HomePortfoliosModel 3:The Factor-Enhanced "All-Weather" Portfolio

Model 3:The Factor-Enhanced "All-Weather" Portfolio

Incorporates Small-Cap and Value tilts to capture long-term premiums while maintaining a global bond floor.

Optimize
Monthly Rebalancing
USD
Moderate Risk
2.1yr backtest

Performance Summary

Total Return+46.17%
Annualized Return+19.48%
Volatility+14.13%
Sharpe Ratio1.24
Max Drawdown+15.32%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio blending US, developed ex-US, and emerging markets equities for long-term growth with small-cap and value tilts.
AssetTypeAllocationTER
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
50.0%0.07%
EXUS.LSE
Xtrackers MSCI World ex USA UCITS ETF 1CIE0006WW1TQ4
ETF
30.0%0.15%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
20.0%0.18%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $14,617.37
Histogram of Monthly Returns
The portfolio had a positive return during 20 of the 26 months (77%)
Monthly Returns Heatmap
Best month: +10.4% • Worst month: -8.4% • Best year: 2025 (+24.7%) • Worst year: 2026 (+6.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.3%+2.1%-8.4%+10.4%--------+6.6%
2025+3.5%-1.5%-2.8%+1.0%+6.1%+4.8%+1.5%+2.2%+3.3%+2.6%+0.2%+1.8%+24.7%
2024--+2.3%-2.5%+2.6%+3.3%+1.3%+1.8%+2.9%-2.5%+2.5%-1.9%+9.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.32% • The longest drawdown period lasted for 2 months and was between February 2025 and May 2025. It reached a trough of -15.3%.

Detailed Metrics

Returns
Total Return
+46.17%
Annualized Return
+19.48%
Avg Monthly Return
+1.53%
Risk
Volatility (Annual)
+14.13%
Max Drawdown
+15.32%
Positive Months
77%
Average Drawdown
-2.1%
Risk-Adjusted
Sharpe Ratio
1.24
Risk-free rate: 2.0%
Sortino Ratio
1.23
Downside risk adjusted
Return/Volatility
1.38
Calmar Ratio
1.27
Return/Max Drawdown
Ulcer Index
2.82
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$14,617.37
Backtest Period
2024-03-06 to 2026-04-24
2.1 years
Rebalancing
monthly
Base Currency
USD
Model 3:The Factor-Enhanced "All-Weather" Portfolio