Optimize
Monthly Rebalancing
USD
Low Risk
Multi-currency
6.8yr backtest

Performance Summary

Total Return+98.64%
Annualized Return+10.65%
Volatility+8.07%
Sharpe Ratio1.07
Max Drawdown+15.50%

Holdings

Asset Allocation

Asset Class

Bonds 48.0%Equity 40.0%Precious Metals 12.0%
Holdings Details
Diversified ETF portfolio blending US tech, global stocks, bonds, and gold for balanced exposure across major asset classes.
AssetTypeAllocationTER
IB01.LSE
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)IE00BGSF1X88
ETF
36.0%0.07%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
20.0%0.3%
VWRA.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
20.0%0.19%
AGGU.LSE
iShares Core Global Aggregate Bond UCITS ETF USD Hedged (Acc)IE00BZ043R46
ETF
12.0%0.1%
SGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
12.0%0.12%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $19,863.63
Histogram of Monthly Returns
The portfolio had a positive return during 57 of the 83 months (69%)
Monthly Returns Heatmap
Best month: +5.6% • Worst month: -4.5% • Best year: 2023 (+19.0%) • Worst year: 2022 (-11.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+0.6%-4.3%+5.5%+2.2%-------+6.6%
2025+2.3%-1.1%-1.0%+1.4%+3.2%+2.5%+1.2%+1.1%+3.2%+2.3%+0.4%+0.8%+17.4%
2024+0.6%+1.5%+2.3%-0.9%+1.8%+2.7%+0.6%+1.1%+2.0%+0.1%+1.6%-0.2%+14.1%
2023+4.5%-1.2%+3.7%+0.7%+1.4%+2.3%+1.9%-0.7%-2.4%-0.3%+4.8%+3.1%+19.0%
2022-3.5%-0.5%+1.7%-4.5%-1.6%-3.8%+3.6%-1.9%-4.1%+0.9%+2.7%-1.1%-11.7%
2021-0.1%-0.7%+0.5%+2.6%+0.9%+0.6%+1.3%+1.2%-2.1%+2.4%+0.1%+1.3%+8.3%
2020+1.3%-3.0%-3.1%+5.6%+1.9%+2.5%+3.9%+3.3%-1.8%-1.3%+3.7%+3.0%+16.8%
2019-------0.2%-0.1%+0.3%+1.7%+1.1%+1.8%+4.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.50% • The longest drawdown period lasted for 1 year and 7 months and was between November 2021 and July 2023. It reached a trough of -15.5%.

Detailed Metrics

Returns
Total Return
+98.64%
Annualized Return
+10.65%
Avg Monthly Return
+0.85%
Risk
Volatility (Annual)
+8.07%
Max Drawdown
+15.50%
Positive Months
69%
Average Drawdown
-3.2%
Risk-Adjusted
Sharpe Ratio
1.07
Risk-free rate: 2.0%
Sortino Ratio
1.00
Downside risk adjusted
Return/Volatility
1.32
Calmar Ratio
0.69
Return/Max Drawdown
Ulcer Index
4.53
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$19,863.63
Backtest Period
2019-07-26 to 2026-05-08
6.8 years
Rebalancing
monthly
Base Currency
USD
JS B-core | +10.7% CAGR | ETF Backtest