HomePortfoliosUS FLOATING MEGA CAP

US FLOATING MEGA CAP

Created byuser-jb4tpw
Monthly Rebalancing
GBP
Moderate Risk
Multi-currency
1.6yr backtest

Performance Summary

Total Return+22.71%
Annualized Return+13.34%
Volatility+16.15%
Sharpe Ratio0.70
Max Drawdown+23.21%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Other 25.0%
Holdings Details
A US equity ETF portfolio blending 75% mega-cap and 25% ex-mega-cap stocks for diversified market exposure and growth.
AssetTypeAllocationTER
MEGA.XETRA
Amundi MSCI USA Mega Cap UCITS ETF Acc • IE000YBGJ9I4
ETF
75.0%0.15%
XMGA.XETRA
Amundi MSCI USA Ex Mega Cap UCITS ETF Acc
ETF
25.0%-
Total100.0%0.11%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £12,270.71
Histogram of Monthly Returns
The portfolio had a positive return during 11 of the 21 months (52%)
Monthly Returns Heatmap
Best month: +9.1% • Worst month: -8.4% • Best year: 2025 (+10.9%) • Worst year: 2024 (+1.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.8%-0.1%-4.0%+9.1%+7.7%+0.1%-1.6%-----+9.0%
2025+4.1%-6.0%-8.4%-3.6%+6.9%+3.7%+7.6%-1.0%+4.5%+6.1%-1.0%-0.9%+10.9%
2024----------+0.6%+0.9%+1.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.21% • The longest drawdown period lasted for 7 months and was between January 2025 and September 2025. It reached a trough of -23.2%.

Detailed Metrics

Returns
Total Return
+22.71%
Annualized Return
+13.34%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+16.15%
Max Drawdown
+23.21%
Positive Months
52%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.70
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.83
Calmar Ratio
0.57
Return/Max Drawdown
Ulcer Index
6.82
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£12,270.71
Backtest Period
2024-11-27 to 2026-07-17
1.6 years
Rebalancing
monthly
Base Currency
GBP
US FLOATING MEGA CAP | +13.3% CAGR | ETF Backtest