Optimize
Monthly Rebalancing
GBP
Moderate Risk
4.3yr backtest

Performance Summary

Total Return+67.35%
Annualized Return+12.78%
Volatility+16.81%
Sharpe Ratio0.64
Max Drawdown+22.25%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% US equity ETF portfolio with 60% S&P 500 equal weight and 40% technology sector exposure for targeted growth.
AssetTypeAllocationTER
SPEX.LSE
Invesco S&P 500 Equal Weight UCITS ETFIE00BNGJJT35
ETF
60.0%0.2%
GXLK.LSE
State Street SPDR S&P U.S. Technology Select Sector UCITS ETF USDIE00BWBXM948
ETF
40.0%0.15%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £16,734.67
Histogram of Monthly Returns
The portfolio had a positive return during 29 of the 52 months (56%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -8.1% • Best year: 2023 (+22.8%) • Worst year: 2022 (-7.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.4%+2.6%-4.8%+8.7%+9.3%+1.4%-1.8%-----+14.0%
2025+3.0%-4.6%-8.1%-3.9%+6.9%+3.8%+7.4%-1.1%+3.6%+4.9%-1.4%-0.6%+8.9%
2024+1.3%+3.7%+3.4%-3.4%+0.3%+5.7%-0.6%-1.4%+0.7%+2.9%+6.9%-1.6%+18.7%
2023+5.2%+1.1%+0.4%-1.7%+3.2%+4.6%+2.0%-0.8%-1.8%-3.0%+6.1%+5.9%+22.8%
2022----2.8%-2.6%-5.8%+9.3%+1.2%-4.7%+3.6%-1.0%-4.1%-7.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.25% • The longest drawdown period lasted for 10 months and was between August 2022 and June 2023. It reached a trough of -12.2%.

Detailed Metrics

Returns
Total Return
+67.35%
Annualized Return
+12.78%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+16.81%
Max Drawdown
+22.25%
Positive Months
56%
Average Drawdown
-4.4%
Risk-Adjusted
Sharpe Ratio
0.64
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.57
Return/Max Drawdown
Ulcer Index
5.62
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£16,734.67
Backtest Period
2022-04-04 to 2026-07-16
4.3 years
Rebalancing
monthly
Base Currency
GBP
S&P 500 | +12.8% CAGR | ETF Backtest