Home PortfoliosDenys Interactive Brokers Final Actual

Denys Interactive Brokers Final Actual

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None Rebalancing

USD

Moderate Risk

2.5yr backtest

Performance Summary

Total Return+57.50%

Annualized Return+20.12%

Volatility+13.94%

Sharpe Ratio1.30

Max Drawdown+16.36%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A globally diversified ETF portfolio with 65% US, 20% developed ex-US, and 15% emerging markets equity exposure for growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
CSPX.LSE iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087	IE00B5BMR087	Acc	ETF	65.0%	0.07%
EXUS.LSE Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4	IE0006WW1TQ4	Acc	ETF	20.0%	0.15%
EIMI.LSE iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	15.0%	0.18%
Total		Total			100.0%	0.10%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $15,749.62

Histogram of Monthly Returns

The portfolio had a positive return during 22 of the 30 months (73%)

Monthly Returns Heatmap

Best month: +11.2% • Worst month: -7.9% • Best year: 2025 (+22.1%) • Worst year: 2024 (+12.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.5%	+1.3%	-7.9%	+11.2%	+5.7%	-0.9%	-1.2%	+4.5%	-	-	-	-	+15.0%
2025	+3.3%	-2.3%	-3.7%	+0.5%	+6.4%	+4.9%	+2.1%	+1.9%	+3.3%	+2.7%	+0.1%	+1.5%	+22.1%
2024	-	-	+2.4%	-2.7%	+2.6%	+4.1%	+1.0%	+1.6%	+2.9%	-1.8%	+3.4%	-1.8%	+12.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +16.36% • The longest drawdown period lasted for 2 months and was between February 2025 and May 2025. It reached a trough of -16.4%.

Detailed Metrics

Returns

Total Return

+57.50%

Annualized Return

+20.12%

Avg Monthly Return

+1.58%

Risk

Volatility (Annual)

+13.94%

Max Drawdown

+16.36%

Positive Months

73%

Average Drawdown

-2.1%

Risk-Adjusted

Sharpe Ratio

1.30

Risk-free rate: 2.0%

Sortino Ratio

1.27

Downside risk adjusted

Return/Volatility

1.44

Calmar Ratio

1.23

Return/Max Drawdown

Ulcer Index

2.83

Drawdown depth & duration

Martin Ratio

0.06

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$15,749.62

Backtest Period

2024-03-06 to 2026-08-28
2.5 years

Rebalancing

none

Base Currency

USD