Optimize
None Rebalancing
USD
Moderate Risk
9.4yr backtest

Performance Summary

Total Return+302.32%
Annualized Return+15.97%
Volatility+17.69%
Sharpe Ratio0.79
Max Drawdown+31.02%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified US equity portfolio blending 60% Nasdaq 100 growth ETF with 40% income-focused US dividend ETF for balanced exposure.
AssetTypeAllocationTER
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
60.0%0.3%
DHSA.LSE
WisdomTree US Equity Income UCITS ETF AccIE00BD6RZT93
ETF
40.0%0.29%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $40,231.95
Histogram of Monthly Returns
The portfolio had a positive return during 79 of the 114 months (69%)
Monthly Returns Heatmap
Best month: +11.5% • Worst month: -9.9% • Best year: 2023 (+38.5%) • Worst year: 2022 (-24.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%-1.4%-6.1%+2.3%---------3.8%
2025+2.7%-3.9%-6.2%-0.4%+8.3%+5.5%+3.2%+0.8%+3.8%+4.2%-0.8%+0.4%+18.3%
2024+1.5%+3.2%+2.7%-3.4%+2.9%+7.0%-0.4%+0.4%+2.9%+0.3%+5.2%-0.2%+23.9%
2023+8.2%-0.4%+4.7%+0.2%+4.2%+6.3%+3.9%-1.5%-4.3%-3.8%+9.9%+6.8%+38.5%
2022-7.5%-2.0%+5.3%-9.9%-2.2%-8.2%+8.8%-3.0%-8.1%+3.8%+1.8%-4.6%-24.5%
2021+1.0%+0.3%+2.8%+5.1%-0.3%+4.1%+2.4%+3.8%-4.2%+5.1%+1.9%+2.6%+27.0%
2020+1.7%-8.2%-7.2%+11.5%+3.7%+5.2%+6.1%+8.8%-4.0%-3.2%+10.4%+5.0%+31.0%
2019+8.1%+3.0%+2.7%+3.9%-6.3%+6.1%+3.4%-3.6%+2.3%+3.0%+3.6%+2.8%+32.1%
2018+5.0%-1.8%-4.5%+1.9%+3.5%+1.5%+2.1%+4.3%-0.0%-7.0%+0.2%-7.8%-3.6%
2017+1.6%+4.5%+1.1%+1.5%+2.4%-1.2%+3.0%+0.8%+0.9%+3.3%+2.1%+1.8%+23.8%
2016----------+1.7%+2.2%+4.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.02% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and December 2023. It reached a trough of -27.5%.

Detailed Metrics

Returns
Total Return
+302.32%
Annualized Return
+15.97%
Avg Monthly Return
+1.32%
Risk
Volatility (Annual)
+17.69%
Max Drawdown
+31.02%
Positive Months
69%
Average Drawdown
-6.0%
Risk-Adjusted
Sharpe Ratio
0.79
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.51
Return/Max Drawdown
Ulcer Index
8.32
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$40,231.95
Backtest Period
2016-11-08 to 2026-04-02
9.4 years
Rebalancing
none
Base Currency
USD