HomePortfolios100% Momentum
Annual Rebalancing
EUR
Moderate Risk
11.6yr backtest

Performance Summary

Total Return+405.63%
Annualized Return+14.94%
Volatility+17.81%
Sharpe Ratio0.73
Max Drawdown+30.77%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in global momentum stocks with this 100% equity ETF portfolio, designed to capture strong market trends for growth-focused investors.
AssetTypeAllocationTER
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
100.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €50,563.17
Histogram of Monthly Returns
The portfolio had a positive return during 87 of the 140 months (62%)
Monthly Returns Heatmap
Best month: +15.6% • Worst month: -9.1% • Best year: 2024 (+37.9%) • Worst year: 2022 (-13.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+0.7%-6.9%+15.6%+8.4%-------+19.4%
2025+5.9%-1.9%-9.1%-1.6%+7.6%+0.3%+2.6%-1.2%+4.2%+2.1%-0.9%+1.1%+8.4%
2024+7.5%+8.7%+5.0%-2.4%+2.4%+6.6%-3.2%-0.3%+1.3%+2.2%+6.9%-1.2%+37.9%
2023-0.9%-0.4%-1.7%+1.3%-1.6%+4.1%+1.4%+0.5%-1.5%-2.2%+5.8%+3.5%+8.1%
2022-8.2%-1.2%+6.6%-5.6%-4.0%-5.5%+7.0%-0.3%-4.3%+7.6%+0.0%-4.9%-13.6%
2021+2.1%-0.2%+2.9%+4.4%-3.1%+4.3%+1.8%+3.8%-1.5%+7.0%-0.4%+1.4%+24.5%
2020+3.6%-7.9%-7.2%+8.6%+2.9%+3.9%+1.7%+6.5%-0.8%-3.0%+6.2%+2.3%+16.4%
2019+6.6%+4.9%+3.5%+3.5%-2.6%+3.5%+4.4%+0.2%+0.3%-1.2%+4.0%+1.1%+31.5%
2018+3.6%+0.8%-5.1%+4.2%+5.9%-0.3%+1.4%+5.0%+1.3%-7.6%+0.5%-8.3%+0.3%
2017+0.1%+4.7%+1.4%-0.2%+0.8%-0.9%-0.2%+0.3%+3.1%+6.0%-0.4%+0.6%+16.1%
2016-5.1%-0.3%-0.1%-1.5%+5.8%+2.4%+2.4%-2.6%+0.4%-0.8%+4.7%+1.9%+7.0%
2015+6.8%+5.5%+3.8%-3.8%+3.0%-2.6%+4.0%-7.8%-3.6%+8.4%+4.9%-2.4%+15.8%
2014---------+0.2%+7.7%+2.3%+10.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.77% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -21.7%.

Detailed Metrics

Returns
Total Return
+405.63%
Annualized Return
+14.94%
Avg Monthly Return
+1.25%
Risk
Volatility (Annual)
+17.81%
Max Drawdown
+30.77%
Positive Months
62%
Average Drawdown
-6.4%
Risk-Adjusted
Sharpe Ratio
0.73
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.84
Calmar Ratio
0.49
Return/Max Drawdown
Ulcer Index
8.11
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
50,563.17
Backtest Period
2014-10-07 to 2026-05-29
11.6 years
Rebalancing
annual
Base Currency
EUR
100% Momentum | +14.9% CAGR | ETF Backtest