Portfolio Factsheet
Global Momentum
Ride the winners: each month, hold the 10 best-performing global equity names by trailing 12-month return, inverse-vol weighted. A diversified momentum basket — the 'what if you'd held the top performers' showcase, spread across ten names so the drawdown is far below a single-name bet. Long-only, walk-forward out-of-sample, currently-tradeable names only. High return with a strong Sharpe; expect a larger drawdown than the all-weather products. Built nightly (cached).
Final Value
£189,694
vs benchmark: £62,186
Annual Return
34.17%
vs benchmark: 15.97%
Volatility
30.3%
vs benchmark: 15.9%
Max Drawdown
-35.9%
vs benchmark: -25.5%
Equity Curve
HL Retail ISA is shown net of all costs and is genuinely tax-free. IB Pro is 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 | HL ISA | IB Pro | Benchmark |
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