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USDv2

Created byuser-vo12ny
None Rebalancing
USD
Moderate Risk
Multi-currency
2.0yr backtest

Performance Summary

Total Return+51.56%
Annualized Return+23.63%
Volatility+14.01%
Sharpe Ratio1.54
Max Drawdown+12.69%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio blending 80% developed world ETF with 20% emerging markets value ETF for diversified growth.
AssetTypeAllocationTER
MWEQ.LSE
Invesco MSCI World Equal Weight UCITS ETF • IE000OEF25S1
ETF
80.0%0.2%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) • IE00BG0SKF03
ETF
20.0%0.4%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $15,156.04
Histogram of Monthly Returns
The portfolio had a positive return during 17 of the 24 months (71%)
Monthly Returns Heatmap
Best month: +8.6% • Worst month: -8.8% • Best year: 2025 (+26.3%) • Worst year: 2024 (+0.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.1%+5.3%-8.8%+8.6%+6.2%-1.1%-0.2%+4.0%----+19.6%
2025+4.2%-0.4%-1.0%+1.8%+4.7%+4.5%+0.9%+2.3%+1.7%+2.4%+0.5%+2.3%+26.3%
2024--------+4.7%-2.9%+2.2%-3.5%+0.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.69% • The longest drawdown period lasted for 4 months and was between September 2024 and February 2025. It reached a trough of -6.9%.

Detailed Metrics

Returns
Total Return
+51.56%
Annualized Return
+23.63%
Avg Monthly Return
+1.81%
Risk
Volatility (Annual)
+14.01%
Max Drawdown
+12.69%
Positive Months
71%
Average Drawdown
-2.2%
Risk-Adjusted
Sharpe Ratio
1.54
Risk-free rate: 2.0%
Sortino Ratio
1.50
Downside risk adjusted
Return/Volatility
1.69
Calmar Ratio
1.86
Return/Max Drawdown
Ulcer Index
2.72
Drawdown depth & duration
Martin Ratio
0.08
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$15,156.04
Backtest Period
2024-09-04 to 2026-08-21
2.0 years
Rebalancing
none
Base Currency
USD