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Finanzas con Luis Portafolio Youtube

Created byuser-lnjgx6
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None Rebalancing
USD
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+110.01%
Annualized Return+11.70%
Volatility+17.40%
Sharpe Ratio0.56
Max Drawdown+34.06%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global ETF portfolio with core all-world, quality factor, emerging markets, and small-cap allocations for balanced growth.
AssetTypeAllocationTER
VWRA.LSE
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
60.0%0.19%
IWQU.LSE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601
ETF
20.0%0.25%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66
ETF
10.0%0.18%
WSML.LSE
iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31
ETF
10.0%0.35%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $21,001.17
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 82 months (66%)
Monthly Returns Heatmap
Best month: +11.9% • Worst month: -11.6% • Best year: 2023 (+21.5%) • Worst year: 2022 (-18.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.2%+2.0%-8.2%+6.8%--------+3.2%
2025+3.5%-2.2%-3.5%+0.7%+5.9%+4.5%+1.7%+2.2%+3.2%+2.3%+0.3%+1.7%+21.4%
2024+0.4%+3.6%+3.4%-3.0%+3.1%+2.9%+1.6%+1.9%+2.4%-2.1%+3.4%-2.5%+15.8%
2023+6.8%-2.5%+2.3%+1.2%-1.3%+6.0%+3.9%-2.7%-4.1%-3.5%+9.0%+5.6%+21.5%
2022-5.8%-1.7%+2.3%-7.0%-1.8%-8.3%+6.2%-2.8%-8.6%+4.1%+6.5%-1.9%-18.5%
2021+0.2%+2.4%+2.5%+4.1%+1.7%+1.0%+0.5%+2.4%-3.8%+4.2%-2.4%+3.6%+17.2%
2020-1.3%-9.1%-11.6%+9.1%+3.6%+3.6%+4.9%+6.7%-2.8%-2.4%+11.9%+5.3%+16.2%
2019-------0.5%-3.5%+2.4%+2.6%+2.8%+3.5%+7.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.06% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -27.1%.

Detailed Metrics

Returns
Total Return
+110.01%
Annualized Return
+11.70%
Avg Monthly Return
+1.00%
Risk
Volatility (Annual)
+17.40%
Max Drawdown
+34.06%
Positive Months
66%
Average Drawdown
-6.8%
Risk-Adjusted
Sharpe Ratio
0.56
Risk-free rate: 2.0%
Sortino Ratio
0.53
Downside risk adjusted
Return/Volatility
0.67
Calmar Ratio
0.34
Return/Max Drawdown
Ulcer Index
9.19
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$21,001.17
Backtest Period
2019-07-26 to 2026-04-10
6.7 years
Rebalancing
none
Base Currency
USD
Finanzas con Luis Portafolio Youtube | ETF Backtest