Optimize
None Rebalancing
EUR
Low Risk
3.6yr backtest

Performance Summary

Total Return+55.27%
Annualized Return+13.03%
Volatility+9.60%
Sharpe Ratio1.15
Max Drawdown+12.50%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio blending multi-factor, low volatility, emerging markets, Asia, and utilities for balanced growth.
AssetTypeAllocationTER
JPGL.XETRA
JPMorgan Global Equity Multi-Factor UCITS ETF AccumulatingIE00BJRCLL96
ETF
27.8%0.19%
XDEB.XETRA
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C 1CIE00BL25JN58
ETF
27.8%0.25%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
11.1%0.18%
FVSJ.XETRA
Franklin FTSE Asia ex China ex Japan UCITS ETFIE00BFWXDV39
ETF
11.1%0.14%
WELD.XETRA
Amundi S&P Global Utilities ESG UCITS ETF DR EUR (A)IE000PMX0MW6
ETF
11.1%0.18%
SPYU.XETRA
State Street SPDR MSCI Europe Utilities UCITS ETF EURIE00BKWQ0P07
ETF
11.1%0.18%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,527.21
Histogram of Monthly Returns
The portfolio had a positive return during 29 of the 44 months (66%)
Monthly Returns Heatmap
Best month: +7.3% • Worst month: -4.7% • Best year: 2024 (+13.6%) • Worst year: 2022 (+3.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+7.3%-4.7%+4.9%+0.1%-------+11.2%
2025+3.2%+0.4%-1.7%-2.4%+3.0%-0.4%+2.4%-0.7%+1.8%+3.9%+1.2%-0.4%+10.7%
2024+1.2%+0.7%+3.5%-1.0%+0.9%+2.3%+3.1%+0.9%+1.7%-0.9%+4.3%-3.6%+13.6%
2023+2.3%-0.8%+0.8%+0.9%-1.3%+1.8%+1.5%-1.8%-0.9%-2.2%+4.2%+2.8%+7.2%
2022---------+3.9%+3.4%-3.6%+3.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +12.50% • The longest drawdown period lasted for 5 months and was between December 2022 and May 2023. It reached a trough of -4.6%.

Detailed Metrics

Returns
Total Return
+55.27%
Annualized Return
+13.03%
Avg Monthly Return
+1.04%
Risk
Volatility (Annual)
+9.60%
Max Drawdown
+12.50%
Positive Months
66%
Average Drawdown
-1.7%
Risk-Adjusted
Sharpe Ratio
1.15
Risk-free rate: 2.0%
Sortino Ratio
1.07
Downside risk adjusted
Return/Volatility
1.36
Calmar Ratio
1.04
Return/Max Drawdown
Ulcer Index
2.10
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,527.21
Backtest Period
2022-10-11 to 2026-05-15
3.6 years
Rebalancing
none
Base Currency
EUR
Addendum | +13.0% CAGR | ETF Backtest