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Created byuser-jb4tpw

Monthly Rebalancing

GBP

Moderate Risk

Multi-currency

1.7yr backtest

Performance Summary

Total Return+23.68%

Annualized Return+13.22%

Volatility+13.88%

Sharpe Ratio0.81

Max Drawdown+22.25%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A 100% US equity portfolio blending equal-weighted and mega-cap ETFs for diversified market exposure and growth potential.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XZES.LSE Xtrackers S&P 500 Equal Weight Scored & Screened UCITS ETF 1C • IE0004MFRED4	IE0004MFRED4	Acc	ETF	50.0%	0.17%
MEGA.XETRA Amundi MSCI USA Mega Cap UCITS ETF Acc • IE000YBGJ9I4	IE000YBGJ9I4	Acc	ETF	50.0%	0.15%
Total		Total			100.0%	0.16%

Performance

Portfolio Value Over Time

Starting with £10,000 investment → now worth £12,367.93

Histogram of Monthly Returns

The portfolio had a positive return during 13 of the 22 months (59%)

Monthly Returns Heatmap

Best month: +7.2% • Worst month: -7.8% • Best year: 2026 (+14.1%) • Worst year: 2024 (-0.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-0.9%	+2.1%	-4.5%	+7.2%	+6.4%	+1.4%	-1.7%	+3.6%	-	-	-	-	+14.1%
2025	+4.4%	-5.2%	-7.8%	-4.8%	+6.0%	+3.0%	+7.0%	-0.4%	+3.6%	+4.9%	+0.3%	-0.6%	+9.3%
2024	-	-	-	-	-	-	-	-	-	-	+0.4%	-1.2%	-0.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +22.25% • The longest drawdown period lasted for 8 months and was between January 2025 and October 2025. It reached a trough of -22.2%.

Detailed Metrics

Returns

Total Return

+23.68%

Annualized Return

+13.22%

Avg Monthly Return

+1.06%

Risk

Volatility (Annual)

+13.88%

Max Drawdown

+22.25%

Positive Months

59%

Average Drawdown

-4.7%

Risk-Adjusted

Sharpe Ratio

0.81

Risk-free rate: 2.0%

Sortino Ratio

0.76

Downside risk adjusted

Return/Volatility

0.95

Calmar Ratio

0.59

Return/Max Drawdown

Ulcer Index

6.52

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

£10,000

Final Value

£12,367.93

Backtest Period

2024-11-27 to 2026-08-14
1.7 years

Rebalancing

monthly

Base Currency

GBP