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ptcc1

Created byuser-jb4tpw
FIRE Projection
Quarterly Rebalancing
GBP
Low Risk
1.4yr backtest

Performance Summary

Total Return+38.03%
Annualized Return+26.91%
Volatility+8.99%
Sharpe Ratio2.77
Max Drawdown+4.68%

Holdings

Asset Allocation

Asset Class

Equity 95.0%Money Market 5.0%
Holdings Details
Diversified ETF portfolio with 95% global equity exposure and 5% money market for stability, targeting US and managed futures strategies.
AssetTypeAllocationTER
USEE.LSE
iShares US Equity Enhanced Active UCITS ETF USD (Acc) • IE0009VWHAE6
ETF
60.0%0.2%
DBMG.LSE
iMGP DBi Managed Futures Fund R USD UCITS ETF • LU2951555585
ETF
35.0%0.75%
CSH2.LSE
Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc • LU1230136894
ETF
5.0%0.1%
Total100.0%0.39%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £13,802.95
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 18 months (67%)
Monthly Returns Heatmap
Best month: +5.7% • Worst month: -3.5% • Best year: 2025 (+22.6%) • Worst year: 2026 (+12.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.3%+4.0%-3.5%+4.3%+5.0%+0.9%-1.6%+3.0%-0.3%---+12.6%
2025---+0.4%+3.6%+2.2%+5.0%-0.3%+4.6%+5.7%-0.0%-0.3%+22.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +4.68% • The longest drawdown period lasted for 1 month and was between November 2025 and January 2026. It reached a trough of -2.6%.

Detailed Metrics

Returns
Total Return
+38.03%
Annualized Return
+26.91%
Avg Monthly Return
+1.84%
Risk
Volatility (Annual)
+8.99%
Max Drawdown
+4.68%
Positive Months
67%
Average Drawdown
-1.1%
Risk-Adjusted
Sharpe Ratio
2.77
Risk-free rate: 2.0%
Sortino Ratio
2.63
Downside risk adjusted
Return/Volatility
2.99
Calmar Ratio
5.75
Return/Max Drawdown
Ulcer Index
1.25
Drawdown depth & duration
Martin Ratio
0.20
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£13,802.95
Backtest Period
2025-04-28 to 2026-09-04
1.4 years
Rebalancing
quarterly
Base Currency
GBP