Optimize
Monthly Rebalancing
GBP
Moderate Risk
6.1yr backtest

Performance Summary

Total Return+106.54%
Annualized Return+12.55%
Volatility+11.33%
Sharpe Ratio0.93
Max Drawdown+16.83%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Money Market 20.0%
Holdings Details
A diversified ETF portfolio with 80% US equity and 20% money market exposure for a balanced growth and stability strategy.
AssetTypeAllocationTER
HSUS.LSE
HSBC USA Screened Equity UCITS ETF USDIE00BKY40J65
ETF
80.0%0.12%
CSH2.LSE
Amundi Smart Overnight Return UCITS ETF GBP Hedged AccLU1230136894
ETF
20.0%0.1%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £20,653.82
Histogram of Monthly Returns
The portfolio had a positive return during 45 of the 74 months (61%)
Monthly Returns Heatmap
Best month: +7.5% • Worst month: -6.5% • Best year: 2021 (+23.3%) • Worst year: 2022 (-5.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.5%+1.3%-2.8%+6.6%+7.5%+0.9%-1.1%-----+11.1%
2025+2.9%-2.7%-6.5%-3.9%+4.6%+2.6%+6.0%+0.2%+2.4%+4.2%-0.2%+0.4%+9.7%
2024+2.3%+2.9%+1.9%-2.5%+0.8%+4.9%-0.7%-0.4%+0.4%+3.6%+4.7%-0.6%+18.5%
2023+1.6%-0.1%+0.6%+0.6%+1.0%+2.9%+1.4%-0.2%-0.5%-1.4%+3.6%+3.0%+13.0%
2022-4.1%-2.1%+5.0%-1.7%-2.4%-2.9%+5.0%+1.2%-2.4%+2.4%-0.9%-2.6%-5.8%
2021-0.1%+0.7%+4.7%+3.0%-1.1%+3.7%+1.5%+3.2%-1.6%+2.6%+2.6%+2.0%+23.3%
2020-----+1.5%-1.6%+5.6%-0.8%-3.1%+6.3%+1.1%+9.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.83% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -8.2%.

Detailed Metrics

Returns
Total Return
+106.54%
Annualized Return
+12.55%
Avg Monthly Return
+1.02%
Risk
Volatility (Annual)
+11.33%
Max Drawdown
+16.83%
Positive Months
61%
Average Drawdown
-2.8%
Risk-Adjusted
Sharpe Ratio
0.93
Risk-free rate: 2.0%
Sortino Ratio
0.91
Downside risk adjusted
Return/Volatility
1.11
Calmar Ratio
0.75
Return/Max Drawdown
Ulcer Index
3.70
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£20,653.82
Backtest Period
2020-06-05 to 2026-07-24
6.1 years
Rebalancing
monthly
Base Currency
GBP
us * cash | +12.6% CAGR | ETF Backtest