HomePortfolios2 Pillars with quality

2 Pillars with quality

Optimize
None Rebalancing
EUR
Moderate Risk
11.7yr backtest

Performance Summary

Total Return+271.69%
Annualized Return+11.86%
Volatility+15.77%
Sharpe Ratio0.62
Max Drawdown+33.30%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio blending 85% broad world ETF with 15% quality factor ETF for a diversified, long-term growth strategy.
AssetTypeAllocationTER
SPYY.XETRA
SPDR MSCI All Country World UCITS ETF (Acc)IE00B44Z5B48
ETF
85.0%0.12%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
15.0%0.25%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €37,168.65
Histogram of Monthly Returns
The portfolio had a positive return during 91 of the 141 months (65%)
Monthly Returns Heatmap
Best month: +12.8% • Worst month: -10.9% • Best year: 2019 (+30.8%) • Worst year: 2022 (-14.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+1.7%-5.3%+8.4%+5.6%+0.5%------+12.2%
2025+4.3%-2.2%-7.4%-4.0%+5.9%+0.9%+4.6%-0.4%+2.9%+4.3%-0.4%+0.5%+8.4%
2024+3.0%+3.9%+3.5%-1.8%+1.2%+5.1%-0.2%-0.2%+1.6%+1.0%+6.6%-1.3%+24.4%
2023+4.9%+0.1%+0.3%+0.0%+2.4%+3.7%+2.5%-0.8%-1.7%-3.3%+5.8%+4.0%+18.8%
2022-5.3%-2.0%+4.2%-2.4%-3.4%-6.1%+9.3%-1.8%-6.0%+3.7%+1.5%-5.5%-14.0%
2021+0.8%+2.9%+5.8%+1.7%-0.1%+4.7%+1.1%+2.9%-2.2%+5.0%+0.5%+3.8%+29.9%
2020-0.4%-8.4%-10.9%+9.3%+2.1%+2.1%-0.3%+5.6%-0.9%-2.4%+9.1%+2.1%+5.0%
2019+8.0%+3.7%+2.5%+3.4%-4.9%+3.9%+3.4%-2.0%+3.2%+0.1%+4.3%+2.1%+30.8%
2018+1.2%-1.8%-3.5%+3.7%+3.3%-0.3%+2.3%+1.5%+0.7%-5.1%+0.8%-7.8%-5.6%
2017-0.7%+5.2%+0.6%-0.7%-1.0%-1.1%-0.6%-0.7%+2.6%+3.6%-0.2%+1.6%+8.7%
2016-6.8%+0.8%+1.6%+0.2%+3.6%-0.4%+3.9%+0.3%+0.1%+0.4%+4.9%+2.5%+11.2%
2015+5.2%+6.3%+2.7%-1.1%+2.6%-5.1%+2.4%-8.4%-5.1%+12.8%+3.0%-3.8%+10.2%
2014---------+3.1%+3.1%+0.9%+7.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.30% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.6%.

Detailed Metrics

Returns
Total Return
+271.69%
Annualized Return
+11.86%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+15.77%
Max Drawdown
+33.30%
Positive Months
65%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.62
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.75
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
6.79
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
37,168.65
Backtest Period
2014-10-07 to 2026-06-26
11.7 years
Rebalancing
none
Base Currency
EUR
2 Pillars with quality | +11.9% CAGR | ETF Backtest