Optimize
Quarterly Rebalancing
EUR
Moderate Risk
Multi-currency
5.7yr backtest

Performance Summary

Total Return+150.78%
Annualized Return+17.52%
Volatility+15.26%
Sharpe Ratio1.02
Max Drawdown+22.56%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio blending dividend, momentum, and targeted tech exposure for a balanced growth strategy.
AssetTypeAllocationTER
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
25.0%0.29%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
25.0%0.17%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
25.0%0.25%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
15.0%0.3%
VVSM.XETRA
VanEck Semiconductor UCITS ETFIE00BMC38736
ETF
10.0%0.35%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,077.5
Histogram of Monthly Returns
The portfolio had a positive return during 44 of the 69 months (64%)
Monthly Returns Heatmap
Best month: +12.7% • Worst month: -8.0% • Best year: 2021 (+31.1%) • Worst year: 2022 (-14.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.1%+1.9%-5.6%+12.7%+8.9%+5.3%-5.5%+3.9%----+25.9%
2025+4.5%-2.4%-8.0%-3.5%+7.2%+1.6%+4.0%-0.1%+3.9%+4.7%-0.5%+0.8%+11.9%
2024+4.2%+5.2%+4.3%-1.9%+1.8%+5.8%-1.4%-0.9%+1.5%+0.8%+6.2%-0.5%+27.6%
2023+4.6%+0.7%+0.7%-0.5%+3.5%+3.6%+2.5%-0.7%-1.4%-3.5%+6.0%+5.0%+22.1%
2022-5.5%-1.5%+4.7%-3.9%-2.7%-6.9%+9.1%-1.7%-6.1%+4.5%+1.4%-5.7%-14.6%
2021+2.0%+2.3%+5.2%+1.7%-0.8%+4.7%+0.9%+3.4%-1.7%+5.2%+1.7%+3.1%+31.1%
2020-----------+2.0%+2.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.56% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -17.5%.

Detailed Metrics

Returns
Total Return
+150.78%
Annualized Return
+17.52%
Avg Monthly Return
+1.42%
Risk
Volatility (Annual)
+15.26%
Max Drawdown
+22.56%
Positive Months
64%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
1.02
Risk-free rate: 2.0%
Sortino Ratio
0.97
Downside risk adjusted
Return/Volatility
1.15
Calmar Ratio
0.78
Return/Max Drawdown
Ulcer Index
6.33
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,077.5
Backtest Period
2020-12-03 to 2026-08-14
5.7 years
Rebalancing
quarterly
Base Currency
EUR
0000 | +17.5% CAGR | ETF Backtest