Home PortfoliosRusi Kiryazov

Rusi Kiryazov

Created byuser-bt2jz4

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None Rebalancing

EUR

Moderate Risk

3.0yr backtest

Performance Summary

Total Return+75.32%

Annualized Return+20.87%

Volatility+14.02%

Sharpe Ratio1.35

Max Drawdown+22.42%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A diversified global equity ETF portfolio focused on US and world markets with targeted allocations to space, semiconductors, and defense innovators.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VUAA.XETRA Vanguard S&P 500 UCITS ETF (USD) Accumulating • IE00BFMXXD54	IE00BFMXXD54	Acc	ETF	60.0%	0.07%
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	34.0%	0.19%
JEDI.XETRA VanEck Space Innovators UCITS ETF • IE000YU9K6K2	IE000YU9K6K2	Acc	ETF	2.0%	0.55%
VVSM.XETRA VanEck Semiconductor UCITS ETF • IE00BMC38736	IE00BMC38736	Acc	ETF	2.0%	0.35%
DFEN.XETRA VanEck Defense UCITS ETF A • IE000YYE6WK5	IE000YYE6WK5	Acc	ETF	2.0%	0.55%
Total		Total			100.0%	0.14%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €17,532.03

Histogram of Monthly Returns

The portfolio had a positive return during 23 of the 37 months (62%)

Monthly Returns Heatmap

Best month: +10.0% • Worst month: -8.1% • Best year: 2024 (+30.4%) • Worst year: 2023 (+7.4%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.8%	+0.1%	-4.2%	+10.0%	+8.0%	-1.2%	-	-	-	-	-	-	+14.5%
2025	+4.1%	-3.2%	-8.1%	-4.4%	+6.8%	+2.1%	+5.6%	-0.7%	+3.4%	+5.0%	-1.2%	+0.6%	+9.3%
2024	+3.5%	+4.4%	+3.7%	-2.0%	+1.4%	+6.1%	-0.1%	-0.6%	+1.7%	+2.1%	+8.1%	-0.8%	+30.4%
2023	-	-	-	-	-	+0.7%	+2.4%	-0.1%	-2.0%	-3.3%	+5.9%	+4.0%	+7.4%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +22.42% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -22.4%.

Detailed Metrics

Returns

Total Return

+75.32%

Annualized Return

+20.87%

Avg Monthly Return

+1.60%

Risk

Volatility (Annual)

+14.02%

Max Drawdown

+22.42%

Positive Months

62%

Average Drawdown

-3.3%

Risk-Adjusted

Sharpe Ratio

1.35

Risk-free rate: 2.0%

Sortino Ratio

1.24

Downside risk adjusted

Return/Volatility

1.49

Calmar Ratio

0.93

Return/Max Drawdown

Ulcer Index

4.61

Drawdown depth & duration

Martin Ratio

0.04

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€17,532.03

Backtest Period

2023-06-19 to 2026-06-05
3.0 years

Rebalancing

none

Base Currency

EUR