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Current

Created byuser-aexa96
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None Rebalancing
USD
Low Risk
6.9yr backtest

Performance Summary

Total Return+28.43%
Annualized Return+3.70%
Volatility+2.50%
Sharpe Ratio0.68
Max Drawdown+6.84%

Holdings

Asset Allocation

Asset Class

Bonds 90.0%Equity 10.0%
Holdings Details
A diversified 90% US Treasury bond & 10% global equity ETF portfolio for stable, low-risk growth and capital preservation.
AssetTypeAllocationTER
IB01.LSE
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) • IE00BGSF1X88
ETF
50.0%0.07%
IBTA.LSE
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) • IE00BYXPSP02
ETF
20.0%0.07%
CBU7.LSE
iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) • IE00B3VWN393
ETF
20.0%0.07%
VWRA.LSE
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
10.0%0.19%
Total100.0%0.08%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $12,842.79
Histogram of Monthly Returns
The portfolio had a positive return during 59 of the 84 months (70%)
Monthly Returns Heatmap
Best month: +2.1% • Worst month: -1.7% • Best year: 2025 (+7.7%) • Worst year: 2022 (-4.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+0.7%-1.6%+1.9%+1.1%-0.2%------+2.4%
2025+0.9%+0.2%-0.1%+0.7%+0.9%+1.2%+0.5%+0.9%+0.8%+0.7%+0.4%+0.6%+7.7%
2024+0.5%+0.3%+0.8%-0.6%+1.0%+1.0%+1.0%+0.9%+1.0%-0.6%+0.9%-0.1%+6.1%
2023+1.4%-0.7%+1.4%+0.5%-0.3%+0.7%+0.7%-0.0%-0.5%-0.3%+2.1%+1.5%+6.7%
2022-1.2%-0.4%-0.5%-1.5%+0.1%-1.4%+1.3%-0.9%-1.7%+0.4%+1.1%+0.2%-4.6%
2021-0.1%-0.1%+0.3%+0.6%+0.3%+0.1%+0.3%+0.3%-0.7%+0.3%-0.3%+0.5%+1.6%
2020+0.4%-0.5%+0.1%+1.0%+0.3%+0.4%+0.6%+0.7%-0.3%-0.4%+1.3%+0.6%+4.2%
2019------+0.0%+0.3%+0.1%+0.5%+0.3%+0.5%+1.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +6.84% • The longest drawdown period lasted for 2 years and 2 months and was between September 2021 and November 2023. It reached a trough of -6.8%.

Detailed Metrics

Returns
Total Return
+28.43%
Annualized Return
+3.70%
Avg Monthly Return
+0.30%
Risk
Volatility (Annual)
+2.50%
Max Drawdown
+6.84%
Positive Months
70%
Average Drawdown
-1.3%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
1.48
Calmar Ratio
0.54
Return/Max Drawdown
Ulcer Index
1.95
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$12,842.79
Backtest Period
2019-07-26 to 2026-06-12
6.9 years
Rebalancing
none
Base Currency
USD
Current | ETF Backtest