HomePortfoliosqqq=exus

qqq=exus

Created byuser-jb4tpw
Monthly Rebalancing
GBP
Moderate Risk
Multi-currency
2.4yr backtest

Performance Summary

Total Return+44.51%
Annualized Return+16.43%
Volatility+13.69%
Sharpe Ratio1.05
Max Drawdown+12.92%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio investing 100% in a single ex-US ETF for diversified international market exposure and growth potential.
AssetTypeAllocationTER
EXUS.LSE
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
100.0%0.15%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £14,450.64
Histogram of Monthly Returns
The portfolio had a positive return during 21 of the 30 months (70%)
Monthly Returns Heatmap
Best month: +6.4% • Worst month: -8.0% • Best year: 2025 (+22.5%) • Worst year: 2024 (+3.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+6.4%-8.0%+4.5%+4.1%+1.5%+0.0%+2.9%----+14.4%
2025+6.2%-0.0%-3.2%+0.9%+4.3%+0.6%+2.5%+1.7%+2.3%+3.6%+0.7%+1.2%+22.5%
2024--+3.3%-2.0%+1.7%-0.3%+1.1%+1.0%-0.7%-1.9%+2.0%-1.0%+3.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.92% • The longest drawdown period lasted for 4 months and was between May 2024 and October 2024. It reached a trough of -7.1%.

Detailed Metrics

Returns
Total Return
+44.51%
Annualized Return
+16.43%
Avg Monthly Return
+1.27%
Risk
Volatility (Annual)
+13.69%
Max Drawdown
+12.92%
Positive Months
70%
Average Drawdown
-2.0%
Risk-Adjusted
Sharpe Ratio
1.05
Risk-free rate: 2.0%
Sortino Ratio
1.04
Downside risk adjusted
Return/Volatility
1.20
Calmar Ratio
1.27
Return/Max Drawdown
Ulcer Index
2.57
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£14,450.64
Backtest Period
2024-03-06 to 2026-08-07
2.4 years
Rebalancing
monthly
Base Currency
GBP