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502020210

Created byuser-be6ga5
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Annual Rebalancing
EUR
Moderate Risk
2.1yr backtest

Performance Summary

Total Return+28.04%
Annualized Return+12.81%
Volatility+13.32%
Sharpe Ratio0.81
Max Drawdown+18.56%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio blending US, international developed, emerging markets, and small caps for balanced growth.
AssetTypeAllocationTER
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
50.0%0.15%
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087
ETF
20.0%0.07%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
20.0%0.18%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31
ETF
10.0%0.35%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,803.54
Histogram of Monthly Returns
The portfolio had a positive return during 17 of the 26 months (65%)
Monthly Returns Heatmap
Best month: +5.4% • Worst month: -7.0% • Best year: 2025 (+14.1%) • Worst year: 2026 (+2.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+3.9%-7.0%+2.2%--------+2.2%
2025+4.5%-0.6%-5.0%-2.7%+5.4%+0.5%+3.1%+0.8%+2.6%+3.9%-0.1%+1.3%+14.1%
2024--+2.7%-1.4%+1.3%+2.4%+1.2%-0.2%+1.8%-1.1%+4.5%-1.6%+9.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.56% • The longest drawdown period lasted for 6 months and was between February 2025 and August 2025. It reached a trough of -18.6%.

Detailed Metrics

Returns
Total Return
+28.04%
Annualized Return
+12.81%
Avg Monthly Return
+1.00%
Risk
Volatility (Annual)
+13.32%
Max Drawdown
+18.56%
Positive Months
65%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
0.81
Risk-free rate: 2.0%
Sortino Ratio
0.75
Downside risk adjusted
Return/Volatility
0.96
Calmar Ratio
0.69
Return/Max Drawdown
Ulcer Index
3.60
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,803.54
Backtest Period
2024-03-14 to 2026-04-02
2.1 years
Rebalancing
annual
Base Currency
EUR