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Rusi Kiryazov

Created byuser-bt2jz4

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None Rebalancing

EUR

Moderate Risk

4.1yr backtest

Performance Summary

Total Return+106.50%

Annualized Return+19.41%

Volatility+15.30%

Sharpe Ratio1.14

Max Drawdown+23.89%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global equity portfolio with core US S&P 500 and All-World ETFs, plus targeted allocations to semiconductor and space innovation sectors.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VUAA.XETRA Vanguard S&P 500 UCITS ETF (USD) Accumulating • IE00BFMXXD54	IE00BFMXXD54	Acc	ETF	72.0%	0.07%
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	19.0%	0.19%
VVSM.XETRA VanEck Semiconductor UCITS ETF • IE00BMC38736	IE00BMC38736	Acc	ETF	6.0%	0.35%
JEDI.XETRA VanEck Space Innovators UCITS ETF • IE000YU9K6K2	IE000YU9K6K2	Acc	ETF	3.0%	0.55%
Total		Total			100.0%	0.12%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €20,650.36

Histogram of Monthly Returns

The portfolio had a positive return during 30 of the 50 months (60%)

Monthly Returns Heatmap

Best month: +12.7% • Worst month: -8.9% • Best year: 2024 (+31.4%) • Worst year: 2022 (-1.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.6%	-0.4%	-4.2%	+12.7%	+10.5%	+1.0%	-5.3%	-	-	-	-	-	+16.7%
2025	+4.0%	-3.8%	-8.9%	-5.0%	+7.3%	+2.9%	+5.9%	-0.7%	+3.7%	+6.0%	-1.3%	+0.9%	+9.9%
2024	+3.7%	+4.7%	+3.8%	-2.2%	+1.6%	+6.8%	-0.8%	-0.9%	+1.7%	+1.9%	+8.3%	-0.5%	+31.4%
2023	+5.1%	+0.9%	+0.6%	-0.6%	+5.0%	+3.9%	+2.3%	+0.0%	-2.3%	-3.5%	+6.3%	+4.6%	+24.0%
2022	-	-	-	-	-	-0.9%	+11.0%	-1.6%	-6.0%	+4.5%	-0.8%	-6.3%	-1.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +23.89% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -14.6%.

Detailed Metrics

Returns

Total Return

+106.50%

Annualized Return

+19.41%

Avg Monthly Return

+1.56%

Risk

Volatility (Annual)

+15.30%

Max Drawdown

+23.89%

Positive Months

60%

Average Drawdown

-4.8%

Risk-Adjusted

Sharpe Ratio

1.14

Risk-free rate: 2.0%

Sortino Ratio

1.08

Downside risk adjusted

Return/Volatility

1.27

Calmar Ratio

0.81

Return/Max Drawdown

Ulcer Index

6.09

Drawdown depth & duration

Martin Ratio

0.03

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€20,650.36

Backtest Period

2022-06-29 to 2026-07-31
4.1 years

Rebalancing

none

Base Currency

EUR