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Created byuser-l5b2xw

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None Rebalancing

USD

Moderate Risk

3.0yr backtest

Performance Summary

Total Return+72.10%

Annualized Return+20.03%

Volatility+13.52%

Sharpe Ratio1.33

Max Drawdown+15.48%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Global equity portfolio with 80% FTSE All-World ETF and 20% European ETF for diversified, long-term growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
FWRA.LSE Invesco FTSE All-World UCITS ETF Acc • IE000716YHJ7	IE000716YHJ7	Acc	ETF	80.0%	0.15%
XMED.LSE Xtrackers MSCI Europe UCITS ETF 1C • LU0274209237	LU0274209237	Acc	ETF	20.0%	0.12%
Total		Total			100.0%	0.14%

Performance

Portfolio Value Over Time

Starting with $10,000 investment → now worth $17,210.23

Histogram of Monthly Returns

The portfolio had a positive return during 27 of the 37 months (73%)

Monthly Returns Heatmap

Best month: +10.0% • Worst month: -8.4% • Best year: 2025 (+24.6%) • Worst year: 2023 (+8.9%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.7%	+1.9%	-8.4%	+10.0%	+5.1%	-0.4%	-	-	-	-	-	-	+10.4%
2025	+4.2%	-1.3%	-2.8%	+1.3%	+6.1%	+4.0%	+1.3%	+2.2%	+2.9%	+2.3%	+0.3%	+2.0%	+24.6%
2024	+0.6%	+3.1%	+3.5%	-2.5%	+3.1%	+2.5%	+1.3%	+2.2%	+2.1%	-2.2%	+2.1%	-1.7%	+14.9%
2023	-	-	-	-	-	+1.2%	+3.9%	-2.7%	-3.9%	-3.7%	+9.2%	+5.2%	+8.9%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +15.48% • The longest drawdown period lasted for 4 months and was between August 2023 and December 2023. It reached a trough of -10.2%.

Detailed Metrics

Returns

Total Return

+72.10%

Annualized Return

+20.03%

Avg Monthly Return

+1.54%

Risk

Volatility (Annual)

+13.52%

Max Drawdown

+15.48%

Positive Months

73%

Average Drawdown

-2.3%

Risk-Adjusted

Sharpe Ratio

1.33

Risk-free rate: 2.0%

Sortino Ratio

1.33

Downside risk adjusted

Return/Volatility

1.48

Calmar Ratio

1.29

Return/Max Drawdown

Ulcer Index

3.04

Drawdown depth & duration

Martin Ratio

0.06

Return/Ulcer Index

Backtest Configuration

Initial Investment

$10,000

Final Value

$17,210.23

Backtest Period

2023-06-29 to 2026-06-19
3.0 years

Rebalancing

none

Base Currency

USD