Optimize
None Rebalancing
USD
Low Risk
6.9yr backtest

Performance Summary

Total Return+48.71%
Annualized Return+5.92%
Volatility+5.29%
Sharpe Ratio0.74
Max Drawdown+10.37%

Holdings

Asset Allocation

Asset Class

Bonds 74.1%Equity 25.9%
Holdings Details
A diversified ETF portfolio blending 74% US Treasury bonds and 26% global equities for stable, long-term growth.
AssetTypeAllocationTER
IB01.LSE
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)IE00BGSF1X88
ETF
57.4%0.07%
VWRA.LSE
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
25.9%0.19%
CBU7.LSE
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)IE00B3VWN393
ETF
16.7%0.07%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $14,871.36
Histogram of Monthly Returns
The portfolio had a positive return during 55 of the 84 months (65%)
Monthly Returns Heatmap
Best month: +4.1% • Worst month: -3.1% • Best year: 2025 (+11.1%) • Worst year: 2022 (-7.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.0%+0.9%-3.1%+4.1%+2.3%-0.1%------+5.0%
2025+1.5%-0.4%-1.0%+0.6%+2.2%+2.0%+0.9%+1.1%+1.5%+1.2%+0.3%+0.8%+11.1%
2024+0.6%+1.1%+1.5%-1.0%+1.3%+1.6%+1.0%+1.0%+1.3%-0.8%+1.5%-0.5%+8.9%
2023+2.4%-0.9%+1.5%+0.8%-0.4%+1.9%+1.4%-0.6%-1.2%-0.9%+3.4%+2.3%+9.9%
2022-2.0%-0.7%+0.4%-2.7%-0.4%-2.7%+2.2%-1.2%-2.9%+1.2%+2.1%-0.3%-7.0%
2021-0.0%+0.4%+0.8%+1.4%+0.6%+0.3%+0.4%+0.7%-1.3%+1.2%-0.7%+1.2%+5.1%
2020+0.1%-2.2%-2.0%+2.3%+0.9%+1.0%+1.3%+1.8%-0.8%-0.8%+3.2%+1.4%+6.0%
2019-------0.1%-0.4%+0.6%+0.8%+0.8%+0.9%+2.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +10.37% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -10.4%.

Detailed Metrics

Returns
Total Return
+48.71%
Annualized Return
+5.92%
Avg Monthly Return
+0.48%
Risk
Volatility (Annual)
+5.29%
Max Drawdown
+10.37%
Positive Months
65%
Average Drawdown
-2.1%
Risk-Adjusted
Sharpe Ratio
0.74
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
1.12
Calmar Ratio
0.57
Return/Max Drawdown
Ulcer Index
2.97
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$14,871.36
Backtest Period
2019-07-26 to 2026-06-19
6.9 years
Rebalancing
none
Base Currency
USD
Step 2 | ETF Backtest