HomePortfoliosAddendum EF
Optimize
None Rebalancing
EUR
Moderate Risk
3.6yr backtest

Performance Summary

Total Return+75.39%
Annualized Return+16.93%
Volatility+11.24%
Sharpe Ratio1.33
Max Drawdown+9.88%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio focused on utilities, low volatility, and emerging markets for balanced growth and stability.
AssetTypeAllocationTER
SPYU.XETRA
State Street SPDR MSCI Europe Utilities UCITS ETF EURIE00BKWQ0P07
ETF
38.9%0.18%
WELD.XETRA
Amundi S&P Global Utilities ESG UCITS ETF DR EUR (A)IE000PMX0MW6
ETF
24.4%0.18%
FVSJ.XETRA
Franklin FTSE Asia ex China ex Japan UCITS ETFIE00BFWXDV39
ETF
14.4%0.14%
JPGL.XETRA
JPMorgan Global Equity Multi-Factor UCITS ETF AccumulatingIE00BJRCLL96
ETF
11.1%0.19%
XDEB.XETRA
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C 1CIE00BL25JN58
ETF
5.6%0.25%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
5.6%0.18%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,538.75
Histogram of Monthly Returns
The portfolio had a positive return during 29 of the 44 months (66%)
Monthly Returns Heatmap
Best month: +8.8% • Worst month: -4.4% • Best year: 2025 (+21.8%) • Worst year: 2024 (+8.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.8%+8.8%-4.4%+5.5%-2.7%-------+13.0%
2025+2.3%+0.8%+1.5%+1.4%+3.3%+0.5%+1.8%-1.5%+2.4%+6.7%+1.3%-0.3%+21.8%
2024-1.3%-1.9%+3.9%-0.2%+2.6%+0.3%+4.5%+1.2%+2.9%-2.6%+2.3%-3.6%+8.0%
2023+2.5%-0.2%+2.3%+2.1%-2.3%+1.8%+0.7%-2.9%-2.4%-1.1%+5.5%+2.6%+8.7%
2022---------+5.8%+5.4%-2.6%+8.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +9.88% • The longest drawdown period lasted for 6 months and was between May 2023 and December 2023. It reached a trough of -9.4%.

Detailed Metrics

Returns
Total Return
+75.39%
Annualized Return
+16.93%
Avg Monthly Return
+1.33%
Risk
Volatility (Annual)
+11.24%
Max Drawdown
+9.88%
Positive Months
66%
Average Drawdown
-2.3%
Risk-Adjusted
Sharpe Ratio
1.33
Risk-free rate: 2.0%
Sortino Ratio
1.24
Downside risk adjusted
Return/Volatility
1.51
Calmar Ratio
1.71
Return/Max Drawdown
Ulcer Index
2.70
Drawdown depth & duration
Martin Ratio
0.06
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,538.75
Backtest Period
2022-10-11 to 2026-05-15
3.6 years
Rebalancing
none
Base Currency
EUR
Addendum EF | +16.9% CAGR | ETF Backtest