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spq

Created byuser-jb4tpw
Quarterly Rebalancing
GBP
Moderate Risk
Multi-currency
1.7yr backtest

Performance Summary

Total Return+25.12%
Annualized Return+13.99%
Volatility+14.40%
Sharpe Ratio0.83
Max Drawdown+22.62%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% US equity portfolio with large-cap and equal-weighted S&P 500 ETFs for diversified market exposure and growth potential.
AssetTypeAllocationTER
MEGA.XETRA
Amundi MSCI USA Mega Cap UCITS ETF Acc • IE000YBGJ9I4
ETF
60.0%0.15%
XZES.LSE
Xtrackers S&P 500 Equal Weight Scored & Screened UCITS ETF 1C • IE0004MFRED4
ETF
40.0%0.17%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £12,512.36
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 22 months (55%)
Monthly Returns Heatmap
Best month: +7.9% • Worst month: -8.1% • Best year: 2026 (+13.6%) • Worst year: 2024 (+0.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.2%+1.4%-4.4%+7.9%+7.0%+0.9%-1.9%+3.7%----+13.6%
2025+4.2%-5.5%-8.1%-4.5%+6.3%+3.3%+7.2%-0.6%+4.0%+5.4%-0.1%-0.7%+9.9%
2024----------+0.4%-0.3%+0.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.62% • The longest drawdown period lasted for 8 months and was between January 2025 and September 2025. It reached a trough of -22.6%.

Detailed Metrics

Returns
Total Return
+25.12%
Annualized Return
+13.99%
Avg Monthly Return
+1.11%
Risk
Volatility (Annual)
+14.40%
Max Drawdown
+22.62%
Positive Months
55%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.83
Risk-free rate: 2.0%
Sortino Ratio
0.79
Downside risk adjusted
Return/Volatility
0.97
Calmar Ratio
0.62
Return/Max Drawdown
Ulcer Index
6.59
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£12,512.36
Backtest Period
2024-11-27 to 2026-08-14
1.7 years
Rebalancing
quarterly
Base Currency
GBP
spq | +14.0% CAGR | ETF Backtest