HomePortfoliosPretty good portfolio testing

Pretty good portfolio testing

Created byuser-9npkus
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None Rebalancing
GBP
Moderate Risk
Multi-currency
7.4yr backtest

Performance Summary

Total Return+167.12%
Annualized Return+14.13%
Volatility+17.82%
Sharpe Ratio0.68
Max Drawdown+37.35%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified equity portfolio blending global dividend ETFs, UK finance, private equity, and US energy for stable income and growth.
AssetTypeAllocationTER
TDIV.LSE
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF • NL0011683594
ETF
30.0%0.38%
CTY.LSE
City Of London Investment Trust • GB0001990497
STOCK
29.0%0%
CTPE.LSE
CT Private Equity Trust PLC • GB0030738271
STOCK
8.0%0%
TFIF.LSE
TwentyFour Income Fund Ltd • GG00B90J5Z95
STOCK
6.0%0%
SMIF.LSE
TwentyFour Select Monthly Income Fund Ltd • GG00BJVDZ946
STOCK
6.0%0%
PFFA.US
Virtus InfraCap U.S. Preferred Stock • US26923G8226
ETF
5.0%1.72%
HFEL.LSE
Henderson Far East Income Ltd • JE00B1GXH751
STOCK
5.0%0%
MLPP.LSE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist • IE00B8CJW150
ETF
5.0%0.5%
NCYF.LSE
CQS New City High Yield Fund • JE00B1LZS514
STOCK
3.0%0%
TRY.LSE
TR Property Investment Trust plc • GB0009064097
STOCK
3.0%0%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £26,711.9
Histogram of Monthly Returns
The portfolio had a positive return during 63 of the 90 months (70%)
Monthly Returns Heatmap
Best month: +30.3% • Worst month: -18.3% • Best year: 2022 (+38.5%) • Worst year: 2020 (-9.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.8%+4.7%-5.5%+2.6%+1.4%+0.4%------+7.3%
2025+4.5%+0.2%+0.3%+1.3%+2.2%+1.2%+3.4%+0.5%+1.3%+2.0%+3.0%+1.4%+23.3%
2024-0.1%-1.1%+3.4%+1.8%+1.9%-1.0%+5.4%-1.4%+0.6%-1.4%+3.0%+0.1%+11.7%
2023+4.8%+0.6%-3.7%+3.0%-4.4%+0.7%+3.0%-1.6%+1.1%-3.8%+4.4%+4.5%+8.3%
2022+3.4%-1.8%+3.0%+1.6%+1.1%-5.6%+2.6%+30.3%-5.5%+3.8%+4.5%-0.1%+38.5%
2021-1.0%+1.1%+7.1%+2.1%+2.3%+0.4%+0.5%+3.3%-1.1%+0.3%-1.0%+4.2%+19.4%
2020-1.5%-8.8%-18.3%+10.2%+0.3%+2.3%-3.3%+1.6%-1.8%-0.8%+11.1%+2.5%-9.6%
2019-0.2%+2.2%+1.9%+2.9%-2.5%+3.2%+2.4%-3.1%+1.9%-0.9%+1.0%+2.7%+11.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +37.35% • The longest drawdown period lasted for 1 year and 3 months and was between January 2020 and May 2021. It reached a trough of -37.4%.

Dividend Income

Summary
This portfolio contains 3 distributing ETFs (40.0% of total allocation)

Total Dividends Received

£5,786.50

399 payments

Dividend Yield

4.98%

(annualized)

Avg Per Payment

£14.50

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£182.13
2025£348.97
2024£340.95
2023£337.31
2022£4,108.86
2021£205.30
2020£174.43
2019£88.36
Total£5,786.50

Detailed Metrics

Returns
Total Return
+167.12%
Annualized Return
+14.13%
Avg Monthly Return
+1.21%
Risk
Volatility (Annual)
+17.82%
Max Drawdown
+37.35%
Positive Months
70%
Average Drawdown
-4.6%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.78
Downside risk adjusted
Return/Volatility
0.79
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
7.17
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£26,711.9
Backtest Period
2019-01-18 to 2026-06-26
7.4 years
Rebalancing
none
Base Currency
GBP