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Alph_1

Moderate Growth with hedge thus using both growth engines and shock absorvers

Created byuser-uykmrd
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Annual Rebalancing
USD
Low Risk
2.5yr backtest

Performance Summary

Total Return+72.38%
Annualized Return+23.93%
Volatility+9.49%
Sharpe Ratio2.31
Max Drawdown+8.59%

Holdings

Asset Allocation

Asset Class

Equity 55.0%Bonds 35.0%Precious Metals 10.0%
Holdings Details
Alph_1: A diversified ETF portfolio blending global stocks, bonds, gold, and AI for moderate growth with built-in shock absorbers.
AssetTypeAllocationTER
IBTA.LSE
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) • IE00BYXPSP02
ETF
20.0%0.07%
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59
ETF
20.0%0.25%
VDPA.LSE
Vanguard USD Corporate Bond UCITS ETF Accumulating • IE00BGYWFK87
ETF
15.0%0.07%
SPYL.LSE
SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718
ETF
15.0%0.03%
XAID.LSE
Xtrackers Artificial Intelligence & Big Data UCITS ETF 1C • IE00BGV5VN51
ETF
10.0%0.35%
XMME.LSE
Xtrackers MSCI Emerging Markets UCITS ETF 1C • IE00BTJRMP35
ETF
10.0%0.18%
IGLN.LSE
iShares Physical Gold ETC • IE00B4ND3602
ETF
10.0%0.12%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $17,237.87
Histogram of Monthly Returns
The portfolio had a positive return during 25 of the 32 months (78%)
Monthly Returns Heatmap
Best month: +8.2% • Worst month: -6.5% • Best year: 2025 (+25.7%) • Worst year: 2023 (+10.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.1%+1.8%-6.5%+8.2%+3.3%-------+10.8%
2025+3.1%-0.1%-0.4%+1.1%+3.2%+3.6%+0.9%+2.3%+4.1%+2.8%+0.8%+1.9%+25.7%
2024+0.4%+1.4%+3.4%-1.8%+1.6%+2.4%+1.5%+1.2%+2.6%-1.0%+1.6%-1.6%+12.2%
2023---------+0.0%+6.3%+3.8%+10.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +8.59% • The longest drawdown period lasted for 2 months and was between February 2025 and May 2025. It reached a trough of -8.6%.

Detailed Metrics

Returns
Total Return
+72.38%
Annualized Return
+23.93%
Avg Monthly Return
+1.75%
Risk
Volatility (Annual)
+9.49%
Max Drawdown
+8.59%
Positive Months
78%
Average Drawdown
-1.2%
Risk-Adjusted
Sharpe Ratio
2.31
Risk-free rate: 2.0%
Sortino Ratio
2.26
Downside risk adjusted
Return/Volatility
2.52
Calmar Ratio
2.79
Return/Max Drawdown
Ulcer Index
1.57
Drawdown depth & duration
Martin Ratio
0.14
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$17,237.87
Backtest Period
2023-10-31 to 2026-05-15
2.5 years
Rebalancing
annual
Base Currency
USD