Optimize
Monthly Rebalancing
EUR
Moderate Risk
2.3yr backtest

Performance Summary

Total Return+42.83%
Annualized Return+16.60%
Volatility+14.44%
Sharpe Ratio1.01
Max Drawdown+19.01%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio diversified across US, European, and international small-cap value stocks for targeted growth potential.
AssetTypeAllocationTER
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1CIE0006WW1TQ4
ETF
34.0%0.15%
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETFIE00BSPLC298
ETF
33.0%0.3%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
33.0%0.3%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,282.91
Histogram of Monthly Returns
The portfolio had a positive return during 20 of the 29 months (69%)
Monthly Returns Heatmap
Best month: +6.7% • Worst month: -6.4% • Best year: 2025 (+15.8%) • Worst year: 2024 (+8.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.2%+3.9%-6.4%+6.7%+3.2%+1.9%+0.9%-----+13.5%
2025+5.5%-0.1%-5.0%-3.0%+6.1%+0.5%+2.7%+2.1%+0.9%+2.1%+1.5%+2.0%+15.8%
2024--+4.1%-2.1%+3.2%-1.9%+5.2%-1.2%+0.9%-1.8%+5.5%-3.1%+8.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.01% • The longest drawdown period lasted for 5 months and was between February 2025 and August 2025. It reached a trough of -19.0%.

Detailed Metrics

Returns
Total Return
+42.83%
Annualized Return
+16.60%
Avg Monthly Return
+1.29%
Risk
Volatility (Annual)
+14.44%
Max Drawdown
+19.01%
Positive Months
69%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
1.01
Risk-free rate: 2.0%
Sortino Ratio
0.97
Downside risk adjusted
Return/Volatility
1.15
Calmar Ratio
0.87
Return/Max Drawdown
Ulcer Index
3.51
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,282.91
Backtest Period
2024-03-14 to 2026-07-10
2.3 years
Rebalancing
monthly
Base Currency
EUR