Optimize
Annual Rebalancing
EUR
Moderate Risk
7.1yr backtest

Performance Summary

Total Return+119.06%
Annualized Return+11.70%
Volatility+18.34%
Sharpe Ratio0.53
Max Drawdown+36.84%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
AssetTypeAllocationTER
SPPW.XETRA
SPDR MSCI World UCITS ETFIE00BFY0GT14
ETF
65.0%0.12%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
18.0%0.3%
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETFIE00BSPLC298
ETF
12.0%0.3%
SPYM.XETRA
SPDR MSCI Emerging Markets UCITS ETFIE00B469F816
ETF
5.0%0.18%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,905.88
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 86 months (65%)
Monthly Returns Heatmap
Best month: +12.3% • Worst month: -15.5% • Best year: 2021 (+33.5%) • Worst year: 2022 (-12.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+2.0%-5.1%+1.9%--------+0.3%
2025+4.7%-2.2%-7.0%-4.2%+6.3%+1.1%+4.4%+0.5%+2.1%+3.6%+0.3%+0.8%+10.0%
2024+1.7%+2.7%+4.2%-2.1%+1.8%+2.8%+2.2%-1.0%+1.5%+0.6%+7.2%-2.2%+20.7%
2023+6.2%+1.0%-2.4%-0.1%+1.1%+4.3%+3.3%-1.1%-1.8%-4.3%+6.1%+5.7%+18.8%
2022-4.3%-1.3%+3.5%-1.7%-2.8%-7.2%+9.8%-1.7%-6.4%+5.5%+0.9%-5.6%-12.0%
2021+2.4%+4.7%+6.7%+1.7%+0.5%+3.2%+0.8%+2.9%-1.4%+4.3%-0.2%+3.9%+33.5%
2020-1.5%-8.8%-15.5%+10.7%+2.3%+2.1%-0.7%+5.8%-1.5%-1.6%+12.3%+2.6%+3.0%
2019--+1.4%+3.6%-5.9%+3.8%+3.1%-2.5%+3.8%+0.1%+4.3%+2.4%+14.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +36.84% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -15.8%.

Detailed Metrics

Returns
Total Return
+119.06%
Annualized Return
+11.70%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+18.34%
Max Drawdown
+36.84%
Positive Months
65%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.53
Risk-free rate: 2.0%
Sortino Ratio
0.49
Downside risk adjusted
Return/Volatility
0.64
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
7.51
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,905.88
Backtest Period
2019-03-01 to 2026-04-02
7.1 years
Rebalancing
annual
Base Currency
EUR