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Concentrate-Grow-87%-EEUU-Moderate-Risk

Created byuser-q81ecy
Optimize
Monthly Rebalancing
USD
Moderate Risk
8.4yr backtest

Performance Summary

Total Return+183.90%
Annualized Return+13.20%
Volatility+14.61%
Sharpe Ratio0.77
Max Drawdown+26.66%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
A diversified ETF portfolio with 80% US stocks and 20% global bonds for moderate-risk, long-term growth.
AssetTypeAllocationTER
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087
ETF
55.0%0.07%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19
ETF
25.0%0.3%
AGGU.LSE
iShares Core Global Aggregate Bond UCITS ETF USD Hedged (Acc) • IE00BZ043R46
ETF
20.0%0.1%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $28,389.51
Histogram of Monthly Returns
The portfolio had a positive return during 71 of the 102 months (70%)
Monthly Returns Heatmap
Best month: +10.3% • Worst month: -8.0% • Best year: 2023 (+29.3%) • Worst year: 2022 (-21.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.6%-0.9%-5.5%+10.3%--------+4.0%
2025+2.4%-3.2%-5.1%+0.2%+6.3%+4.6%+2.7%+0.7%+3.1%+3.1%-0.4%+0.6%+15.5%
2024+1.6%+3.1%+2.6%-3.0%+2.6%+5.5%+0.0%+1.1%+2.4%-0.4%+4.4%-0.5%+21.0%
2023+6.3%-1.0%+4.0%+1.2%+2.2%+5.3%+2.7%-1.0%-4.0%-2.7%+8.4%+5.2%+29.3%
2022-6.4%-2.1%+3.8%-8.0%-2.5%-6.9%+8.0%-2.9%-7.1%+3.5%+1.9%-3.3%-21.1%
2021+0.2%+1.2%+2.4%+4.4%+0.2%+2.7%+2.2%+2.8%-3.5%+4.7%+0.7%+2.6%+22.3%
2020+1.6%-7.0%-6.7%+9.8%+3.1%+3.1%+5.1%+6.9%-2.8%-2.5%+8.2%+3.7%+22.7%
2019+6.7%+2.7%+2.1%+3.4%-4.5%+5.4%+2.8%-2.1%+1.3%+2.0%+3.3%+2.3%+27.8%
2018+4.5%-1.7%-3.4%+1.5%+2.2%+1.0%+2.1%+3.2%+0.3%-6.0%+0.4%-6.1%-2.7%
2017----------+0.8%+1.7%+2.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.66% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and December 2023. It reached a trough of -24.7%.

Detailed Metrics

Returns
Total Return
+183.90%
Annualized Return
+13.20%
Avg Monthly Return
+1.10%
Risk
Volatility (Annual)
+14.61%
Max Drawdown
+26.66%
Positive Months
70%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.77
Risk-free rate: 2.0%
Sortino Ratio
0.71
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.50
Return/Max Drawdown
Ulcer Index
7.67
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$28,389.51
Backtest Period
2017-11-23 to 2026-04-24
8.4 years
Rebalancing
monthly
Base Currency
USD
Concentrate-Grow-87%-EEUU-Moderate-Risk | ETF Backtest