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Testing tickers with long history

Created byuser-9npkus
Optimize
None Rebalancing
GBP
Moderate Risk
12.9yr backtest

Performance Summary

Total Return+185.76%
Annualized Return+8.48%
Volatility+16.46%
Sharpe Ratio0.39
Max Drawdown+42.58%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
UK equity-focused portfolio with trusts in private equity, Asia income, and US energy MLPs for diversified income and growth.
AssetTypeAllocationTER
MRCH.LSE
Merchants Trust PLC • GB0005800072
STOCK
40.0%0%
CTPE.LSE
CT Private Equity Trust PLC • GB0030738271
STOCK
30.0%0%
HFEL.LSE
Henderson Far East Income Ltd • JE00B1GXH751
STOCK
15.0%0%
NCYF.LSE
CQS New City High Yield Fund • JE00B1LZS514
STOCK
7.5%0%
MLPP.LSE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Dist • IE00B8CJW150
ETF
5.0%0.5%
TRY.LSE
TR Property Investment Trust plc • GB0009064097
STOCK
2.5%0%
Total100.0%0.03%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £28,575.51
Histogram of Monthly Returns
The portfolio had a positive return during 88 of the 156 months (56%)
Monthly Returns Heatmap
Best month: +17.9% • Worst month: -20.1% • Best year: 2021 (+39.9%) • Worst year: 2020 (-13.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.0%-2.4%-9.2%+5.6%+2.0%-2.1%-------2.8%
2025+5.9%-7.0%-2.5%+5.4%+1.4%+0.2%+2.8%-2.1%+0.1%+4.4%+4.1%+4.3%+17.4%
2024-1.2%-1.1%-0.5%+4.8%+2.6%-3.9%+9.6%-2.7%-0.7%-3.2%+3.4%+2.4%+8.9%
2023+8.8%-0.4%-4.3%+6.7%-5.1%-0.4%+3.7%+1.3%-3.7%-7.0%+7.7%+3.0%+9.0%
2022+1.8%-5.5%+3.0%+1.2%-0.8%-4.9%+1.4%-1.6%-7.0%+6.0%+7.4%-3.3%-3.3%
2021-0.6%-0.3%+15.0%+3.3%+5.8%-0.1%-0.6%+10.5%-1.6%+1.6%-3.0%+5.6%+39.9%
2020+1.7%-11.3%-20.1%+17.9%-4.8%-0.7%-2.6%-2.4%-5.5%+4.2%+10.9%+4.3%-13.0%
2019+3.8%+3.4%+0.1%+2.5%-4.4%+6.3%+2.1%-2.2%+2.2%+2.2%+0.3%+5.2%+23.1%
2018-0.3%-2.3%+3.4%+6.6%-1.6%-1.3%-1.0%-0.7%+2.1%-4.8%-0.8%-2.4%-3.6%
2017+1.0%+2.8%+2.3%+4.6%+3.8%-2.5%+1.1%-1.0%+0.7%+3.2%-1.1%+0.8%+16.3%
2016-4.0%-1.0%+3.6%+2.3%+1.7%-1.4%+5.8%+2.5%+1.6%+5.1%-0.1%+2.5%+19.7%
2015+2.6%+0.7%+0.5%+1.1%+0.6%-5.1%+0.5%-2.6%-2.8%+3.8%+0.6%+1.4%+1.0%
2014-2.1%+3.7%+1.1%+0.7%+2.7%-1.5%-1.1%+2.3%-2.0%-0.8%+3.0%-1.9%+4.1%
2013------+1.9%-1.9%-0.3%+4.5%-1.4%+0.5%+3.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +42.58% • The longest drawdown period lasted for 1 year and 3 months and was between April 2015 and July 2016. It reached a trough of -14.8%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (5.0% of total allocation)

Total Dividends Received

£324.59

276 payments

Dividend Yield

0.15%

(annualized)

Avg Per Payment

£1.18

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£18.61
2025£49.74
2024£49.90
2023£45.63
2022£38.18
2021£29.83
2020£21.22
2019£12.27
2018£11.79
2017£11.29
2016£10.72
2015£10.35
2014£10.10
2013£4.96
Total£324.59

Detailed Metrics

Returns
Total Return
+185.76%
Annualized Return
+8.48%
Avg Monthly Return
+0.77%
Risk
Volatility (Annual)
+16.46%
Max Drawdown
+42.58%
Positive Months
56%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.39
Risk-free rate: 2.0%
Sortino Ratio
0.39
Downside risk adjusted
Return/Volatility
0.52
Calmar Ratio
0.20
Return/Max Drawdown
Ulcer Index
7.65
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£28,575.51
Backtest Period
2013-07-11 to 2026-06-05
12.9 years
Rebalancing
none
Base Currency
GBP
Testing tickers with long history | 12-Year Backtest