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Alph_ 2

Created byuser-uykmrd

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None Rebalancing

USD

Low Risk

2.1yr backtest

Performance Summary

Total Return+35.66%

Annualized Return+15.85%

Volatility+9.62%

Sharpe Ratio1.44

Max Drawdown+8.55%

Holdings

Asset Allocation

Asset Class

Equity 55.0%Bonds 35.0%Precious Metals 10.0%

Holdings Details

Diversified ETF portfolio blending global stocks, US treasuries, corporate bonds, AI tech, and gold for balanced growth across major markets and asset classes.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
IBTA.LSE iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) • IE00BYXPSP02	IE00BYXPSP02	Acc	ETF	20.0%	0.07%
EXUS.LSE Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4	IE0006WW1TQ4	Acc	ETF	15.0%	0.15%
VDPA.LSE Vanguard USD Corporate Bond UCITS ETF Accumulating • IE00BGYWFK87	IE00BGYWFK87	Acc	ETF	15.0%	0.07%
SPYL.LSE SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718	IE000XZSV718	Acc	ETF	15.0%	0.03%
XAID.LSE Xtrackers Artificial Intelligence & Big Data UCITS ETF 1C • IE00BGV5VN51	IE00BGV5VN51	Acc	ETF	10.0%	0.35%
XMME.LSE Xtrackers MSCI Emerging Markets UCITS ETF 1C • IE00BTJRMP35	IE00BTJRMP35	Acc	ETF	10.0%	0.18%
IGLN.LSE iShares Physical Gold ETC • IE00B4ND3602	IE00B4ND3602	Acc	ETF	10.0%	0.12%
MEUS.LSE Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753	LU0908500753	Acc	ETF	5.0%	0.07%
Total		Total			100.0%	0.12%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $13,566.14

Histogram of Monthly Returns

The portfolio had a positive return during 20 of the 26 months (77%)

Monthly Returns Heatmap

Best month: +4.5% • Worst month: -7.4% • Best year: 2025 (+24.9%) • Worst year: 2026 (+0.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+4.5%	+2.1%	-7.4%	+1.8%	-	-	-	-	-	-	-	-	+0.5%
2025	+3.3%	-0.3%	-0.3%	+1.9%	+3.4%	+3.3%	+0.7%	+1.9%	+4.0%	+2.4%	+0.5%	+1.7%	+24.9%
2024	-	-	+1.6%	-1.6%	+1.9%	+2.3%	+1.3%	+1.8%	+2.5%	-1.5%	+1.2%	-1.5%	+8.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +8.55% • The longest drawdown period lasted for 2 months and was between February 2025 and May 2025. It reached a trough of -8.5%.

Detailed Metrics

Returns

Total Return

+35.66%

Annualized Return

+15.85%

Avg Monthly Return

+1.21%

Risk

Volatility (Annual)

+9.62%

Max Drawdown

+8.55%

Positive Months

77%

Average Drawdown

-1.4%

Risk-Adjusted

Sharpe Ratio

1.44

Risk-free rate: 2.0%

Sortino Ratio

1.37

Downside risk adjusted

Return/Volatility

1.65

Calmar Ratio

1.85

Return/Max Drawdown

Ulcer Index

1.80

Drawdown depth & duration

Martin Ratio

0.08

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$13,566.14

Backtest Period

2024-03-06 to 2026-04-02
2.1 years

Rebalancing

none

Base Currency

USD