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World vs US profit take

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

Performance Summary

Total Return+18.28%
Annualized Return+8.67%
Volatility+4.39%
Sharpe Ratio1.52
Max Drawdown+6.32%

Holdings

Asset Allocation

Asset Class

Money Market 70.0%Equity 30.0%
Holdings Details
A diversified ETF portfolio blending 70% money market stability with 30% active US equity growth for a balanced investment strategy.
AssetTypeAllocationTER
CSH2.LSE
Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc • LU1230136894
ETF
70.0%0.1%
USEE.LSE
iShares US Equity Enhanced Active UCITS ETF USD (Acc) • IE0009VWHAE6
ETF
30.0%0.2%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with £10,000 investment → now worth £11,827.59
Histogram of Monthly Returns
The portfolio had a positive return during 17 of the 26 months (65%)
Monthly Returns Heatmap
Best month: +2.9% • Worst month: -2.2% • Best year: 2025 (+6.6%) • Worst year: 2024 (+4.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.3%+0.5%-1.0%+2.9%+2.3%+0.5%-0.4%+1.4%----+6.0%
2025+1.5%-1.4%-2.2%-0.8%+2.2%+1.2%+2.4%+0.0%+1.4%+2.1%-0.1%+0.2%+6.6%
2024------+0.0%-0.0%+0.7%+1.4%+2.4%+0.1%+4.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +6.32% • The longest drawdown period lasted for 5 months and was between January 2025 and July 2025. It reached a trough of -6.3%.

Detailed Metrics

Returns
Total Return
+18.28%
Annualized Return
+8.67%
Avg Monthly Return
+0.66%
Risk
Volatility (Annual)
+4.39%
Max Drawdown
+6.32%
Positive Months
65%
Average Drawdown
-0.9%
Risk-Adjusted
Sharpe Ratio
1.52
Risk-free rate: 2.0%
Sortino Ratio
1.45
Downside risk adjusted
Return/Volatility
1.97
Calmar Ratio
1.37
Return/Max Drawdown
Ulcer Index
1.39
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
£10,000
Final Value
£11,827.59
Backtest Period
2024-07-31 to 2026-08-07
2.0 years
Rebalancing
monthly
Base Currency
GBP