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Di - Folio

Created byuser-q81ecy

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Monthly Rebalancing

USD

Moderate Risk

2.2yr backtest

Performance Summary

Total Return+51.76%

Annualized Return+20.98%

Volatility+15.32%

Sharpe Ratio1.24

Max Drawdown+18.58%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A diversified ETF portfolio focused on US & global equities, blending S&P 500, Nasdaq 100, and semiconductor 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	35.0%	0.07%
FUSA.LSE Fidelity US Quality Income UCITS ETF ACC-USD • IE00BYXVGY31	IE00BYXVGY31	Acc	ETF	30.0%	0.25%
XNAS.LSE Xtrackers Nasdaq 100 UCITS ETF 1C • IE00BMFKG444	IE00BMFKG444	Acc	ETF	20.0%	0.2%
EXUS.LSE Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4	IE0006WW1TQ4	Acc	ETF	10.0%	0.15%
SMH.LSE VanEck Semiconductor UCITS ETF • IE00BMC38736	IE00BMC38736	Acc	ETF	5.0%	0.35%
Total		Total			100.0%	0.17%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $15,175.58

Histogram of Monthly Returns

The portfolio had a positive return during 20 of the 27 months (74%)

Monthly Returns Heatmap

Best month: +12.6% • Worst month: -6.9% • Best year: 2025 (+20.6%) • Worst year: 2026 (+11.2%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.1%	-0.1%	-6.9%	+12.6%	+3.9%	-	-	-	-	-	-	-	+11.2%
2025	+2.7%	-3.1%	-5.3%	+0.1%	+7.6%	+5.3%	+2.8%	+1.5%	+3.5%	+3.4%	+0.1%	+1.1%	+20.6%
2024	-	-	+2.0%	-3.4%	+3.1%	+5.4%	+0.2%	+1.3%	+2.5%	-1.1%	+4.1%	-1.5%	+13.2%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +18.58% • The longest drawdown period lasted for 3 months and was between February 2025 and June 2025. It reached a trough of -18.6%.

Detailed Metrics

Returns

Total Return

+51.76%

Annualized Return

+20.98%

Avg Monthly Return

+1.63%

Risk

Volatility (Annual)

+15.32%

Max Drawdown

+18.58%

Positive Months

74%

Average Drawdown

-2.5%

Risk-Adjusted

Sharpe Ratio

1.24

Risk-free rate: 2.0%

Sortino Ratio

1.20

Downside risk adjusted

Return/Volatility

1.37

Calmar Ratio

1.13

Return/Max Drawdown

Ulcer Index

3.48

Drawdown depth & duration

Martin Ratio

0.05

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$15,175.58

Backtest Period

2024-03-06 to 2026-05-15
2.2 years

Rebalancing

monthly

Base Currency

USD