Monthly Rebalancing
EUR
Moderate Risk
11.9yr backtest

Performance Summary

Total Return+278.45%
Annualized Return+11.81%
Volatility+13.84%
Sharpe Ratio0.71
Max Drawdown+31.60%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio blending momentum, quality, value, and low volatility strategies for balanced, long-term growth.
AssetTypeAllocationTER
XDEM.XETRA
Xtrackers MSCI World Momentum UCITS ETF 1CIE00BL25JP72
ETF
25.0%0.25%
XDEQ.XETRA
Xtrackers MSCI World Quality UCITS ETF 1CIE00BL25JL35
ETF
25.0%0.25%
XDEV.XETRA
Xtrackers MSCI World Value UCITS ETF 1CIE00BL25JM42
ETF
25.0%0.25%
XDEB.XETRA
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C 1CIE00BL25JN58
ETF
25.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €37,844.81
Histogram of Monthly Returns
The portfolio had a positive return during 96 of the 144 months (67%)
Monthly Returns Heatmap
Best month: +8.5% • Worst month: -9.9% • Best year: 2021 (+28.8%) • Worst year: 2022 (-9.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+3.1%-5.2%+8.3%+7.2%+4.0%-2.7%+1.6%+1.0%---+20.1%
2025+4.8%+0.1%-5.9%-3.6%+4.6%-0.7%+2.5%+0.3%+2.2%+2.6%+1.0%+0.8%+8.3%
2024+4.6%+4.0%+4.1%-2.5%+1.5%+3.6%+0.5%+0.3%+0.4%+0.8%+6.1%-2.3%+22.7%
2023+1.8%+0.1%-0.5%+0.6%+0.3%+3.1%+1.8%+0.1%-0.7%-2.6%+4.4%+3.3%+12.2%
2022-5.2%-1.4%+5.0%-1.8%-2.8%-5.3%+7.1%-1.5%-5.0%+5.5%+1.3%-4.5%-9.4%
2021+1.0%+2.1%+6.5%+1.3%-0.3%+3.8%+1.8%+2.6%-1.8%+4.3%+0.3%+4.3%+28.8%
2020+1.0%-8.3%-9.9%+7.8%+1.5%+0.8%-1.9%+4.8%-0.5%-2.9%+8.2%+1.3%+0.1%
2019+6.9%+4.0%+2.7%+2.4%-3.8%+3.7%+3.6%-0.9%+2.8%-0.5%+3.9%+1.1%+28.6%
2018+1.8%-1.7%-3.3%+3.8%+3.7%-0.5%+2.4%+2.2%+1.3%-4.7%+0.6%-7.6%-2.7%
2017-0.8%+4.5%+0.4%-0.8%-0.5%-1.2%-0.4%-2.1%+3.8%+4.3%+0.2%+0.8%+8.4%
2016-6.8%+1.3%+2.9%+1.0%+1.9%-0.3%+4.2%-0.2%-0.0%+0.7%+4.0%+2.7%+11.6%
2015+6.8%+6.8%+2.6%-1.4%+2.1%-3.6%+2.3%-9.5%-1.5%+8.5%+4.2%-3.7%+12.6%
2014---------+0.6%+4.1%+1.3%+6.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.60% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -14.0%.
When could this portfolio get you to financial independence?

ADM XDEx returned +11.81% a year over the 12 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+278.45%
Annualized Return
+11.81%
Avg Monthly Return
+0.99%
Risk
Volatility (Annual)
+13.84%
Max Drawdown
+31.60%
Positive Months
67%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.65
Downside risk adjusted
Return/Volatility
0.85
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
6.07
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
37,844.81
Backtest Period
2014-10-01 to 2026-09-04
11.9 years
Rebalancing
monthly
Base Currency
EUR