Portfolio Factsheet
Adaptive Balanced
A tactical, risk-managed portfolio — not a static mix. Each month it selects the most attractive risk-adjusted assets from a global cross-asset menu (equity, government & inflation-linked bonds, gold, commodities, managed-futures trend), inverse-vol weights them, and sizes the book to a ~10% volatility target — concentrating in what is working and de-risking into cash when little qualifies (so a meaningful cash weight in calm or stressed periods is by design). Long-only, walk-forward out-of-sample. Aims for a high Sharpe with far lower drawdown than equities — not to beat the S&P on raw return. IB Pro.
Final Value
£48,694
vs benchmark: £63,382
Annual Return
11.61%
vs benchmark: 15.30%
Volatility
11.1%
vs benchmark: 15.5%
Max Drawdown
-13.8%
vs benchmark: -25.5%
Equity Curve
This product uses US-listed ETFs available on IB Pro only. Returns are shown net of dealing/spread/FX costs but gross of UK tax — a higher-rate taxpayer would face dividend tax, CGT and interest tax that add ~80-150 bps/yr of further drag. See Methodology for full details.
Monthly Returns
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total |
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Performance Metrics
| Metric | Portfolio (IB Pro) | Benchmark |
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