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Alph_1

Moderate Growth with hedge thus using both growth engines and shock absorvers

Created byuser-uykmrd
Annual Rebalancing
USD
Low Risk
3.0yr backtest
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Performance Summary

Total Return+75.36%
Annualized Return+20.90%
Volatility+9.84%
Sharpe Ratio1.92
Max Drawdown+8.59%

Holdings

Asset Allocation

Asset Class

Equity 55.0%Bonds 35.0%Precious Metals 10.0%
Holdings Details
Alph_1: A diversified ETF portfolio blending global stocks, bonds, gold, and AI for moderate growth with built-in shock absorbers.
AssetTypeAllocationTER
IBTA.LSE
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc) • IE00BYXPSP02
ETF
20.0%0.07%
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59
ETF
20.0%0.25%
VDPA.LSE
Vanguard USD Corporate Bond UCITS ETF Accumulating • IE00BGYWFK87
ETF
15.0%0.07%
SPYL.LSE
SPDR S&P 500 UCITS ETF (Acc) • IE000XZSV718
ETF
15.0%0.03%
XAID.LSE
Xtrackers Artificial Intelligence & Big Data UCITS ETF 1C • IE00BGV5VN51
ETF
10.0%0.35%
XMME.LSE
Xtrackers MSCI Emerging Markets UCITS ETF 1C • IE00BTJRMP35
ETF
10.0%0.18%
IGLN.LSE
iShares Physical Gold ETC • IE00B4ND3602
ETF
10.0%0.12%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $17,535.66
Histogram of Monthly Returns
The portfolio had a positive return during 26 of the 37 months (70%)
Monthly Returns Heatmap
Best month: +8.2% • Worst month: -6.5% • Best year: 2025 (+25.7%) • Worst year: 2023 (+10.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.1%+1.8%-6.5%+8.2%+7.5%-1.8%-2.3%+4.5%-1.1%-1.5%--+12.7%
2025+3.1%-0.1%-0.4%+1.1%+3.2%+3.6%+0.9%+2.3%+4.1%+2.8%+0.8%+1.9%+25.7%
2024+0.4%+1.4%+3.4%-1.8%+1.6%+2.4%+1.5%+1.2%+2.6%-1.0%+1.6%-1.6%+12.2%
2023---------+0.0%+6.3%+3.8%+10.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +8.59% • The longest drawdown period lasted for 4 months and was between June 2026 and October 2026. It reached a trough of -6.1%.

Detailed Metrics

Returns
Total Return
+75.36%
Annualized Return
+20.90%
Avg Monthly Return
+1.57%
Risk
Volatility (Annual)
+9.84%
Max Drawdown
+8.59%
Positive Months
70%
Average Drawdown
-1.4%
Risk-Adjusted
Sharpe Ratio
1.92
Risk-free rate: 2.0%
Sortino Ratio
1.90
Downside risk adjusted
Return/Volatility
2.12
Calmar Ratio
2.43
Return/Max Drawdown
Ulcer Index
1.79
Drawdown depth & duration
Martin Ratio
0.11
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$17,535.66
Backtest Period
2023-10-31 to 2026-10-16
3.0 years
Rebalancing
annual
Base Currency
USD