Optimize
Annual Rebalancing
EUR
Moderate Risk
2.4yr backtest

Performance Summary

Total Return+45.54%
Annualized Return+16.65%
Volatility+14.62%
Sharpe Ratio1.00
Max Drawdown+21.70%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio focused on US, international, and tech growth with a tactical momentum allocation.
AssetTypeAllocationTER
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
40.0%0.07%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1CIE0006WW1TQ4
ETF
30.0%0.15%
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%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,554.22
Histogram of Monthly Returns
The portfolio had a positive return during 19 of the 30 months (63%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -7.9% • Best year: 2024 (+16.0%) • Worst year: 2025 (+9.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+1.0%-5.3%+9.8%+6.8%+2.3%-2.9%+1.9%----+14.6%
2025+4.4%-2.3%-7.9%-3.1%+6.9%+0.8%+4.3%-0.5%+2.9%+4.5%-0.6%+0.5%+9.4%
2024--+2.7%-2.1%+1.7%+5.4%-0.8%-0.4%+1.4%+1.0%+6.8%-0.4%+16.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.70% • 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
+45.54%
Annualized Return
+16.65%
Avg Monthly Return
+1.33%
Risk
Volatility (Annual)
+14.62%
Max Drawdown
+21.70%
Positive Months
63%
Average Drawdown
-3.3%
Risk-Adjusted
Sharpe Ratio
1.00
Risk-free rate: 2.0%
Sortino Ratio
0.93
Downside risk adjusted
Return/Volatility
1.14
Calmar Ratio
0.77
Return/Max Drawdown
Ulcer Index
4.62
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,554.22
Backtest Period
2024-03-14 to 2026-08-21
2.4 years
Rebalancing
annual
Base Currency
EUR
3333 | +16.7% CAGR | ETF Backtest