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all_season_factor_rotation

with factor rotation

Annual Rebalancing
EUR
Moderate Risk
1.3yr backtest

Performance Summary

Total Return+17.68%
Annualized Return+13.01%
Volatility+10.60%
Sharpe Ratio1.04
Max Drawdown+14.11%

Holdings

Asset Allocation

Asset Class

Equity 67.9%Bonds 22.1%Precious Metals 10.0%
Holdings Details
Diversified global ETF portfolio blending factor rotation, US & emerging market equities, EUR bonds, and gold for balanced growth.
AssetTypeAllocationTER
FCRN.F
iShares World Equity Factor Rotation Active UCITS ETF USD (Acc)IE0009Y1MQJ2
ETF
22.8%0.3%
SXR8.F
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
22.0%0.07%
WEXE.XETRA
Amundi MSCI World Ex USA UCITS ETF AccIE00085PWS28
ETF
15.4%0.15%
IEAA.LSE
iShares Core EUR Corporate Bond UCITS ETF (Acc)IE00BF11F565
ETF
11.9%0.09%
PHAU.AS
WisdomTree Physical Gold EURJE00B1VS3770
ETF
10.0%0.39%
IS3N.F
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
7.7%0.18%
DBXF.F
Xtrackers Eurozone Government Bond 15-30 UCITS ETF 1CLU0290357507
ETF
6.2%0.15%
IBCI.F
iShares Euro Inflation Linked Government Bond UCITS ETFIE00B0M62X26
ETF
4.0%0.09%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €11,767.7
Histogram of Monthly Returns
The portfolio had a positive return during 11 of the 17 months (65%)
Monthly Returns Heatmap
Best month: +5.5% • Worst month: -5.1% • Best year: 2025 (+9.1%) • Worst year: 2026 (+7.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+2.1%-5.1%+5.5%+3.0%-------+7.9%
2025+2.0%-1.4%-4.7%-1.6%+4.2%+0.4%+3.1%-0.4%+3.2%+4.1%-0.2%+0.4%+9.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +14.11% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -14.1%.

Detailed Metrics

Returns
Total Return
+17.68%
Annualized Return
+13.01%
Avg Monthly Return
+1.00%
Risk
Volatility (Annual)
+10.60%
Max Drawdown
+14.11%
Positive Months
65%
Average Drawdown
-3.1%
Risk-Adjusted
Sharpe Ratio
1.04
Risk-free rate: 2.0%
Sortino Ratio
0.97
Downside risk adjusted
Return/Volatility
1.23
Calmar Ratio
0.92
Return/Max Drawdown
Ulcer Index
3.94
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
11,767.7
Backtest Period
2025-01-21 to 2026-05-22
1.3 years
Rebalancing
annual
Base Currency
EUR
all_season_factor_rotation | +13.0% CAGR | ETF Backtest