This dashboard tracks a real-money portfolio managed on proprietary capital and indexed to 100 at inception. The objective is long-term capital appreciation and wealth generation through a resilient multi-asset allocation across equity beta and other equity factors, duration, inflation-linked assets, gold, and alternative risk premia.
The portfolio is built around a stable strategic core, with allocation discipline focused on diversification, resilience, and robustness. Tactical adjustments are limited to satellite exposures and modest equity tilts across risk-on and risk-off regimes.
Real-money implementation.
No simulated or backtested data is included.
Absolute capital is not disclosed.
Personal Portfolio
Methodology / Calculation Notes
- Returns are time-weighted.
- Portfolio indexed to 100.
- Benchmark indexed on same inception date.
- Metrics annualized from daily/monthly data.
- Sortino uses downside deviation from negative return observations.
- No simulated data.
- Beta estimated against MSCI World proxy SWDA.MI.
Portfolio Index vs Benchmark
Drawdown
Cumulative Return
+10.59%
Annualized Return
+16.04%
Max Drawdown
-5.09%
Volatility
8.74%
Sharpe
1.84
Sortino
1.97
Benchmark context: LifeStrategy 60/40 carries roughly 60% equity exposure; this portfolio currently runs roughly 50%, so performance is assessed against a benchmark with a higher structural equity allocation.
Cumulative Return
+9.78%
Annualized Return
+14.79%
Max Drawdown
-4.90%
Volatility
7.13%
Sharpe
2.07
Sortino
2.22
Beta vs MSCI World
0.64