HomePortfoliosDenys Interactive Brokers Final Actual

Denys Interactive Brokers Final Actual

Created byuser-lnjgx6
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None Rebalancing
USD
Moderate Risk
3.5yr backtest

Performance Summary

Total Return+140.94%
Annualized Return+28.32%
Volatility+15.66%
Sharpe Ratio1.68
Max Drawdown+18.11%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio focused on US large-cap, value stocks, and targeted technology sector exposure for growth.
AssetTypeAllocationTER
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087
ETF
40.0%0.07%
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59
ETF
35.0%0.25%
XNAS.LSE
Xtrackers Nasdaq 100 UCITS ETF 1C • IE00BMFKG444
ETF
20.0%0.2%
SMH.LSE
VanEck Semiconductor UCITS ETF • IE00BMC38736
ETF
5.0%0.35%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $24,094.09
Histogram of Monthly Returns
The portfolio had a positive return during 33 of the 44 months (75%)
Monthly Returns Heatmap
Best month: +16.1% • Worst month: -7.4% • Best year: 2023 (+32.2%) • Worst year: 2022 (+6.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.1%+0.5%-7.4%+16.1%+1.2%-------+13.8%
2025+3.3%-2.5%-4.7%+0.3%+7.5%+5.8%+2.2%+2.2%+4.2%+4.5%+0.2%+2.0%+27.1%
2024+1.6%+3.6%+4.0%-3.6%+3.3%+4.4%+0.3%+0.5%+2.3%-1.4%+3.7%-1.0%+18.7%
2023+7.6%-0.9%+3.3%+0.8%+1.9%+6.7%+3.8%-1.9%-3.6%-3.9%+9.4%+6.2%+32.2%
2022---------+4.4%+4.6%-2.8%+6.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.11% • The longest drawdown period lasted for 4 months and was between August 2023 and November 2023. It reached a trough of -9.6%.

Detailed Metrics

Returns
Total Return
+140.94%
Annualized Return
+28.32%
Avg Monthly Return
+2.10%
Risk
Volatility (Annual)
+15.66%
Max Drawdown
+18.11%
Positive Months
75%
Average Drawdown
-2.5%
Risk-Adjusted
Sharpe Ratio
1.68
Risk-free rate: 2.0%
Sortino Ratio
1.66
Downside risk adjusted
Return/Volatility
1.81
Calmar Ratio
1.56
Return/Max Drawdown
Ulcer Index
3.28
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$24,094.09
Backtest Period
2022-10-21 to 2026-05-01
3.5 years
Rebalancing
none
Base Currency
USD
Denys Interactive Brokers Final Actual | 1.68 Sharpe