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4 Funds (true em)

Created byuser-4rm2ow
Monthly Rebalancing
EUR
Moderate Risk
0.2yr backtest

Performance Summary

Total Return+4.79%
Annualized Return+22.26%
Volatility+10.81%
Sharpe Ratio1.87
Max Drawdown+2.18%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio targeting US, European, and emerging market small-cap equities for balanced growth potential.
AssetTypeAllocationTER
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298
ETF
25.0%0.3%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413
ETF
25.0%0.3%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
25.0%0.15%
WEM.PA
WisdomTree True Emerging Markets UCITS ETF USD Unhedged Acc • IE000Q1M7HB8
ETF
25.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €10,478.87
Histogram of Monthly Returns
The portfolio had a positive return during 3 of the 4 months (75%)
Monthly Returns Heatmap
Best month: +2.9% • Worst month: -0.3% • Best year: 2026 (+4.8%) • Worst year: 2026 (+4.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026----0.3%+2.9%+1.1%+0.9%-----+4.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +2.18% • The longest drawdown period lasted for 16 days and was between May 2026 and June 2026. It reached a trough of -2.2%.

Detailed Metrics

Returns
Total Return
+4.79%
Annualized Return
+22.26%
Avg Monthly Return
+1.18%
Risk
Volatility (Annual)
+10.81%
Max Drawdown
+2.18%
Positive Months
75%
Average Drawdown
-1.0%
Risk-Adjusted
Sharpe Ratio
1.87
Risk-free rate: 2.0%
Sortino Ratio
2.21
Downside risk adjusted
Return/Volatility
2.06
Calmar Ratio
10.21
Return/Max Drawdown
Ulcer Index
1.09
Drawdown depth & duration
Martin Ratio
0.19
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€10,478.87
Backtest Period
2026-04-16 to 2026-07-10
0.2 years
Rebalancing
monthly
Base Currency
EUR