Backtesting

Fidelity Fund Portfolio

This note preserves the original backtesting page as a portfolio post.

Hypothesis

Hold HKD 20,000 in each of the 50 Fidelity funds in the fund dataset. The portfolio is equal-weight, buy-and-hold, and assumes no fees. The simulation period is 2023-01-02 to 2025-11-25, with 100 Monte Carlo simulations and a fixed random seed of 42.

The benchmark is an MSCI World proxy with a 9.0% annual return assumption and 15.0% annual standard deviation. The risk-free rate is 4.5%, and USD/HKD is held at 7.8.

Portfolio Result

MetricPortfolioBenchmark
Initial valueHKD 1,000,000HKD 1,000,000
Final valueHKD 1,265,001HKD 1,297,144
Net profit / loss+HKD 265,001+HKD 297,144
Total return+26.50%+29.71%
Annualised return+8.15%+9.06%
Volatility, annualised2.38%14.98%
Maximum drawdown-1.58%-19.89%
Sharpe ratio1.4260.358

The portfolio produced a lower annualised return than the benchmark, so annualised alpha was -0.91%. The trade-off was much lower simulated volatility and drawdown because the equal-weight portfolio combines many funds with different risk profiles.

Confidence Range

The median portfolio path ended at HKD 1,265,001. Across the Monte Carlo runs, the 5th to 95th percentile final-value range was approximately HKD 1,171,068 to HKD 1,362,869.

Strongest Fund Contributors by Sharpe Ratio

FundAnnualised returnVolatilityMax drawdownSharpe
Japan Value Fund29.04%19.11%-18.17%1.192
Iberia Fund13.90%12.61%-13.40%0.760
Euro 50 Index Fund15.99%16.97%-17.85%0.702
Japan Equity ESG Fund17.24%18.92%-20.04%0.692
Global Dividend Fund12.11%12.46%-15.26%0.635

Methodology

The backtest uses historical annualised return and volatility inputs from data/fund_metrics.json, then simulates daily price paths via Geometric Brownian Motion. Main portfolio path and metrics represent the median outcome across simulations. The source data was generated on 2026-05-11.

This is a modelled hypothesis, not a forecast. It does not include fees, taxes, FX slippage, transaction costs, fund liquidity, or behavioural rebalancing.

Fidelity Portfolio Backtesting Monte Carlo