xy

Created byuser-g388fx

Optimize

None Rebalancing

USD

Moderate Risk

9.4yr backtest

Performance Summary

Total Return+201.82%

Annualized Return+12.47%

Volatility+15.87%

Sharpe Ratio0.66

Max Drawdown+33.59%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global ETF portfolio with 50% US, 40% Asia-Pacific (including Japan), and 10% UK equity exposure for broad market growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XD9U.LSE Xtrackers MSCI USA UCITS ETF 1C • IE00BJ0KDR00	IE00BJ0KDR00	Acc	ETF	50.0%	0.03%
VDPX.LSE Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing • IE00B9F5YL18	IE00B9F5YL18	Dist	ETF	20.0%	0.15%
VDJP.LSE Vanguard FTSE Japan UCITS ETF (USD) Distributing • IE00B95PGT31	IE00B95PGT31	Dist	ETF	20.0%	0.1%
ISFU.LSE iShares Core FTSE 100 UCITS ETF GBP (Dist) • IE0005042456	IE0005042456	Dist	ETF	10.0%	0.07%
Total		Total			100.0%	0.07%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $30,182.21

Histogram of Monthly Returns

The portfolio had a positive return during 78 of the 114 months (68%)

Monthly Returns Heatmap

Best month: +12.1% • Worst month: -10.8% • Best year: 2017 (+24.7%) • Worst year: 2022 (-17.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.7%	+3.1%	-8.7%	+10.5%	-	-	-	-	-	-	-	-	+7.9%
2025	+3.6%	-2.8%	-3.8%	+1.0%	+6.3%	+4.8%	+2.2%	+2.2%	+2.8%	+3.5%	-0.3%	+1.7%	+22.9%
2024	+0.7%	+3.4%	+3.5%	-3.1%	+2.3%	+3.9%	+1.5%	+1.5%	+2.3%	-2.2%	+4.4%	-2.5%	+16.4%
2023	+6.7%	-2.6%	+2.5%	+1.3%	-0.7%	+5.9%	+3.6%	-2.6%	-3.6%	-3.6%	+8.6%	+5.8%	+22.2%
2022	-6.0%	-0.3%	+3.1%	-7.4%	-1.6%	-8.3%	+6.8%	-2.9%	-8.5%	+4.2%	+6.0%	-2.0%	-17.1%
2021	-0.0%	+2.4%	+2.5%	+3.5%	+1.4%	+0.8%	+1.1%	+2.0%	-2.9%	+3.4%	-2.1%	+3.8%	+16.7%
2020	-1.1%	-9.4%	-10.8%	+9.3%	+3.7%	+3.2%	+3.6%	+7.0%	-2.1%	-2.5%	+12.1%	+5.3%	+16.8%
2019	+7.5%	+2.8%	+0.8%	+2.6%	-5.2%	+5.8%	+1.1%	-3.7%	+3.1%	+2.4%	+2.9%	+2.6%	+24.5%
2018	+4.2%	-3.1%	-2.6%	+1.9%	+0.1%	-0.5%	+1.8%	+0.7%	+1.2%	-8.1%	+1.0%	-6.3%	-10.0%
2017	+2.4%	+3.5%	+1.0%	+1.0%	+1.7%	+0.8%	+2.5%	-0.1%	+1.8%	+3.1%	+2.1%	+2.5%	+24.7%
2016	-	-	-	-	-	-	-	-	-	-	+0.0%	+1.3%	+1.3%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +33.59% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -25.1%.

Dividend Income

Summary

This portfolio contains 3 distributing ETFs (50.0% of total allocation)

Total Dividends Received

$1,852.88

114 payments

Dividend Yield

1.16%

(annualized)

Avg Per Payment

$16.25

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

Year	Dividends	Yield	Payments
2026	$46.81	0.16%	3
2025	$246.69	0.99%	12
2024	$222.69	1.04%	12
2023	$213.93	1.21%	12
2022	$221.03	1.32%	12
2021	$213.60	1.17%	12
2020	$138.73	1.00%	12
2019	$186.05	1.44%	12
2018	$172.11	1.37%	12
2017	$159.91	1.41%	12
2016	$31.34	0.31%	3
Total	$1,852.88	1.16%	114

Detailed Metrics

Returns

Total Return

+201.82%

Annualized Return

+12.47%

Avg Monthly Return

+1.06%

Risk

Volatility (Annual)

+15.87%

Max Drawdown

+33.59%

Positive Months

68%

Average Drawdown

-5.5%

Risk-Adjusted

Sharpe Ratio

0.66

Risk-free rate: 2.0%

Sortino Ratio

0.61

Downside risk adjusted

Return/Volatility

0.79

Calmar Ratio

0.37

Return/Max Drawdown

Ulcer Index

7.53

Drawdown depth & duration

Martin Ratio

0.01

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$30,182.21

Backtest Period

2016-11-28 to 2026-04-24
9.4 years

Rebalancing

none

Base Currency

USD