HomePortfoliosunhedged magg with added diversification

unhedged magg with added diversification

Created byuser-jb4tpw
Quarterly Rebalancing
GBP
Low Risk
1.3yr backtest

Performance Summary

Total Return+33.45%
Annualized Return+25.38%
Volatility+8.33%
Sharpe Ratio2.81
Max Drawdown+4.66%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio blending US equities, global managed futures, and a conservative hedged allocation for balanced growth.
AssetTypeAllocationTER
CSP1.LSE
iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087
ETF
55.0%0.07%
DBMG.LSE
iMGP DBi Managed Futures Fund R USD UCITS ETF • LU2951555585
ETF
30.0%0.75%
MACG.LSE
iShares Conservative Portfolio UCITS ETF GBP Hedged (Acc) • IE00BLP53N06
ETF
15.0%0.25%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £13,345.01
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 17 months (76%)
Monthly Returns Heatmap
Best month: +5.0% • Worst month: -3.9% • Best year: 2025 (+19.9%) • Worst year: 2026 (+11.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.6%+3.7%-3.9%+4.2%+5.0%+0.5%-1.6%+2.6%----+11.3%
2025---+0.5%+3.1%+2.3%+4.5%-0.4%+4.0%+4.9%+0.1%-0.4%+19.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +4.66% • The longest drawdown period lasted for 1 month and was between November 2025 and January 2026. It reached a trough of -2.5%.

Detailed Metrics

Returns
Total Return
+33.45%
Annualized Return
+25.38%
Avg Monthly Return
+1.74%
Risk
Volatility (Annual)
+8.33%
Max Drawdown
+4.66%
Positive Months
76%
Average Drawdown
-1.1%
Risk-Adjusted
Sharpe Ratio
2.81
Risk-free rate: 2.0%
Sortino Ratio
2.67
Downside risk adjusted
Return/Volatility
3.05
Calmar Ratio
5.45
Return/Max Drawdown
Ulcer Index
1.22
Drawdown depth & duration
Martin Ratio
0.19
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£13,345.01
Backtest Period
2025-04-28 to 2026-08-07
1.3 years
Rebalancing
quarterly
Base Currency
GBP
unhedged magg with added diversification | 2.81 Sharpe