Optimize
None Rebalancing
USD
Moderate Risk
5.4yr backtest

Performance Summary

Total Return+132.41%
Annualized Return+16.75%
Volatility+18.66%
Sharpe Ratio0.79
Max Drawdown+29.16%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Other 10.0%
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 ETF
ETF
10.0%-
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $23,241.49
Histogram of Monthly Returns
The portfolio had a positive return during 41 of the 66 months (62%)
Monthly Returns Heatmap
Best month: +19.9% • Worst month: -11.3% • Best year: 2024 (+27.6%) • Worst year: 2022 (-23.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.7%-1.3%-7.3%+19.9%+7.4%-------+21.0%
2025+4.3%-4.3%-6.9%+1.6%+9.0%+5.8%+2.0%+0.6%+5.5%+3.2%-1.9%+1.3%+21.0%
2024+3.4%+7.6%+4.0%-4.0%+3.3%+6.5%-2.6%+1.1%+3.2%-0.4%+5.0%-1.8%+27.6%
2023+4.4%-1.3%+2.7%+0.4%+1.1%+6.5%+2.9%-1.2%-5.0%-3.3%+10.3%+7.1%+26.4%
2022-10.1%-1.5%+4.9%-11.3%-1.7%-8.3%+7.4%-2.6%-7.3%+7.3%+3.1%-3.4%-23.1%
2021+1.9%+0.5%-0.7%+5.3%-0.7%+2.9%+0.9%+3.8%-3.5%+6.4%-0.9%+5.7%+23.4%
2020-----------+3.8%+3.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +29.16% • The longest drawdown period lasted for 2 years and was between December 2021 and January 2024. It reached a trough of -29.2%.

Detailed Metrics

Returns
Total Return
+132.41%
Annualized Return
+16.75%
Avg Monthly Return
+1.42%
Risk
Volatility (Annual)
+18.66%
Max Drawdown
+29.16%
Positive Months
62%
Average Drawdown
-9.4%
Risk-Adjusted
Sharpe Ratio
0.79
Risk-free rate: 2.0%
Sortino Ratio
0.76
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.57
Return/Max Drawdown
Ulcer Index
11.81
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$23,241.49
Backtest Period
2020-12-03 to 2026-05-15
5.4 years
Rebalancing
none
Base Currency
USD