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4 Funds

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Monthly Rebalancing

EUR

Moderate Risk

2.0yr backtest

Performance Summary

Total Return+50.39%

Annualized Return+22.21%

Volatility+14.53%

Sharpe Ratio1.39

Max Drawdown+18.74%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global equity ETF portfolio targeting US, Europe, emerging markets, and small-cap value stocks for broad growth potential.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
ZPRX.XETRA SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298	IE00BSPLC298	Acc	ETF	25.0%	0.3%
ZPRV.XETRA SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413	IE00BSPLC413	Acc	ETF	25.0%	0.3%
EXUS.XETRA Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4	IE0006WW1TQ4	Acc	ETF	25.0%	0.15%
XDEX.XETRA Xtrackers MSCI Emerging Markets ex China UCITS ETF 1C • IE00BM67HJ62	IE00BM67HJ62	Acc	ETF	25.0%	0.16%
Total		Total			100.0%	0.23%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €15,038.5

Histogram of Monthly Returns

The portfolio had a positive return during 18 of the 25 months (72%)

Monthly Returns Heatmap

Best month: +9.1% • Worst month: -7.6% • Best year: 2026 (+21.7%) • Worst year: 2024 (+5.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+4.9%	+5.4%	-7.6%	+9.1%	+5.3%	+2.5%	-0.8%	+2.0%	-	-	-	-	+21.7%
2025	+5.0%	-1.1%	-4.5%	-2.7%	+5.9%	+1.3%	+2.8%	+1.1%	+2.3%	+3.8%	+0.7%	+2.1%	+17.3%
2024	-	-	-	-	-	-	-	+4.7%	+0.8%	-1.7%	+4.3%	-2.7%	+5.3%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +18.74% • The longest drawdown period lasted for 4 months and was between February 2025 and July 2025. It reached a trough of -18.7%.

Detailed Metrics

Returns

Total Return

+50.39%

Annualized Return

+22.21%

Avg Monthly Return

+1.71%

Risk

Volatility (Annual)

+14.53%

Max Drawdown

+18.74%

Positive Months

72%

Average Drawdown

-2.5%

Risk-Adjusted

Sharpe Ratio

1.39

Risk-free rate: 2.0%

Sortino Ratio

1.34

Downside risk adjusted

Return/Volatility

1.53

Calmar Ratio

1.19

Return/Max Drawdown

Ulcer Index

3.51

Drawdown depth & duration

Martin Ratio

0.06

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€15,038.5

Backtest Period

2024-08-08 to 2026-08-21
2.0 years

Rebalancing

monthly

Base Currency

EUR