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rotational alpha collector

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Quarterly Rebalancing
GBP
Moderate Risk
Multi-currency
4.9yr backtest

Performance Summary

Total Return+80.70%
Annualized Return+12.87%
Volatility+18.54%
Sharpe Ratio0.59
Max Drawdown+24.92%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Commodities 20.0%
Holdings Details
Diversified ETF portfolio blending global equities, commodities, and tech for broad exposure to energy, materials, and growth sectors.
AssetTypeAllocationTER
BRES.PA
Amundi STOXX Europe 600 Basic Resources UCITS ETF AccLU1834983550
ETF
20.0%0.3%
SXRS.XETRA
iShares Diversified Commodity Swap UCITS ETFIE00BDFL4P12
ETF
20.0%0.19%
XDW0.LSE
Xtrackers MSCI World Energy UCITS ETF 1CIE00BM67HM91
ETF
20.0%0.25%
EQQQ.LSE
Invesco EQQQ Nasdaq-100 UCITS ETFIE0032077012
ETF
20.0%0.3%
REMX.LSE
VanEck Rare Earth and Strategic Metals UCITS ETF AIE0002PG6CA6
ETF
20.0%0.59%
Total100.0%0.33%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £18,070.49
Histogram of Monthly Returns
The portfolio had a positive return during 38 of the 60 months (63%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -11.0% • Best year: 2025 (+28.7%) • Worst year: 2024 (-2.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+9.1%+7.6%+0.9%+5.3%+2.6%-6.2%-3.3%+5.5%----+22.4%
2025+5.0%-3.0%-2.8%-7.2%+1.9%+3.4%+8.9%+6.9%+4.3%+6.5%+1.9%+1.0%+28.7%
2024-5.3%+1.3%+3.7%+2.9%-0.3%-2.5%-1.8%-5.2%+3.6%+1.8%+2.8%-3.4%-2.9%
2023+7.6%-2.1%-1.6%-4.7%-2.0%+3.1%+3.1%-2.5%+3.2%-5.0%-1.3%+3.6%+0.5%
2022+1.3%+5.8%+10.2%-2.7%+3.5%-11.0%+5.4%+4.9%-4.4%+1.6%+2.0%-5.9%+9.0%
2021--------+1.3%+4.0%+1.9%+0.3%+7.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.92% • The longest drawdown period lasted for 3 years and 3 months and was between June 2022 and September 2025. It reached a trough of -24.9%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (20.0% of total allocation)

Total Dividends Received

£0.47

19 payments

Dividend Yield

0.00%

(annualized)

Avg Per Payment

£0.02

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£0.05
2025£0.08
2024£0.10
2023£0.12
2022£0.11
2021£0.01
Total£0.47

Detailed Metrics

Returns
Total Return
+80.70%
Annualized Return
+12.87%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+18.54%
Max Drawdown
+24.92%
Positive Months
63%
Average Drawdown
-8.5%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.69
Calmar Ratio
0.52
Return/Max Drawdown
Ulcer Index
9.63
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£18,070.49
Backtest Period
2021-09-24 to 2026-08-14
4.9 years
Rebalancing
quarterly
Base Currency
GBP
rotational alpha collector | +12.9% CAGR | ETF Backtest