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Tech-diversification-last

Created byuser-q81ecy

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Monthly Rebalancing

USD

Moderate Risk

3.5yr backtest

Performance Summary

Total Return+136.80%

Annualized Return+27.69%

Volatility+15.27%

Sharpe Ratio1.68

Max Drawdown+17.50%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global equity ETF portfolio blending US S&P 500, Nasdaq tech, and worldwide value stocks for targeted 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%
IWVL.LSE iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59	IE00BP3QZB59	Acc	ETF	35.0%	0.25%
XNAS.LSE Xtrackers Nasdaq 100 UCITS ETF 1C • IE00BMFKG444	IE00BMFKG444	Acc	ETF	20.0%	0.2%
SMH.LSE VanEck Semiconductor UCITS ETF • IE00BMC38736	IE00BMC38736	Acc	ETF	5.0%	0.35%
Total		Total			100.0%	0.17%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $23,680.01

Histogram of Monthly Returns

The portfolio had a positive return during 33 of the 44 months (75%)

Monthly Returns Heatmap

Best month: +14.9% • Worst month: -7.3% • Best year: 2023 (+32.0%) • Worst year: 2022 (+6.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+3.6%	+0.6%	-7.3%	+14.9%	+1.2%	-	-	-	-	-	-	-	+12.4%
2025	+3.4%	-2.1%	-4.4%	+0.3%	+7.2%	+5.5%	+2.1%	+2.5%	+3.9%	+4.1%	+0.4%	+2.0%	+27.3%
2024	+1.5%	+3.4%	+4.0%	-3.6%	+3.1%	+4.0%	+0.7%	+0.6%	+2.3%	-1.4%	+3.7%	-1.2%	+18.3%
2023	+7.6%	-0.8%	+3.3%	+0.9%	+1.7%	+6.7%	+3.8%	-1.8%	-3.6%	-3.9%	+9.2%	+6.0%	+32.0%
2022	-	-	-	-	-	-	-	-	-	+4.4%	+4.6%	-2.9%	+6.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +17.50% • The longest drawdown period lasted for 4 months and was between August 2023 and November 2023. It reached a trough of -9.5%.

Detailed Metrics

Returns

Total Return

+136.80%

Annualized Return

+27.69%

Avg Monthly Return

+2.05%

Risk

Volatility (Annual)

+15.27%

Max Drawdown

+17.50%

Positive Months

75%

Average Drawdown

-2.4%

Risk-Adjusted

Sharpe Ratio

1.68

Risk-free rate: 2.0%

Sortino Ratio

1.67

Downside risk adjusted

Return/Volatility

1.81

Calmar Ratio

1.58

Return/Max Drawdown

Ulcer Index

3.13

Drawdown depth & duration

Martin Ratio

0.08

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$23,680.01

Backtest Period

2022-10-21 to 2026-05-01
3.5 years

Rebalancing

monthly

Base Currency

USD