Portfolio Factsheet
Growth
Momentum, toned down. Holds 60% in the momentum winners sleeve (the 10 best-performing global equity names by trailing 12-month return), 25% in a money-market sleeve and 15% in gold, monthly rebalanced. Keeps momentum's strong risk-adjusted return while cutting volatility and drawdown — it beats the S&P 500 on return AND on risk (higher Sharpe, smaller drawdown). Long-only, walk-forward out-of-sample, built nightly. IB Pro.
Final Value
£83,612
vs benchmark: £61,856
Annual Return
19.79%
vs benchmark: 15.31%
Volatility
19.2%
vs benchmark: 15.7%
Max Drawdown
-27.3%
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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