Adrefarm

Adrefarm

None Rebalancing
EUR
Moderate Risk
Multi-currency
11.7yr backtest

Performance Summary

Total Return+431.09%
Annualized Return+15.31%
Volatility+18.76%
Sharpe Ratio0.71
Max Drawdown+31.54%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
This portfolio offers 100% equity exposure through a global momentum ETF for long-term growth potential and market-beating strategies.
AssetTypeAllocationTER
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
100.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €53,108.7
Histogram of Monthly Returns
The portfolio had a positive return during 92 of the 141 months (65%)
Monthly Returns Heatmap
Best month: +16.1% • Worst month: -8.9% • Best year: 2024 (+38.4%) • Worst year: 2022 (-12.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+1.7%-7.5%+16.1%+8.6%+6.3%------+27.7%
2025+5.3%-2.0%-8.9%-1.2%+7.3%-0.5%+1.8%+0.4%+4.0%+1.7%-0.5%+0.7%+7.2%
2024+7.6%+8.4%+5.2%-2.4%+2.1%+6.8%-3.1%-0.4%+1.3%+1.9%+7.0%-0.4%+38.4%
2023-0.7%-0.0%-1.8%+1.2%-2.1%+4.4%+1.6%+0.3%-1.6%-2.3%+5.9%+3.7%+8.5%
2022-7.3%-1.2%+6.9%-5.9%-4.2%-5.3%+6.7%+0.3%-4.6%+7.7%-1.0%-4.1%-12.8%
2021+1.7%-0.0%+2.8%+4.3%-2.6%+3.8%+1.6%+3.8%-1.3%+7.0%-0.9%+0.9%+22.6%
2020+5.3%-8.5%-6.8%+7.6%+3.5%+3.7%+1.5%+7.1%-1.4%-2.9%+5.0%+4.0%+17.9%
2019+6.0%+5.4%+3.0%+3.4%-2.4%+3.6%+4.8%-1.0%+0.7%-1.1%+4.2%+0.3%+29.8%
2018+2.5%+1.2%-5.0%+5.0%+5.2%+0.7%+0.8%+4.2%+1.6%-8.2%+0.6%-7.1%+0.4%
2017+0.8%+5.1%+0.5%+0.1%+0.7%-1.4%+0.1%+0.5%+3.3%+6.3%-0.7%+0.8%+17.0%
2016-5.7%+0.8%+0.2%-0.6%+4.3%+2.6%+3.5%-3.7%+0.9%-1.8%+4.9%+2.2%+7.4%
2015+6.3%+6.0%+3.8%-3.7%+3.0%-1.9%+4.1%-8.5%-4.2%+9.0%+3.8%-2.4%+15.0%
2014---------+1.3%+4.8%+2.5%+8.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.54% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -21.9%.

Detailed Metrics

Returns
Total Return
+431.09%
Annualized Return
+15.31%
Avg Monthly Return
+1.28%
Risk
Volatility (Annual)
+18.76%
Max Drawdown
+31.54%
Positive Months
65%
Average Drawdown
-6.3%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.82
Calmar Ratio
0.49
Return/Max Drawdown
Ulcer Index
8.09
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
53,108.7
Backtest Period
2014-10-06 to 2026-06-26
11.7 years
Rebalancing
none
Base Currency
EUR