Home Portfoliosgiov260426-2

giov260426-2

Created byuser-fub553

None Rebalancing

USD

Moderate Risk

Multi-currency

6.7yr backtest

Performance Summary

Total Return+126.24%

Annualized Return+12.86%

Volatility+18.22%

Sharpe Ratio0.60

Max Drawdown+33.46%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A 100% global stock ETF portfolio for diversified growth across developed and emerging markets worldwide.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	100.0%	0.19%
Total		Total			100.0%	0.19%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $22,623.58

Histogram of Monthly Returns

The portfolio had a positive return during 52 of the 82 months (63%)

Monthly Returns Heatmap

Best month: +12.6% • Worst month: -11.6% • Best year: 2025 (+23.8%) • Worst year: 2022 (-18.2%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.1%	+0.4%	-7.2%	+9.7%	-	-	-	-	-	-	-	-	+5.4%
2025	+4.7%	-2.2%	-3.6%	+0.5%	+6.6%	+5.1%	+2.8%	+0.5%	+3.4%	+2.9%	-0.2%	+1.7%	+23.8%
2024	+0.7%	+3.7%	+3.4%	-2.9%	+2.8%	+3.5%	+1.3%	+1.7%	+2.6%	-1.5%	+3.6%	-3.1%	+16.7%
2023	+6.6%	-2.6%	+2.7%	+1.6%	-0.7%	+5.7%	+3.4%	-2.3%	-3.9%	-3.4%	+8.8%	+5.2%	+21.9%
2022	-5.3%	-2.2%	+2.6%	-6.9%	-1.5%	-8.2%	+6.5%	-3.3%	-8.3%	+4.4%	+6.9%	-3.0%	-18.2%
2021	-0.3%	+2.4%	+2.7%	+4.0%	+1.3%	+1.5%	+0.9%	+2.4%	-3.8%	+4.3%	-1.7%	+3.7%	+18.4%
2020	-2.2%	-8.5%	-11.6%	+9.6%	+3.1%	+4.0%	+5.3%	+5.9%	-2.3%	-2.5%	+12.6%	+4.1%	+15.6%
2019	-	-	-	-	-	-	-0.4%	-2.0%	+2.1%	+2.3%	+2.7%	+4.0%	+8.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +33.46% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -26.1%.

Detailed Metrics

Returns

Total Return

+126.24%

Annualized Return

+12.86%

Avg Monthly Return

+1.10%

Risk

Volatility (Annual)

+18.22%

Max Drawdown

+33.46%

Positive Months

63%

Average Drawdown

-6.3%

Risk-Adjusted

Sharpe Ratio

0.60

Risk-free rate: 2.0%

Sortino Ratio

0.56

Downside risk adjusted

Return/Volatility

0.71

Calmar Ratio

0.38

Return/Max Drawdown

Ulcer Index

8.62

Drawdown depth & duration

Martin Ratio

0.01

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$22,623.58

Backtest Period

2019-07-25 to 2026-04-24
6.7 years

Rebalancing

none

Base Currency

USD