HomePortfolios50/25 value/25 quality

50/25 value/25 quality

Optimize
Annual Rebalancing
EUR
Moderate Risk
11.6yr backtest

Performance Summary

Total Return+339.12%
Annualized Return+13.55%
Volatility+16.21%
Sharpe Ratio0.71
Max Drawdown+32.04%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio blending momentum, value, and quality factor strategies for diversified, targeted growth.
AssetTypeAllocationTER
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
50.0%0.25%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
25.0%0.25%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
25.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €43,911.96
Histogram of Monthly Returns
The portfolio had a positive return during 90 of the 140 months (64%)
Monthly Returns Heatmap
Best month: +12.5% • Worst month: -9.3% • Best year: 2019 (+29.7%) • Worst year: 2022 (-11.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+1.9%-6.2%+12.5%+9.1%-------+20.4%
2025+5.2%-0.9%-7.5%-2.9%+6.1%+0.2%+2.8%+0.2%+3.4%+3.2%+0.3%+1.5%+11.2%
2024+5.3%+6.0%+4.7%-2.5%+2.1%+4.7%-1.4%-0.4%+0.9%+1.2%+6.3%-1.6%+27.8%
2023+1.8%+0.2%-1.2%+0.6%+0.1%+4.0%+2.1%+0.1%-1.0%-2.8%+5.2%+3.8%+13.4%
2022-5.9%-1.4%+4.9%-3.4%-2.8%-6.3%+7.2%-1.3%-5.3%+6.4%+1.4%-4.8%-11.7%
2021+1.6%+2.3%+5.3%+2.3%-1.1%+3.8%+1.6%+3.0%-1.6%+5.3%-0.2%+3.3%+28.4%
2020+1.2%-8.5%-9.3%+8.3%+2.2%+2.2%-0.9%+6.1%-0.9%-3.0%+8.3%+2.0%+6.2%
2019+7.1%+4.3%+2.6%+3.1%-4.3%+3.8%+3.8%-1.2%+2.2%-0.3%+4.2%+1.4%+29.7%
2018+2.1%-0.3%-4.1%+4.1%+4.3%-0.7%+1.9%+3.0%+1.3%-6.2%+0.3%-8.1%-3.3%
2017-0.6%+4.8%+0.9%-0.5%-0.3%-0.9%-0.6%-0.3%+3.2%+5.0%-0.0%+1.0%+12.0%
2016-6.3%+0.1%+0.4%-0.7%+5.0%+0.1%+3.2%-0.9%+0.1%+0.1%+5.2%+2.1%+8.3%
2015+6.2%+6.0%+3.4%-2.6%+2.7%-3.2%+3.3%-8.2%-3.6%+9.2%+4.2%-3.2%+13.6%
2014---------+1.1%+5.7%+1.8%+8.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.04% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and January 2024. It reached a trough of -17.0%.

Detailed Metrics

Returns
Total Return
+339.12%
Annualized Return
+13.55%
Avg Monthly Return
+1.14%
Risk
Volatility (Annual)
+16.21%
Max Drawdown
+32.04%
Positive Months
64%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.84
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
6.79
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
43,911.96
Backtest Period
2014-10-07 to 2026-05-29
11.6 years
Rebalancing
annual
Base Currency
EUR
50/25 value/25 quality | +13.6% CAGR | ETF Backtest