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2 Funds

Created byuser-4rm2ow
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Monthly Rebalancing
EUR
Moderate Risk
2.3yr backtest

Performance Summary

Total Return+42.00%
Annualized Return+16.30%
Volatility+15.19%
Sharpe Ratio0.94
Max Drawdown+21.65%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity portfolio with 50% ex-US developed markets and 50% US small-cap value ETFs for balanced growth.
AssetTypeAllocationTER
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
50.0%0.15%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413
ETF
50.0%0.3%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,200.12
Histogram of Monthly Returns
The portfolio had a positive return during 20 of the 29 months (69%)
Monthly Returns Heatmap
Best month: +7.9% • Worst month: -6.6% • Best year: 2026 (+16.3%) • Worst year: 2025 (+10.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.0%+4.5%-4.8%+6.2%+2.4%+4.3%+0.1%-----+16.3%
2025+5.6%-2.0%-6.6%-5.0%+5.6%+0.2%+3.3%+3.0%+1.0%+2.5%+2.0%+1.3%+10.4%
2024--+4.6%-3.4%+1.9%-0.4%+5.7%-1.5%+0.9%-0.3%+7.9%-4.8%+10.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.65% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -21.7%.

Detailed Metrics

Returns
Total Return
+42.00%
Annualized Return
+16.30%
Avg Monthly Return
+1.28%
Risk
Volatility (Annual)
+15.19%
Max Drawdown
+21.65%
Positive Months
69%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
0.94
Risk-free rate: 2.0%
Sortino Ratio
0.90
Downside risk adjusted
Return/Volatility
1.07
Calmar Ratio
0.75
Return/Max Drawdown
Ulcer Index
4.78
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,200.12
Backtest Period
2024-03-14 to 2026-07-10
2.3 years
Rebalancing
monthly
Base Currency
EUR