Portfolio Factsheet
Adaptive Conservative
The same tactical engine dialled to a low ~7% volatility target for capital preservation. Each month it selects the most attractive risk-adjusted assets from the global cross-asset menu, inverse-vol weights them, and de-risks heavily into cash when little qualifies — so it often holds a large cash buffer. Long-only, walk-forward out-of-sample. Built for the highest risk-adjusted return (Sharpe) with the smallest drawdowns; expect a sizeable cash weight much of the time. IB Pro.
Final Value
£41,420
vs benchmark: £62,954
Annual Return
9.86%
vs benchmark: 15.96%
Volatility
8.1%
vs benchmark: 15.8%
Max Drawdown
-9.5%
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) | IB Pro | Benchmark |
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