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

Performance Summary

Total Return+160.54%
Annualized Return+18.31%
Volatility+16.00%
Sharpe Ratio1.02
Max Drawdown+23.47%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio combining dividend, tech, and momentum strategies for diversified growth and income.
AssetTypeAllocationTER
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
25.0%0.29%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
25.0%0.3%
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
15.0%0.25%
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 €26,054.2
Histogram of Monthly Returns
The portfolio had a positive return during 44 of the 69 months (64%)
Monthly Returns Heatmap
Best month: +14.5% • Worst month: -8.5% • Best year: 2021 (+32.9%) • Worst year: 2022 (-16.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.7%+1.2%-5.4%+14.5%+10.8%+5.6%-7.5%+4.5%----+28.5%
2025+4.1%-3.1%-8.5%-3.7%+7.7%+2.2%+4.6%-0.5%+4.3%+5.9%-1.0%+0.8%+12.3%
2024+3.8%+5.0%+3.9%-2.0%+1.9%+6.5%-1.9%-1.2%+1.6%+0.8%+6.2%+0.0%+27.0%
2023+5.4%+0.9%+1.2%-0.8%+5.1%+3.5%+2.6%-0.7%-1.5%-3.6%+6.3%+5.3%+25.9%
2022-6.0%-1.7%+4.6%-4.1%-2.8%-7.0%+9.6%-1.9%-6.2%+3.8%+1.3%-6.1%-16.7%
2021+2.1%+2.4%+5.3%+1.6%-0.8%+5.3%+1.0%+3.5%-1.9%+5.2%+2.4%+3.2%+32.9%
2020-----------+1.9%+1.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.47% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -18.4%.

Detailed Metrics

Returns
Total Return
+160.54%
Annualized Return
+18.31%
Avg Monthly Return
+1.49%
Risk
Volatility (Annual)
+16.00%
Max Drawdown
+23.47%
Positive Months
64%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
1.02
Risk-free rate: 2.0%
Sortino Ratio
0.97
Downside risk adjusted
Return/Volatility
1.14
Calmar Ratio
0.78
Return/Max Drawdown
Ulcer Index
6.84
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
26,054.2
Backtest Period
2020-12-03 to 2026-08-14
5.7 years
Rebalancing
annual
Base Currency
EUR
11111 | +18.3% CAGR | ETF Backtest