Optimize
Monthly Rebalancing
EUR
Moderate Risk
13.5yr backtest

Performance Summary

Total Return+472.33%
Annualized Return+13.84%
Volatility+14.24%
Sharpe Ratio0.83
Max Drawdown+30.67%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio blending world markets, low volatility strategies, and US technology for balanced growth.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
35.0%0.17%
IQQ0.XETRA
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)IE00B8FHGS14
ETF
35.0%0.3%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
30.0%0.3%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €57,233.43
Histogram of Monthly Returns
The portfolio had a positive return during 105 of the 162 months (65%)
Monthly Returns Heatmap
Best month: +11.1% • Worst month: -9.0% • Best year: 2019 (+32.4%) • Worst year: 2022 (-15.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.1%+1.7%-4.0%+7.0%+6.1%+1.6%-1.9%-----+10.5%
2025+4.0%-1.7%-6.9%-3.9%+5.5%+0.1%+4.0%-0.8%+2.3%+3.5%-0.1%-0.5%+5.0%
2024+3.7%+2.8%+2.9%-2.2%+0.9%+5.6%+0.3%+0.0%+1.1%+1.3%+7.0%-1.1%+24.3%
2023+4.3%+0.7%+2.1%+0.0%+4.1%+2.8%+1.8%-0.1%-1.3%-2.9%+5.0%+3.6%+21.6%
2022-6.4%-2.0%+5.5%-2.7%-4.3%-4.8%+9.5%-1.4%-5.3%+2.9%-0.4%-6.0%-15.5%
2021+0.9%+0.8%+5.9%+1.5%-0.9%+5.9%+2.0%+3.2%-2.5%+4.7%+2.0%+3.4%+30.0%
2020+2.0%-7.7%-8.3%+9.5%+1.7%+2.1%+0.1%+5.6%-1.0%-2.6%+6.8%+1.8%+9.0%
2019+7.4%+3.8%+3.4%+3.2%-3.9%+3.6%+4.4%-0.7%+2.3%-0.0%+4.0%+1.5%+32.4%
2018+1.2%-0.8%-3.6%+3.4%+4.9%+0.6%+2.2%+3.3%+0.5%-4.5%+0.7%-7.9%-0.7%
2017-0.1%+5.4%+0.5%-0.4%-0.5%-2.0%-0.5%-0.1%+1.3%+4.1%-0.1%+0.9%+8.7%
2016-6.9%+2.4%+1.3%-0.7%+3.7%+0.6%+4.1%-0.4%+0.5%+0.2%+4.0%+2.4%+11.2%
2015+6.4%+5.6%+3.1%-2.0%+2.6%-4.3%+3.8%-9.0%-1.6%+11.1%+3.8%-2.9%+16.2%
2014-1.2%+3.2%-0.7%-0.1%+4.6%+2.0%+2.0%+4.9%+2.3%+2.6%+3.5%+1.7%+27.5%
2013-+1.7%+5.6%-0.1%+2.2%-2.8%+2.6%-1.7%+2.4%+3.6%+1.3%+0.0%+15.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.67% • The longest drawdown period lasted for 1 year and 8 months and was between December 2021 and September 2023. It reached a trough of -17.0%.

Detailed Metrics

Returns
Total Return
+472.33%
Annualized Return
+13.84%
Avg Monthly Return
+1.14%
Risk
Volatility (Annual)
+14.24%
Max Drawdown
+30.67%
Positive Months
65%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
0.83
Risk-free rate: 2.0%
Sortino Ratio
0.77
Downside risk adjusted
Return/Volatility
0.97
Calmar Ratio
0.45
Return/Max Drawdown
Ulcer Index
5.56
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
57,233.43
Backtest Period
2013-02-14 to 2026-07-31
13.5 years
Rebalancing
monthly
Base Currency
EUR
ACC4 | +13.8% CAGR | ETF Backtest