HomePortfoliosUS FLOATING MEGA CAP

US FLOATING MEGA CAP

Created byuser-jb4tpw
Monthly Rebalancing
GBP
Moderate Risk
Multi-currency
1.7yr backtest

Performance Summary

Total Return+30.20%
Annualized Return+16.88%
Volatility+16.91%
Sharpe Ratio0.88
Max Drawdown+23.83%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified US equity ETF portfolio blending 90% mega-cap and 10% ex-mega cap stocks for targeted large-cap market exposure and growth.
AssetTypeAllocationTER
MEGA.XETRA
Amundi MSCI USA Mega Cap UCITS ETF Acc • IE000YBGJ9I4
ETF
90.0%0.15%
XMGA.XETRA
Amundi MSCI USA Ex Mega Cap UCITS ETF Acc • IE000XL4IXU1
ETF
10.0%0.15%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £13,019.81
Histogram of Monthly Returns
The portfolio had a positive return during 11 of the 22 months (50%)
Monthly Returns Heatmap
Best month: +10.0% • Worst month: -8.9% • Best year: 2026 (+13.1%) • Worst year: 2024 (+3.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-2.0%-0.9%-4.0%+10.0%+8.6%-0.5%-2.6%+4.8%----+13.1%
2025+3.6%-6.5%-8.9%-3.4%+7.3%+4.0%+8.1%-1.0%+5.1%+6.8%-1.3%-1.0%+11.7%
2024----------+0.7%+2.3%+3.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.83% • The longest drawdown period lasted for 7 months and was between January 2025 and September 2025. It reached a trough of -23.8%.

Detailed Metrics

Returns
Total Return
+30.20%
Annualized Return
+16.88%
Avg Monthly Return
+1.33%
Risk
Volatility (Annual)
+16.91%
Max Drawdown
+23.83%
Positive Months
50%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.88
Risk-free rate: 2.0%
Sortino Ratio
0.86
Downside risk adjusted
Return/Volatility
1.00
Calmar Ratio
0.71
Return/Max Drawdown
Ulcer Index
7.11
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£13,019.81
Backtest Period
2024-11-27 to 2026-08-07
1.7 years
Rebalancing
monthly
Base Currency
GBP