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Min Max DD at 9% CAGR

Minimo DD maximo com 9% de CAGR

Created byuser-2wo2rl
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None Rebalancing
USD
Moderate Risk
7.2yr backtest

Performance Summary

Total Return+111.36%
Annualized Return+11.01%
Volatility+10.74%
Sharpe Ratio0.84
Max Drawdown+23.27%

Holdings

Asset Allocation

Asset Class

Equity 59.0%Bonds 31.0%Precious Metals 10.0%
Holdings Details
Explore a diversified ETF portfolio designed to minimize drawdowns while targeting a 9% CAGR, blending quality stocks, bonds, and inflation hedges.
AssetTypeAllocationTER
IUQA.LSE
iShares Edge MSCI USA Quality Factor UCITS ETF • IE00BD1F4L37
ETF
30.0%0.2%
IB01.LSE
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) • IE00BGSF1X88
ETF
15.0%0.07%
TIP5.LSE
iShares USD TIPS 0-5 UCITS ETF USD (Dist) • IE00BDQYWQ65
ETF
11.0%0.1%
IGLN.LSE
iShares Physical Gold ETC • IE00B4ND3602
ETF
10.0%0.12%
IFSW.LSE
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) • IE00BZ0PKT83
ETF
7.0%0.3%
SXLU.LSE
State Street SPDR S&P U.S. Utilities Select Sector UCITS ETF USD • IE00BWBXMB69
ETF
5.0%0.15%
SDHA.LSE
iShares USD Short Duration High Yield Corporate Bond UCITS ETF USD (Acc) • IE00BZ17CN18
ETF
5.0%0.45%
XGID.LSE
Xtrackers S&P Global Infrastructure Swap UCITS ETF 1C • LU0322253229
ETF
5.0%0.6%
SXLE.LSE
State Street SPDR S&P U.S. Energy Select Sector UCITS ETF USD • IE00BWBXM492
ETF
3.0%0.15%
VEA.US
Vanguard FTSE Developed Markets Index Fund ETF Shares • US9219438580
ETF
3.0%0.05%
IUFS.LSE
iShares S&P 500 Financials Sector UCITS ETF (Acc) • IE00B4JNQZ49
ETF
3.0%0.15%
IUHC.LSE
iShares S&P 500 Health Care Sector UCITS ETF (Acc) • IE00B43HR379
ETF
3.0%0.15%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $21,135.83
Histogram of Monthly Returns
The portfolio had a positive return during 58 of the 87 months (67%)
Monthly Returns Heatmap
Best month: +6.1% • Worst month: -6.7% • Best year: 2025 (+19.1%) • Worst year: 2022 (-8.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.6%+2.7%-5.8%+4.5%--------+4.7%
2025+3.7%-1.1%-1.0%+0.4%+2.8%+2.1%+1.3%+2.0%+3.0%+1.6%+1.9%+1.0%+19.1%
2024+1.1%+2.7%+3.5%-1.5%+2.3%+2.2%+1.6%+2.2%+1.9%-0.1%+2.7%-3.0%+16.5%
2023+3.7%-2.0%+2.3%+1.5%-1.5%+3.4%+2.9%-0.8%-3.1%-1.1%+5.3%+3.5%+14.7%
2022-4.1%-0.1%+3.7%-4.4%-0.6%-6.2%+4.4%-2.0%-5.9%+4.2%+3.6%-0.8%-8.6%
2021-0.5%+0.8%+2.9%+3.2%+1.8%+0.2%+2.0%+1.7%-3.0%+3.5%-0.8%+2.8%+15.4%
2020+0.3%-6.1%-6.7%+6.1%+2.6%+0.5%+4.1%+3.3%-2.0%-1.5%+5.8%+2.9%+8.5%
2019--0.2%+0.9%+1.5%-2.8%+4.5%+1.2%-0.9%+1.1%+1.3%+1.8%+2.2%+10.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.27% • The longest drawdown period lasted for 1 year and 6 months and was between December 2021 and July 2023. It reached a trough of -15.4%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (14.0% of total allocation)

Total Dividends Received

$399.05

42 payments

Dividend Yield

0.40%

(annualized)

Avg Per Payment

$9.50

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026$0.99
2025$98.99
2024$102.83
2023$75.85
2022$14.05
2021$17.32
2020$42.60
2019$46.43
Total$399.05

Detailed Metrics

Returns
Total Return
+111.36%
Annualized Return
+11.01%
Avg Monthly Return
+0.90%
Risk
Volatility (Annual)
+10.74%
Max Drawdown
+23.27%
Positive Months
67%
Average Drawdown
-3.2%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.78
Downside risk adjusted
Return/Volatility
1.03
Calmar Ratio
0.47
Return/Max Drawdown
Ulcer Index
4.50
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$21,135.83
Backtest Period
2019-02-22 to 2026-04-24
7.2 years
Rebalancing
none
Base Currency
USD