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US Quarterly Profit Take

Created byuser-jb4tpw
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Monthly Rebalancing
GBP
Moderate Risk
2.0yr backtest

Performance Summary

Total Return+30.14%
Annualized Return+13.95%
Volatility+10.27%
Sharpe Ratio1.16
Max Drawdown+15.48%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Money Market 30.0%
Holdings Details
Diversified ETF portfolio blending 70% US equity exposure with 30% money market stability for a balanced core investment strategy.
AssetTypeAllocationTER
USEE.LSE
iShares US Equity Enhanced Active UCITS ETF USD (Acc) • IE0009VWHAE6
ETF
70.0%0.2%
CSH2.LSE
Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc • LU1230136894
ETF
30.0%0.1%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £13,014.15
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 26 months (54%)
Monthly Returns Heatmap
Best month: +6.2% • Worst month: -5.8% • Best year: 2026 (+10.7%) • Worst year: 2024 (+7.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.1%+0.9%-2.7%+6.2%+4.8%+0.7%-1.4%+3.1%----+10.7%
2025+3.0%-3.6%-5.8%-2.3%+4.6%+2.3%+5.1%-0.4%+2.9%+4.4%-0.6%-0.2%+9.1%
2024------+0.0%-0.6%+0.7%+2.9%+5.0%-0.2%+7.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.48% • The longest drawdown period lasted for 7 months and was between January 2025 and September 2025. It reached a trough of -15.5%.

Detailed Metrics

Returns
Total Return
+30.14%
Annualized Return
+13.95%
Avg Monthly Return
+1.06%
Risk
Volatility (Annual)
+10.27%
Max Drawdown
+15.48%
Positive Months
54%
Average Drawdown
-2.7%
Risk-Adjusted
Sharpe Ratio
1.16
Risk-free rate: 2.0%
Sortino Ratio
1.10
Downside risk adjusted
Return/Volatility
1.36
Calmar Ratio
0.90
Return/Max Drawdown
Ulcer Index
3.92
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£13,014.15
Backtest Period
2024-07-31 to 2026-08-07
2.0 years
Rebalancing
monthly
Base Currency
GBP