HomePortfoliosDiversified-Growth-55%-EEUU-Moderate-Risk

Diversified-Growth-55%-EEUU-Moderate-Risk

Created byuser-q81ecy
Optimize
Monthly Rebalancing
USD
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+112.01%
Annualized Return+11.78%
Volatility+14.49%
Sharpe Ratio0.68
Max Drawdown+26.52%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
A diversified, moderate-risk ETF portfolio targeting 55% growth with global stocks, US tech, emerging markets, and hedged bonds.
AssetTypeAllocationTER
VWRA.LSE
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
50.0%0.19%
AGGU.LSE
iShares Core Global Aggregate Bond UCITS ETF USD Hedged (Acc) • IE00BZ043R46
ETF
20.0%0.1%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19
ETF
20.0%0.3%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66
ETF
10.0%0.18%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $21,200.65
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 82 months (66%)
Monthly Returns Heatmap
Best month: +9.9% • Worst month: -8.2% • Best year: 2023 (+24.1%) • Worst year: 2022 (-20.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+0.9%-6.7%+9.9%--------+5.7%
2025+2.5%-2.1%-3.4%+1.0%+5.6%+4.4%+1.9%+1.3%+3.4%+2.9%-0.5%+1.1%+19.2%
2024+0.5%+2.7%+2.6%-2.4%+2.4%+4.1%+0.6%+1.2%+2.7%-1.6%+2.8%-0.8%+15.5%
2023+6.8%-2.0%+3.7%+0.9%+0.7%+4.9%+3.1%-2.1%-3.5%-2.9%+8.3%+5.0%+24.1%
2022-5.2%-2.1%+1.9%-7.2%-1.8%-6.8%+6.0%-2.7%-7.7%+2.1%+4.9%-2.4%-20.0%
2021+0.4%+0.7%+1.6%+3.5%+0.9%+1.9%+0.6%+2.1%-3.2%+3.4%-0.9%+2.5%+14.1%
2020+0.0%-6.5%-8.2%+8.6%+2.8%+4.2%+5.0%+5.9%-2.6%-2.0%+9.0%+4.5%+20.8%
2019-------0.4%-2.5%+1.7%+2.4%+2.4%+2.9%+6.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.52% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -25.5%.

Detailed Metrics

Returns
Total Return
+112.01%
Annualized Return
+11.78%
Avg Monthly Return
+0.99%
Risk
Volatility (Annual)
+14.49%
Max Drawdown
+26.52%
Positive Months
66%
Average Drawdown
-6.1%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.64
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.44
Return/Max Drawdown
Ulcer Index
8.37
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$21,200.65
Backtest Period
2019-07-26 to 2026-04-24
6.7 years
Rebalancing
monthly
Base Currency
USD
Diversified-Growth-55%-EEUU-Moderate-Risk | ETF Backtest