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ptcc1

Created byuser-jb4tpw

Quarterly Rebalancing

GBP

Low Risk

1.3yr backtest

Performance Summary

Total Return+38.12%

Annualized Return+28.81%

Volatility+9.10%

Sharpe Ratio2.95

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
USEE.LSE iShares US Equity Enhanced Active UCITS ETF USD (Acc) • IE0009VWHAE6	IE0009VWHAE6	Acc	ETF	60.0%	0.2%
DBMG.LSE iMGP DBi Managed Futures Fund R USD UCITS ETF • LU2951555585	LU2951555585	Acc	ETF	35.0%	0.75%
CSH2.LSE Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc • LU1230136894	LU1230136894	Acc	ETF	5.0%	0.1%
Total		Total			100.0%	0.39%

Performance

Portfolio Value Over Time

Starting with £10,000 investment → now worth £13,812.06

Histogram of Monthly Returns

The portfolio had a positive return during 12 of the 17 months (71%)

Monthly Returns Heatmap

Best month: +5.7% • Worst month: -3.5% • Best year: 2025 (+22.6%) • Worst year: 2026 (+12.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.3%	+4.0%	-3.5%	+4.3%	+5.0%	+0.9%	-1.6%	+2.8%	-	-	-	-	+12.7%
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

+38.12%

Annualized Return

+28.81%

Avg Monthly Return

+1.95%

Risk

Volatility (Annual)

+9.10%

Max Drawdown

+4.68%

Positive Months

71%

Average Drawdown

-1.1%

Risk-Adjusted

Sharpe Ratio

2.95

Risk-free rate: 2.0%

Sortino Ratio

2.80

Downside risk adjusted

Return/Volatility

3.17

Calmar Ratio

6.16

Return/Max Drawdown

Ulcer Index

1.25

Drawdown depth & duration

Martin Ratio

0.21

Return/Ulcer Index

Backtest Configuration

Initial Investment

£10,000

Final Value

£13,812.06

Backtest Period

2025-04-28 to 2026-08-07
1.3 years

Rebalancing

quarterly

Base Currency

GBP