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open-model-conservative

Created byuser-q81ecy
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Monthly Rebalancing
USD
Moderate Risk
2.2yr backtest

Performance Summary

Total Return+51.78%
Annualized Return+20.98%
Volatility+14.45%
Sharpe Ratio1.31
Max Drawdown+14.85%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity ETF portfolio with core allocations to the US, developed ex-US, and emerging markets for growth.
AssetTypeAllocationTER
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087
ETF
40.0%0.07%
EXUS.LSE
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
30.0%0.15%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66
ETF
30.0%0.18%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $15,177.53
Histogram of Monthly Returns
The portfolio had a positive return during 21 of the 27 months (78%)
Monthly Returns Heatmap
Best month: +11.2% • Worst month: -9.0% • Best year: 2025 (+26.2%) • Worst year: 2024 (+8.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.0%+2.7%-9.0%+11.2%+2.2%-------+10.5%
2025+3.3%-1.2%-2.1%+1.2%+5.9%+4.9%+1.3%+2.4%+3.6%+2.7%+0.0%+1.9%+26.2%
2024--+2.1%-2.1%+2.5%+3.1%+1.3%+1.7%+3.2%-3.0%+1.8%-1.9%+8.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.85% • The longest drawdown period lasted for 4 months and was between September 2024 and February 2025. It reached a trough of -6.0%.

Detailed Metrics

Returns
Total Return
+51.78%
Annualized Return
+20.98%
Avg Monthly Return
+1.62%
Risk
Volatility (Annual)
+14.45%
Max Drawdown
+14.85%
Positive Months
78%
Average Drawdown
-2.2%
Risk-Adjusted
Sharpe Ratio
1.31
Risk-free rate: 2.0%
Sortino Ratio
1.29
Downside risk adjusted
Return/Volatility
1.45
Calmar Ratio
1.41
Return/Max Drawdown
Ulcer Index
2.82
Drawdown depth & duration
Martin Ratio
0.07
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$15,177.53
Backtest Period
2024-03-06 to 2026-05-15
2.2 years
Rebalancing
monthly
Base Currency
USD