HomePortfolios50/25/25 em
Optimize
Annual Rebalancing
EUR
Moderate Risk
11.6yr backtest

Performance Summary

Total Return+300.19%
Annualized Return+12.65%
Volatility+16.42%
Sharpe Ratio0.65
Max Drawdown+31.40%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio blending momentum, quality, and emerging markets ETFs for diversified, long-term growth potential.
AssetTypeAllocationTER
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
50.0%0.25%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
25.0%0.25%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
25.0%0.18%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €40,019.13
Histogram of Monthly Returns
The portfolio had a positive return during 89 of the 140 months (64%)
Monthly Returns Heatmap
Best month: +12.6% • Worst month: -9.3% • Best year: 2019 (+29.5%) • Worst year: 2022 (-14.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.1%+2.2%-7.2%+12.6%+7.3%-------+18.2%
2025+4.5%-1.6%-7.2%-2.9%+6.1%+0.9%+3.2%-0.7%+4.2%+3.2%-0.9%+0.9%+9.2%
2024+4.4%+6.5%+4.1%-1.5%+1.6%+5.9%-2.0%-0.3%+1.9%+0.9%+5.4%-1.3%+28.4%
2023+2.1%-1.1%-0.5%+0.2%+0.2%+3.6%+2.6%-0.8%-1.4%-2.7%+5.6%+3.4%+11.3%
2022-5.9%-2.1%+4.3%-3.5%-3.6%-5.4%+6.5%-0.3%-5.8%+4.0%+2.6%-4.9%-14.1%
2021+1.9%+1.1%+3.6%+2.6%-1.4%+4.4%+0.4%+3.2%-2.0%+5.4%-0.2%+2.0%+22.7%
2020+0.5%-7.4%-9.3%+8.7%+1.8%+3.8%+1.3%+5.4%-0.4%-1.9%+7.1%+2.6%+11.1%
2019+7.4%+3.8%+3.1%+3.1%-4.2%+3.7%+3.4%-1.3%+1.6%-0.2%+3.7%+2.5%+29.5%
2018+2.8%-0.6%-3.6%+3.1%+4.2%-1.3%+1.9%+2.6%+0.8%-6.6%+1.2%-7.1%-3.4%
2017+0.4%+4.9%+1.5%-0.3%+0.1%-0.9%-0.0%+0.4%+2.3%+5.1%-0.4%+1.3%+15.2%
2016-5.6%+0.4%+1.9%-1.2%+3.8%+2.1%+3.2%-1.0%+0.6%-0.1%+3.2%+1.5%+9.0%
2015+6.9%+5.4%+3.4%-1.5%+1.5%-3.5%+1.5%-8.6%-2.8%+8.7%+3.8%-3.5%+10.4%
2014---------+0.6%+5.2%+1.0%+6.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.40% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -18.8%.

Detailed Metrics

Returns
Total Return
+300.19%
Annualized Return
+12.65%
Avg Monthly Return
+1.07%
Risk
Volatility (Annual)
+16.42%
Max Drawdown
+31.40%
Positive Months
64%
Average Drawdown
-6.2%
Risk-Adjusted
Sharpe Ratio
0.65
Risk-free rate: 2.0%
Sortino Ratio
0.60
Downside risk adjusted
Return/Volatility
0.77
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
7.80
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
40,019.13
Backtest Period
2014-10-07 to 2026-05-29
11.6 years
Rebalancing
annual
Base Currency
EUR
50/25/25 em | +12.7% CAGR | ETF Backtest