HomePortfoliosUSD

USD

Created byuser-vo12ny
None Rebalancing
USD
Moderate Risk
Multi-currency
1.9yr backtest

Performance Summary

Total Return+57.59%
Annualized Return+26.40%
Volatility+14.61%
Sharpe Ratio1.67
Max Drawdown+12.72%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio with 70% equal-weighted developed markets and 30% emerging markets value ETF for balanced growth.
AssetTypeAllocationTER
MWEQ.LSE
Invesco MSCI World Equal Weight UCITS ETF • IE000OEF25S1
ETF
70.0%0.2%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) • IE00BG0SKF03
ETF
30.0%0.4%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $15,758.56
Histogram of Monthly Returns
The portfolio had a positive return during 17 of the 24 months (71%)
Monthly Returns Heatmap
Best month: +9.6% • Worst month: -9.1% • Best year: 2025 (+28.5%) • Worst year: 2024 (+0.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.2%+5.8%-9.1%+9.6%+7.5%-1.4%-1.0%+4.1%----+22.1%
2025+4.0%-0.5%-0.7%+1.4%+4.9%+5.2%+1.1%+2.0%+2.2%+3.3%+0.1%+2.5%+28.5%
2024--------+5.0%-3.0%+1.8%-3.1%+0.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.72% • The longest drawdown period lasted for 4 months and was between September 2024 and February 2025. It reached a trough of -7.0%.

Detailed Metrics

Returns
Total Return
+57.59%
Annualized Return
+26.40%
Avg Monthly Return
+1.99%
Risk
Volatility (Annual)
+14.61%
Max Drawdown
+12.72%
Positive Months
71%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
1.67
Risk-free rate: 2.0%
Sortino Ratio
1.60
Downside risk adjusted
Return/Volatility
1.81
Calmar Ratio
2.08
Return/Max Drawdown
Ulcer Index
2.97
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$15,758.56
Backtest Period
2024-09-04 to 2026-08-14
1.9 years
Rebalancing
none
Base Currency
USD