HomePortfolios70 World Momentum 30 Small Cap

70 World Momentum 30 Small Cap

Optimize FIRE Projection
None Rebalancing
EUR
Moderate Risk
11.5yr backtest

Performance Summary

Total Return+275.96%
Annualized Return+12.16%
Volatility+16.88%
Sharpe Ratio0.60
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 €37,595.76
Histogram of Monthly Returns
The portfolio had a positive return during 87 of the 140 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%+7.7%-7.3%+0.1%+1.6%---+19.8%
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%.
When could this portfolio get you to financial independence?

70 World Momentum 30 Small Cap returned +12.16% a year over the 12 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+275.96%
Annualized Return
+12.16%
Avg Monthly Return
+1.05%
Risk
Volatility (Annual)
+16.88%
Max Drawdown
+34.17%
Positive Months
62%
Average Drawdown
-6.3%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
0.72
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
7.94
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
37,595.76
Backtest Period
2015-02-20 to 2026-09-04
11.5 years
Rebalancing
none
Base Currency
EUR