Home PortfoliosModel 3:The Factor-Enhanced "All-Weather" Portfolio - Balanced

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

Created byuser-q81ecy

Optimize

Monthly Rebalancing

USD

Moderate Risk

2.1yr backtest

Performance Summary

Total Return+53.87%

Annualized Return+22.39%

Volatility+15.31%

Sharpe Ratio1.33

Max Drawdown+15.47%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified ETF portfolio focused on global equity growth with heavy emphasis on emerging markets and US stocks.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
EIMI.LSE iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	60.8%	0.18%
CSPX.LSE iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087	IE00B5BMR087	Acc	ETF	34.2%	0.07%
EXUS.LSE Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4	IE0006WW1TQ4	Acc	ETF	5.0%	0.15%
Total		Total			100.0%	0.14%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $15,387.42

Histogram of Monthly Returns

The portfolio had a positive return during 19 of the 26 months (73%)

Monthly Returns Heatmap

Best month: +13.1% • Worst month: -9.8% • Best year: 2025 (+27.0%) • Worst year: 2024 (+9.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+5.3%	+3.1%	-9.8%	+13.1%	-	-	-	-	-	-	-	-	+10.8%
2025	+2.4%	-1.6%	-1.4%	+0.4%	+5.6%	+6.1%	+1.9%	+2.0%	+4.8%	+3.3%	-0.7%	+1.7%	+27.0%
2024	-	-	+1.6%	-1.0%	+1.6%	+4.3%	+0.8%	+1.0%	+4.6%	-2.9%	+0.7%	-1.5%	+9.3%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +15.47% • The longest drawdown period lasted for 4 months and was between October 2024 and February 2025. It reached a trough of -7.4%.

Detailed Metrics

Returns

Total Return

+53.87%

Annualized Return

+22.39%

Avg Monthly Return

+1.75%

Risk

Volatility (Annual)

+15.31%

Max Drawdown

+15.47%

Positive Months

73%

Average Drawdown

-2.6%

Risk-Adjusted

Sharpe Ratio

1.33

Risk-free rate: 2.0%

Sortino Ratio

1.34

Downside risk adjusted

Return/Volatility

1.46

Calmar Ratio

1.45

Return/Max Drawdown

Ulcer Index

3.25

Drawdown depth & duration

Martin Ratio

0.06

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$15,387.42

Backtest Period

2024-03-06 to 2026-04-24
2.1 years

Rebalancing

monthly

Base Currency

USD