HomePortfoliosAddendum EFv
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None Rebalancing
EUR
Low Risk
3.6yr backtest

Performance Summary

Total Return+61.41%
Annualized Return+14.26%
Volatility+9.77%
Sharpe Ratio1.25
Max Drawdown+11.51%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio diversified across world, Europe, Asia, and emerging markets with a focus on low volatility and utilities.
AssetTypeAllocationTER
XDEB.XETRA
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C 1CIE00BL25JN58
ETF
27.8%0.25%
SPYU.XETRA
State Street SPDR MSCI Europe Utilities UCITS ETF EURIE00BKWQ0P07
ETF
19.4%0.18%
JPGL.XETRA
JPMorgan Global Equity Multi-Factor UCITS ETF AccumulatingIE00BJRCLL96
ETF
16.7%0.19%
FVSJ.XETRA
Franklin FTSE Asia ex China ex Japan UCITS ETFIE00BFWXDV39
ETF
16.7%0.14%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
11.1%0.18%
WELD.XETRA
Amundi S&P Global Utilities ESG UCITS ETF DR EUR (A)IE000PMX0MW6
ETF
8.3%0.18%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,140.77
Histogram of Monthly Returns
The portfolio had a positive return during 29 of the 44 months (66%)
Monthly Returns Heatmap
Best month: +7.7% • Worst month: -5.2% • Best year: 2025 (+13.4%) • Worst year: 2022 (+4.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.4%+7.7%-5.2%+5.8%-0.1%-------+12.8%
2025+2.9%+0.3%-1.0%-1.5%+3.1%+0.1%+2.0%-1.0%+2.2%+4.7%+1.0%-0.1%+13.4%
2024+0.6%+0.1%+3.5%-0.8%+1.1%+2.3%+3.2%+0.8%+1.9%-1.4%+3.6%-3.2%+12.1%
2023+2.4%-0.8%+1.3%+1.1%-1.4%+1.7%+1.3%-2.1%-1.0%-2.0%+4.4%+2.7%+7.7%
2022---------+3.6%+4.4%-3.4%+4.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +11.51% • The longest drawdown period lasted for 4 months and was between July 2023 and December 2023. It reached a trough of -6.0%.

Detailed Metrics

Returns
Total Return
+61.41%
Annualized Return
+14.26%
Avg Monthly Return
+1.13%
Risk
Volatility (Annual)
+9.77%
Max Drawdown
+11.51%
Positive Months
66%
Average Drawdown
-1.6%
Risk-Adjusted
Sharpe Ratio
1.25
Risk-free rate: 2.0%
Sortino Ratio
1.17
Downside risk adjusted
Return/Volatility
1.46
Calmar Ratio
1.24
Return/Max Drawdown
Ulcer Index
1.99
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,140.77
Backtest Period
2022-10-11 to 2026-05-15
3.6 years
Rebalancing
none
Base Currency
EUR