-Adjusted
Sharpe Ratio
0.76
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
0.88
Calmar Ratio
0.57
Return/Max Drawdown
Ulcer Index
9.00
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£22,492.61
Backtest Period
2020-09-16 to 2026-08-05
5.9 years
Rebalancing
monthly
Base Currency
GBP
inverse fund | +14.8% CAGR | ETF Backtest