HomePortfoliosunhedged magg
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Quarterly Rebalancing
GBP
Moderate Risk
5.9yr backtest

Performance Summary

Total Return+96.67%
Annualized Return+12.17%
Volatility+11.36%
Sharpe Ratio0.90
Max Drawdown+16.28%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio with 74% US equities via S&P 500 and 26% in a conservative global hedged fund for balanced growth.
AssetTypeAllocationTER
CSP1.LSE
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
74.3%0.07%
MACG.LSE
iShares Conservative Portfolio UCITS ETF GBP Hedged (Acc)IE00BLP53N06
ETF
25.7%0.25%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £19,667.23
Histogram of Monthly Returns
The portfolio had a positive return during 43 of the 72 months (60%)
Monthly Returns Heatmap
Best month: +7.2% • Worst month: -6.1% • Best year: 2021 (+23.6%) • Worst year: 2022 (-9.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.7%+1.2%-4.2%+6.9%+5.7%+0.3%-1.8%+3.5%----+10.9%
2025+3.1%-3.5%-6.1%-2.7%+4.5%+2.7%+5.4%-0.6%+3.0%+4.3%-0.5%-0.4%+8.8%
2024+1.7%+3.6%+2.8%-2.0%+1.0%+5.1%-0.5%-0.4%+0.6%+2.9%+5.5%-0.4%+21.5%
2023+3.0%-0.2%+0.8%+0.1%+1.5%+3.0%+1.7%+0.2%-1.1%-2.1%+4.3%+4.1%+16.2%
2022-5.1%-1.6%+5.0%-3.5%-2.1%-4.3%+7.2%+0.6%-3.8%+2.0%-0.7%-3.3%-9.9%
2021-0.3%+0.6%+4.0%+3.8%-1.2%+3.7%+1.6%+3.2%-1.6%+3.2%+2.6%+1.9%+23.6%
2020---------0.6%-2.5%+5.6%+1.2%+3.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.28% • The longest drawdown period lasted for 1 year and 8 months and was between December 2021 and September 2023. It reached a trough of -14.7%.

Detailed Metrics

Returns
Total Return
+96.67%
Annualized Return
+12.17%
Avg Monthly Return
+0.99%
Risk
Volatility (Annual)
+11.36%
Max Drawdown
+16.28%
Positive Months
60%
Average Drawdown
-3.4%
Risk-Adjusted
Sharpe Ratio
0.90
Risk-free rate: 2.0%
Sortino Ratio
0.88
Downside risk adjusted
Return/Volatility
1.07
Calmar Ratio
0.75
Return/Max Drawdown
Ulcer Index
4.42
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£19,667.23
Backtest Period
2020-09-16 to 2026-08-07
5.9 years
Rebalancing
quarterly
Base Currency
GBP
unhedged magg | +12.2% CAGR | ETF Backtest