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open-model-conservative

Created byuser-q81ecy

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Monthly Rebalancing

USD

Moderate Risk

2.1yr backtest

Performance Summary

Total Return+47.96%

Annualized Return+20.16%

Volatility+14.35%

Sharpe Ratio1.27

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
CSPX.LSE iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087	IE00B5BMR087	Acc	ETF	40.0%	0.07%
EXUS.LSE Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4	IE0006WW1TQ4	Acc	ETF	30.0%	0.15%
EIMI.LSE iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	30.0%	0.18%
Total		Total			100.0%	0.13%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $14,796.06

Histogram of Monthly Returns

The portfolio had a positive return during 20 of the 26 months (77%)

Monthly Returns Heatmap

Best month: +10.8% • Worst month: -9.0% • Best year: 2025 (+26.2%) • Worst year: 2026 (+7.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+4.0%	+2.7%	-9.0%	+10.8%	-	-	-	-	-	-	-	-	+7.7%
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

+47.96%

Annualized Return

+20.16%

Avg Monthly Return

+1.58%

Risk

Volatility (Annual)

+14.35%

Max Drawdown

+14.85%

Positive Months

77%

Average Drawdown

-2.2%

Risk-Adjusted

Sharpe Ratio

1.27

Risk-free rate: 2.0%

Sortino Ratio

1.25

Downside risk adjusted

Return/Volatility

1.40

Calmar Ratio

1.36

Return/Max Drawdown

Ulcer Index

2.85

Drawdown depth & duration

Martin Ratio

0.06

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$14,796.06

Backtest Period

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

Rebalancing

monthly

Base Currency

USD