Optimize
Monthly Rebalancing
GBP
Moderate Risk
Multi-currency
11.1yr backtest

Performance Summary

Total Return+602.17%
Annualized Return+19.12%
Volatility+19.80%
Sharpe Ratio0.86
Max Drawdown+26.26%

Holdings

Asset Allocation

Asset Class

Equity 95.0%Money Market 5.0%
Holdings Details
A concentrated Nasdaq 100 ETF portfolio with 95% US tech equity exposure and a 5% money market buffer for stability and liquidity.
AssetTypeAllocationTER
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
95.0%0.3%
CSH2.LSE
Amundi Smart Overnight Return UCITS ETF GBP Hedged AccLU1230136894
ETF
5.0%0.1%
Total100.0%0.29%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £70,216.73
Histogram of Monthly Returns
The portfolio had a positive return during 85 of the 134 months (63%)
Monthly Returns Heatmap
Best month: +13.1% • Worst month: -9.6% • Best year: 2023 (+46.0%) • Worst year: 2022 (-24.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.5%-1.2%-4.5%+13.1%+12.2%+0.6%-7.9%-----+10.3%
2025+3.2%-6.3%-9.6%-1.4%+8.6%+4.0%+7.3%-2.1%+5.2%+7.4%-2.5%-1.4%+10.9%
2024+2.3%+4.3%+1.8%-2.2%+1.5%+9.2%-4.0%-1.7%+1.1%+3.4%+5.9%+3.5%+27.4%
2023+8.4%+2.6%+5.5%-1.2%+8.8%+4.3%+2.4%+0.1%-1.0%-2.6%+6.3%+5.5%+46.0%
2022-9.1%-2.7%+7.1%-7.8%-4.6%-4.7%+10.2%+1.3%-4.7%-1.4%-3.7%-5.6%-24.3%
2021+0.4%-2.4%+3.2%+4.0%-2.7%+8.4%+1.7%+5.5%-2.2%+3.1%+5.9%+0.1%+27.4%
2020+3.6%-5.7%-0.3%+11.2%+5.9%+6.9%+0.7%+9.7%-1.8%-3.7%+6.0%+3.5%+40.4%
2019+4.9%+1.4%+5.4%+5.8%-4.4%+5.8%+8.1%-3.9%+0.2%-0.6%+4.2%+1.8%+31.9%
2018+2.0%+1.5%-6.4%+4.2%+8.3%+2.9%+1.6%+6.6%-0.6%-5.9%-1.4%-6.8%+4.7%
2017+1.6%+5.3%+1.6%-0.6%+4.2%-3.4%+2.8%+3.2%-3.6%+6.1%+0.3%+1.5%+19.9%
2016-5.9%+4.3%+2.0%-5.3%+4.5%+5.4%+9.9%+1.3%+3.2%+4.6%-1.5%+3.4%+27.7%
2015------3.8%+5.3%-4.3%-2.1%+10.5%+1.7%+1.0%+7.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.26% • The longest drawdown period lasted for 1 year and 7 months and was between November 2021 and July 2023. It reached a trough of -26.3%.

Detailed Metrics

Returns
Total Return
+602.17%
Annualized Return
+19.12%
Avg Monthly Return
+1.58%
Risk
Volatility (Annual)
+19.80%
Max Drawdown
+26.26%
Positive Months
63%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.86
Risk-free rate: 2.0%
Sortino Ratio
0.83
Downside risk adjusted
Return/Volatility
0.97
Calmar Ratio
0.73
Return/Max Drawdown
Ulcer Index
7.53
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£70,216.73
Backtest Period
2015-06-10 to 2026-07-31
11.1 years
Rebalancing
monthly
Base Currency
GBP
us cash | +19.1% CAGR | ETF Backtest