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Browne usa

Browne us

Optimize
Quarterly Rebalancing
USD
Low Risk
Multi-currency
5.7yr backtest

Performance Summary

Total Return+90.80%
Annualized Return+12.01%
Volatility+8.13%
Sharpe Ratio1.23
Max Drawdown+12.01%

Holdings

Asset Allocation

Asset Class

Equity 33.4%Bonds 33.3%Precious Metals 33.3%
Holdings Details
Diversified ETF portfolio with equal 33% allocations to US stocks, short-term US Treasury bonds, and gold for balanced growth and stability.
AssetTypeAllocationTER
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
33.4%0.07%
VDST.LSE
Vanguard U.S. Treasury 0-1 Year Bond UCITS ETF (USD) AccumulatingIE00BLRPPV00
ETF
33.3%0.05%
CSGOLD.SW
iShares Gold (CH)CH0104136236
ETF
33.3%0.19%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $19,080.03
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 69 months (72%)
Monthly Returns Heatmap
Best month: +5.2% • Worst month: -6.2% • Best year: 2025 (+28.5%) • Worst year: 2022 (-6.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.2%+1.4%-6.2%+3.9%+1.1%-------+5.0%
2025+4.1%-0.6%+1.6%+1.8%+2.2%+2.0%+1.6%+1.5%+5.0%+2.5%+1.0%+2.7%+28.5%
2024+0.6%+1.5%+4.0%+0.3%+1.6%+1.9%+1.7%+1.8%+2.8%+1.5%+1.0%-1.5%+18.5%
2023+4.0%-2.3%+3.9%+1.0%+0.0%+1.4%+2.0%-0.6%-2.9%+1.5%+3.9%+2.3%+14.9%
2022-2.6%+1.4%+2.2%-3.0%-1.9%-3.3%+2.1%-2.0%-3.4%+1.3%+3.5%-0.0%-6.0%
2021-0.6%-1.3%+1.0%+2.9%+2.7%-1.7%+2.0%+0.8%-2.3%+2.3%+0.0%+2.1%+7.9%
2020---------1.1%-1.4%+1.9%+2.9%+2.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.01% • The longest drawdown period lasted for 1 year and 2 months and was between March 2022 and June 2023. It reached a trough of -12.0%.

Detailed Metrics

Returns
Total Return
+90.80%
Annualized Return
+12.01%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+8.13%
Max Drawdown
+12.01%
Positive Months
72%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
1.23
Risk-free rate: 2.0%
Sortino Ratio
1.20
Downside risk adjusted
Return/Volatility
1.48
Calmar Ratio
1.00
Return/Max Drawdown
Ulcer Index
3.25
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$19,080.03
Backtest Period
2020-09-10 to 2026-05-22
5.7 years
Rebalancing
quarterly
Base Currency
USD
Browne usa | +12.0% CAGR | ETF Backtest