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SP2

Created byuser-jb4tpw
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Quarterly Rebalancing
GBP
Moderate Risk
4.3yr backtest

Performance Summary

Total Return+72.58%
Annualized Return+13.45%
Volatility+18.23%
Sharpe Ratio0.63
Max Drawdown+23.20%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified US equity portfolio blending 50% S&P 500 Equal Weight ETF with 50% Technology Sector ETF for targeted growth exposure.
AssetTypeAllocationTER
SPEX.LSE
Invesco S&P 500 Equal Weight UCITS ETF • IE00BNGJJT35
ETF
50.0%0.2%
GXLK.LSE
State Street SPDR S&P U.S. Technology Select Sector UCITS ETF USD • IE00BWBXM948
ETF
50.0%0.15%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £17,257.97
Histogram of Monthly Returns
The portfolio had a positive return during 29 of the 52 months (56%)
Monthly Returns Heatmap
Best month: +10.9% • Worst month: -8.6% • Best year: 2023 (+27.0%) • Worst year: 2022 (-9.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.8%+1.9%-4.8%+10.0%+10.9%+0.4%-3.1%-----+13.0%
2025+2.5%-4.8%-8.6%-3.4%+7.6%+4.5%+7.9%-1.3%+4.3%+5.6%-2.3%-0.6%+10.2%
2024+1.5%+3.8%+3.0%-3.4%+0.6%+6.8%-1.6%-1.5%+0.8%+2.8%+6.8%-0.7%+19.8%
2023+5.5%+1.4%+1.7%-1.8%+4.6%+4.3%+1.9%-0.6%-1.9%-2.7%+6.5%+5.6%+27.0%
2022----3.4%-2.8%-5.7%+9.7%+0.9%-5.0%+3.3%-1.2%-4.3%-9.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.20% • The longest drawdown period lasted for 9 months and was between August 2022 and June 2023. It reached a trough of -13.1%.

Detailed Metrics

Returns
Total Return
+72.58%
Annualized Return
+13.45%
Avg Monthly Return
+1.15%
Risk
Volatility (Annual)
+18.23%
Max Drawdown
+23.20%
Positive Months
56%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.61
Downside risk adjusted
Return/Volatility
0.74
Calmar Ratio
0.58
Return/Max Drawdown
Ulcer Index
6.06
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£17,257.97
Backtest Period
2022-04-04 to 2026-07-31
4.3 years
Rebalancing
quarterly
Base Currency
GBP