Optimize
None Rebalancing
USD
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+157.15%
Annualized Return+18.59%
Volatility+18.86%
Sharpe Ratio0.88
Max Drawdown+29.03%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
US-focused ETF portfolio targeting momentum, dividends, and tech growth for a diversified 90% equity allocation.
AssetTypeAllocationTER
IUMO.LSE
iShares Edge MSCI USA Momentum Factor UCITS ETFIE00BD1F4N50
ETF
50.0%0.2%
FUSA.LSE
Fidelity US Quality Income UCITS ETF ACC-USDIE00BYXVGY31
ETF
20.0%0.25%
NASD.LSE
Amundi Core Nasdaq-100 Swap UCITS ETF AccLU1829221024
ETF
10.0%0.22%
SMH.LSE
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
10.0%0.35%
XOVR.US
ERShares Private-Public Crossover ETFUS2938288774
ETF
10.0%0.75%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $25,714.9
Histogram of Monthly Returns
The portfolio had a positive return during 42 of the 67 months (63%)
Monthly Returns Heatmap
Best month: +20.0% • Worst month: -11.2% • Best year: 2026 (+35.3%) • Worst year: 2022 (-22.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%-1.2%-7.3%+20.0%+13.4%+5.6%------+35.3%
2025+4.3%-4.3%-6.9%+1.6%+9.0%+5.8%+2.0%+0.6%+5.5%+3.3%-1.8%+1.3%+21.1%
2024+3.4%+7.5%+4.0%-4.0%+3.3%+6.6%-2.6%+1.1%+3.2%-0.4%+4.9%-1.8%+27.5%
2023+4.3%-1.4%+2.6%+0.5%+1.1%+6.5%+2.9%-1.2%-5.0%-3.3%+10.3%+7.1%+26.2%
2022-10.1%-1.5%+4.9%-11.2%-1.7%-8.3%+7.3%-2.6%-7.3%+7.3%+3.1%-3.4%-22.9%
2021+1.9%+0.6%-0.6%+5.3%-0.7%+2.9%+1.0%+3.8%-3.5%+6.4%-0.9%+5.4%+23.2%
2020-----------+2.8%+2.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +29.03% • The longest drawdown period lasted for 2 years and was between December 2021 and January 2024. It reached a trough of -29.0%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (10.0% of total allocation)

Total Dividends Received

$605.94

2 payments

Dividend Yield

0.82%

(annualized)

Avg Per Payment

$302.97

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2021$545.25
2020$60.69
Total$605.94

Detailed Metrics

Returns
Total Return
+157.15%
Annualized Return
+18.59%
Avg Monthly Return
+1.56%
Risk
Volatility (Annual)
+18.86%
Max Drawdown
+29.03%
Positive Months
63%
Average Drawdown
-9.2%
Risk-Adjusted
Sharpe Ratio
0.88
Risk-free rate: 2.0%
Sortino Ratio
0.85
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
0.64
Return/Max Drawdown
Ulcer Index
11.64
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$25,714.9
Backtest Period
2020-12-03 to 2026-06-18
5.5 years
Rebalancing
none
Base Currency
USD
UCITS 2 | +18.6% CAGR | ETF Backtest