Optimize
None Rebalancing
EUR
Moderate Risk
11.7yr backtest

Performance Summary

Total Return+308.03%
Annualized Return+12.73%
Volatility+15.91%
Sharpe Ratio0.67
Max Drawdown+32.54%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio diversified across core, quality, and momentum factor strategies for targeted growth.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
50.0%0.2%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
30.0%0.25%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
20.0%0.25%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €40,803.45
Histogram of Monthly Returns
The portfolio had a positive return during 90 of the 142 months (63%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -9.5% • Best year: 2019 (+31.6%) • Worst year: 2022 (-14.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+1.5%-5.7%+9.8%+5.9%+3.9%-0.6%-----+16.6%
2025+4.6%-2.1%-8.0%-3.5%+6.1%+0.5%+3.9%-0.6%+3.0%+3.5%-0.3%+0.7%+6.9%
2024+4.2%+5.2%+3.9%-2.1%+1.8%+5.4%-1.1%+0.1%+1.2%+1.1%+6.6%-1.5%+27.3%
2023+3.3%+0.1%-0.1%+0.5%+1.6%+3.6%+2.3%-0.2%-1.7%-2.8%+5.7%+3.9%+17.0%
2022-6.3%-1.8%+4.9%-3.1%-3.8%-6.0%+9.0%-1.5%-5.5%+4.8%+1.1%-5.4%-14.0%
2021+0.8%+2.2%+5.3%+2.4%-0.8%+4.7%+1.7%+3.3%-2.4%+5.8%+0.4%+3.1%+29.5%
2020+0.7%-8.5%-9.5%+9.1%+2.2%+2.2%+0.0%+6.1%-0.9%-2.6%+8.3%+1.9%+7.4%
2019+7.4%+4.5%+2.9%+3.4%-4.4%+3.8%+3.7%-1.5%+2.4%-0.1%+4.3%+1.8%+31.6%
2018+1.5%-1.2%-3.6%+3.5%+4.2%-0.3%+2.2%+2.4%+0.7%-5.5%+0.5%-7.8%-3.8%
2017-0.8%+5.2%+0.9%-0.6%-0.5%-1.1%-0.8%-0.4%+2.7%+4.2%-0.1%+1.3%+10.3%
2016-6.2%+0.6%+1.1%-0.6%+4.3%+0.1%+3.3%-0.4%+0.2%-0.1%+4.9%+2.1%+9.1%
2015+5.9%+6.0%+3.1%-2.1%+2.0%-3.6%+3.0%-8.3%-3.1%+9.6%+4.0%-3.8%+11.7%
2014---------+1.9%+4.5%+1.3%+7.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.54% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -18.1%.

Detailed Metrics

Returns
Total Return
+308.03%
Annualized Return
+12.73%
Avg Monthly Return
+1.07%
Risk
Volatility (Annual)
+15.91%
Max Drawdown
+32.54%
Positive Months
63%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.67
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.80
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
6.89
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
40,803.45
Backtest Period
2014-10-07 to 2026-07-03
11.7 years
Rebalancing
none
Base Currency
EUR
acwi+tilt | +12.7% CAGR | ETF Backtest