HomePortfolios70 World Momentum 30 Small Cap

70 World Momentum 30 Small Cap

Optimize
None Rebalancing
EUR
Moderate Risk
11.3yr backtest

Performance Summary

Total Return+294.50%
Annualized Return+12.88%
Volatility+16.82%
Sharpe Ratio0.65
Max Drawdown+34.17%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A global momentum ETF portfolio diversified with US and European small-cap value ETFs for targeted equity growth.
AssetTypeAllocationTER
XDEM.XETRA
Xtrackers MSCI World Momentum UCITS ETF 1CIE00BL25JP72
ETF
70.0%0.25%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
20.0%0.3%
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETFIE00BSPLC298
ETF
10.0%0.3%
Total100.0%0.27%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €39,450.33
Histogram of Monthly Returns
The portfolio had a positive return during 85 of the 137 months (62%)
Monthly Returns Heatmap
Best month: +13.7% • Worst month: -14.7% • Best year: 2024 (+31.2%) • Worst year: 2022 (-12.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+1.3%-6.5%+13.7%+7.1%+6.6%------+25.7%
2025+5.8%-2.2%-8.7%-2.7%+7.4%+0.4%+3.0%-0.2%+3.3%+2.0%-0.1%+1.0%+8.3%
2024+5.1%+6.7%+5.1%-2.8%+2.6%+4.6%-0.6%-1.0%+1.4%+1.7%+7.5%-2.3%+31.2%
2023+1.6%+0.4%-3.6%+0.7%-1.6%+4.7%+2.4%-0.1%-1.7%-3.3%+6.0%+5.3%+10.6%
2022-7.5%-0.5%+5.6%-4.4%-3.4%-6.4%+8.0%-0.7%-5.0%+8.1%-0.0%-5.2%-12.4%
2021+3.1%+1.9%+4.1%+3.7%-1.9%+3.4%+1.1%+3.6%-1.1%+6.1%-0.7%+2.4%+28.6%
2020+1.6%-8.2%-11.9%+9.9%+2.8%+3.5%+1.0%+6.5%-1.2%-2.2%+9.0%+2.7%+11.9%
2019+7.9%+4.8%+2.4%+3.5%-4.0%+3.6%+4.1%-1.1%+1.3%-0.8%+4.3%+1.6%+30.7%
2018+2.3%-0.2%-4.4%+4.8%+5.6%+0.1%+1.2%+4.2%+0.5%-7.3%+0.2%-9.3%-3.5%
2017-0.8%+4.3%+0.7%-0.1%-0.6%-0.8%+0.8%-2.3%+4.8%+4.6%-0.2%+0.8%+11.5%
2016-9.2%+2.0%+3.4%+2.7%-0.7%-1.1%+5.4%+0.3%-0.2%+1.1%+5.6%+3.1%+12.2%
2015-+2.0%+3.2%-1.3%+2.8%-2.8%+1.8%-14.7%+4.9%+5.9%+5.3%-4.7%+0.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.17% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -19.7%.

Detailed Metrics

Returns
Total Return
+294.50%
Annualized Return
+12.88%
Avg Monthly Return
+1.10%
Risk
Volatility (Annual)
+16.82%
Max Drawdown
+34.17%
Positive Months
62%
Average Drawdown
-6.3%
Risk-Adjusted
Sharpe Ratio
0.65
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.77
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
7.98
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
39,450.33
Backtest Period
2015-02-20 to 2026-06-19
11.3 years
Rebalancing
none
Base Currency
EUR
70 World Momentum 30 Small Cap | +12.9% CAGR | ETF Backtest