Optimize
Annual Rebalancing
EUR
Moderate Risk
6.2yr backtest

Performance Summary

Total Return+150.01%
Annualized Return+15.94%
Volatility+13.74%
Sharpe Ratio1.01
Max Drawdown+20.79%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio blending world, dividend, tech, and momentum strategies for diversified growth.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
35.0%0.17%
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
35.0%0.29%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
20.0%0.3%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
10.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,000.51
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 75 months (64%)
Monthly Returns Heatmap
Best month: +9.2% • Worst month: -7.1% • Best year: 2021 (+29.8%) • Worst year: 2022 (-11.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+2.3%-4.8%+8.6%+6.2%+2.6%-2.3%+3.4%----+18.6%
2025+4.5%-1.6%-7.1%-3.9%+6.2%+0.7%+4.3%+0.0%+2.7%+3.9%-0.1%+0.7%+9.9%
2024+3.0%+3.5%+3.8%-1.6%+1.3%+4.7%+0.0%-0.6%+1.7%+0.9%+6.5%-1.1%+24.0%
2023+4.4%+0.4%+0.2%+0.1%+2.8%+3.6%+2.6%-0.7%-1.1%-3.5%+5.3%+4.5%+19.8%
2022-4.0%-1.8%+4.3%-2.5%-2.6%-6.3%+8.4%-1.3%-5.8%+4.4%+1.3%-5.5%-11.9%
2021+1.4%+2.6%+5.9%+1.4%-0.4%+4.4%+0.9%+3.1%-1.7%+4.8%+0.6%+3.6%+29.8%
2020------0.7%-0.2%+5.8%-1.4%-2.5%+9.2%+2.6%+13.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.79% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -14.6%.

Detailed Metrics

Returns
Total Return
+150.01%
Annualized Return
+15.94%
Avg Monthly Return
+1.29%
Risk
Volatility (Annual)
+13.74%
Max Drawdown
+20.79%
Positive Months
64%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
1.01
Risk-free rate: 2.0%
Sortino Ratio
0.95
Downside risk adjusted
Return/Volatility
1.16
Calmar Ratio
0.77
Return/Max Drawdown
Ulcer Index
4.92
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,000.51
Backtest Period
2020-06-03 to 2026-08-14
6.2 years
Rebalancing
annual
Base Currency
EUR
2222 | +15.9% CAGR | ETF Backtest