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Created byuser-vo12ny
None Rebalancing
USD
Moderate Risk
Multi-currency
2.1yr backtest
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Performance Summary

Total Return+52.94%
Annualized Return+22.27%
Volatility+14.42%
Sharpe Ratio1.41
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 $15,294.21
Histogram of Monthly Returns
The portfolio had a positive return during 17 of the 26 months (65%)
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%+4.6%-2.1%-1.3%--+18.5%
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
+52.94%
Annualized Return
+22.27%
Avg Monthly Return
+1.72%
Risk
Volatility (Annual)
+14.42%
Max Drawdown
+12.72%
Positive Months
65%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
1.41
Risk-free rate: 2.0%
Sortino Ratio
1.35
Downside risk adjusted
Return/Volatility
1.54
Calmar Ratio
1.75
Return/Max Drawdown
Ulcer Index
2.92
Drawdown depth & duration
Martin Ratio
0.07
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$15,294.21
Backtest Period
2024-09-04 to 2026-10-16
2.1 years
Rebalancing
none
Base Currency
USD