HomePortfoliosnasdaq x low volatility

nasdaq x low volatility

Created byuser-jb4tpw
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Quarterly Rebalancing
GBP
Moderate Risk
11.1yr backtest

Performance Summary

Total Return+566.35%
Annualized Return+18.56%
Volatility+18.65%
Sharpe Ratio0.89
Max Drawdown+26.84%

Holdings

Asset Allocation

Asset Class

Equity 95.0%Money Market 5.0%
Holdings Details
A Nasdaq-100 tech ETF portfolio (95%) with a cash buffer (5%) for focused US equity growth and stability.
AssetTypeAllocationTER
EQQQ.LSE
Invesco EQQQ Nasdaq-100 UCITS ETF • IE0032077012
ETF
95.0%0.3%
CSH2.LSE
Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc • LU1230136894
ETF
5.0%0.1%
Total100.0%0.29%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £66,634.52
Histogram of Monthly Returns
The portfolio had a positive return during 84 of the 134 months (63%)
Monthly Returns Heatmap
Best month: +12.9% • Worst month: -9.4% • Best year: 2023 (+44.8%) • Worst year: 2022 (-24.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.8%-0.9%-4.4%+12.9%+11.6%+0.9%-7.9%-----+10.1%
2025+3.0%-6.2%-9.4%-1.7%+8.6%+4.2%+6.9%-2.0%+5.2%+7.4%-2.7%-1.3%+10.9%
2024+2.1%+4.5%+1.7%-2.3%+1.9%+9.0%-3.9%-1.8%+1.0%+3.7%+6.0%+2.9%+26.9%
2023+7.9%+2.0%+5.7%-1.0%+9.5%+3.5%+2.7%+0.2%-1.1%-2.4%+5.8%+5.5%+44.8%
2022-9.3%-2.9%+7.0%-7.6%-4.7%-4.7%+10.1%+0.8%-4.4%-1.6%-2.5%-6.5%-24.7%
2021+0.6%-1.5%+1.9%+5.4%-3.5%+8.4%+1.9%+5.1%-3.0%+4.6%+5.8%-0.3%+27.7%
2020+3.4%-4.2%-1.9%+10.8%+6.8%+6.3%+1.1%+8.6%-1.1%-3.5%+6.3%+3.1%+40.4%
2019+5.4%+1.8%+5.3%+4.8%-3.8%+5.5%+7.8%-3.4%+0.0%-0.8%+4.3%+1.2%+31.1%
2018+2.3%+2.6%-6.9%+3.9%+8.2%+1.9%+2.6%+6.7%-0.7%-6.3%-1.0%-7.7%+4.0%
2017+1.2%+5.9%+0.9%-0.7%+3.8%-2.9%+2.5%+3.8%-4.0%+5.4%+0.1%+1.4%+18.3%
2016-4.7%+2.5%+2.0%-5.2%+5.1%+5.9%+7.6%+2.0%+2.7%+5.1%-1.5%+2.9%+26.3%
2015------3.1%+5.1%-3.8%-2.5%+9.3%+2.6%+0.9%+8.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.84% • The longest drawdown period lasted for 1 year and 9 months and was between November 2021 and September 2023. It reached a trough of -26.8%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (95.0% of total allocation)

Total Dividends Received

£14.83

46 payments

Dividend Yield

0.00%

(annualized)

Avg Per Payment

£0.32

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£0.79
2025£1.69
2024£1.96
2023£1.62
2022£1.55
2021£0.94
2020£1.23
2019£1.47
2018£1.24
2017£1.04
2016£0.95
2015£0.36
Total£14.83

Detailed Metrics

Returns
Total Return
+566.35%
Annualized Return
+18.56%
Avg Monthly Return
+1.53%
Risk
Volatility (Annual)
+18.65%
Max Drawdown
+26.84%
Positive Months
63%
Average Drawdown
-5.8%
Risk-Adjusted
Sharpe Ratio
0.89
Risk-free rate: 2.0%
Sortino Ratio
0.85
Downside risk adjusted
Return/Volatility
1.00
Calmar Ratio
0.69
Return/Max Drawdown
Ulcer Index
7.67
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£66,634.52
Backtest Period
2015-06-10 to 2026-07-31
11.1 years
Rebalancing
quarterly
Base Currency
GBP
nasdaq x low volatility | +18.6% CAGR | ETF Backtest