Optimize
Quarterly Rebalancing
GBP
High Risk
Multi-currency
11.6yr backtest

Performance Summary

Total Return+598.21%
Annualized Return+18.28%
Volatility+32.23%
Sharpe Ratio0.51
Max Drawdown+65.89%

Holdings

Asset Allocation

Asset Class

Equity 50.0%Other 50.0%
Holdings Details
Global momentum ETF and tech stock portfolio: 50% diversified equity ETF, 50% Micron Technology for targeted growth exposure.
AssetTypeAllocationTER
IWFM.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
50.0%0.25%
MU.MX
Micron Technology Inc.
STOCK
50.0%0%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £69,821
Histogram of Monthly Returns
The portfolio had a positive return during 84 of the 140 months (60%)
Monthly Returns Heatmap
Best month: +32.7% • Worst month: -48.2% • Best year: 2025 (+96.2%) • Worst year: 2019 (-32.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+22.8%+1.3%-13.1%+32.7%+13.6%-------+63.1%
2025+7.2%-1.5%-8.1%-7.4%+13.5%+15.0%-2.5%+2.9%+22.6%+20.9%+1.6%+10.8%+96.2%
2024+3.0%+6.9%+18.9%-2.6%+4.1%+6.3%-10.6%-7.1%+2.9%+1.5%+2.7%-5.5%+18.7%
2023+7.7%-0.9%+0.1%+2.3%+3.2%-2.9%+6.2%+0.4%-0.6%-1.2%+7.0%+8.3%+32.8%
2022-10.6%+3.9%-0.9%-6.9%+2.5%-13.9%+8.3%-2.1%-3.6%+4.0%-0.1%-6.0%-24.5%
2021+2.8%+5.1%-0.6%+2.0%-4.3%+4.1%-4.5%+0.4%-0.3%-0.4%+12.2%+4.8%+22.2%
2020+2.5%-3.5%-10.4%+11.0%+2.8%+6.3%-3.6%-2.5%+3.0%+1.7%+15.8%+9.1%+33.4%
2019+9.7%+4.9%+3.5%-48.2%-20.4%+17.3%+15.0%-0.8%-3.5%+1.4%+1.1%+4.7%-32.0%
2018+1.3%+8.5%-1.1%-2.2%+17.4%-3.6%+1.3%+2.4%-6.5%-10.2%+0.1%-12.0%-7.6%
2017+4.7%+0.9%+12.1%-5.5%+8.5%-1.9%-2.6%+9.5%+8.4%+10.1%-2.6%-1.4%+45.5%
2016-10.3%+1.8%-0.9%-1.5%+12.1%+12.8%+3.9%+9.3%+6.2%+2.8%+5.0%+8.9%+59.7%
2015-5.8%+1.9%-1.2%-2.0%+1.1%-20.2%+1.7%-6.3%-6.0%+6.4%+1.7%-4.8%-30.7%
2014---------+2.7%+8.6%-0.5%+11.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +65.89% • The longest drawdown period lasted for 5 years and 9 months and was between May 2018 and March 2024. It reached a trough of -65.9%.

Detailed Metrics

Returns
Total Return
+598.21%
Annualized Return
+18.28%
Avg Monthly Return
+1.84%
Risk
Volatility (Annual)
+32.23%
Max Drawdown
+65.89%
Positive Months
60%
Average Drawdown
-25.3%
Risk-Adjusted
Sharpe Ratio
0.51
Risk-free rate: 2.0%
Sortino Ratio
0.46
Downside risk adjusted
Return/Volatility
0.57
Calmar Ratio
0.28
Return/Max Drawdown
Ulcer Index
29.58
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£69,821
Backtest Period
2014-10-07 to 2026-05-05
11.6 years
Rebalancing
quarterly
Base Currency
GBP
Momentum | +18.3% CAGR | ETF Backtest