HomePortfoliosAndreaS BECK VALUE TILT

AndreaS BECK VALUE TILT

Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
8.0yr backtest

Performance Summary

Total Return+137.71%
Annualized Return+11.43%
Volatility+15.95%
Sharpe Ratio0.59
Max Drawdown+34.01%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio with a value tilt, blending core world equities, small caps, Europe, and emerging markets for balanced growth.
AssetTypeAllocationTER
IWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
65.0%0.2%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
10.0%0.35%
XSX6.XETRA
Xtrackers STOXX Europe 600 UCITS ETF 1CLU0328475792
ETF
10.0%0.2%
XMME.XETRA
Xtrackers MSCI Emerging Markets UCITS ETF 1CIE00BTJRMP35
ETF
10.0%0.18%
DBXJ.XETRA
Xtrackers MSCI Japan UCITS ETF 1CLU0274209740
ETF
5.0%0.12%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,770.71
Histogram of Monthly Returns
The portfolio had a positive return during 64 of the 97 months (66%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -11.8% • Best year: 2019 (+28.5%) • Worst year: 2022 (-13.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+3.0%-6.1%+8.2%--------+5.7%
2025+4.2%-1.9%-7.0%-3.4%+5.7%+0.4%+3.7%+1.1%+2.5%+3.9%-0.0%+0.4%+9.2%
2024+2.7%+3.2%+3.8%-1.9%+1.1%+3.9%+0.8%-0.4%+1.4%+0.2%+6.5%-0.9%+22.3%
2023+5.5%+0.5%-0.3%+0.0%+1.3%+4.0%+2.8%-1.4%-1.5%-3.8%+5.8%+4.5%+18.1%
2022-4.5%-1.5%+3.5%-2.3%-3.2%-6.5%+9.3%-1.6%-6.2%+3.9%+1.1%-4.7%-13.0%
2021+0.8%+3.1%+5.4%+1.4%+0.4%+3.5%+0.8%+2.9%-1.6%+4.2%-0.5%+3.5%+26.7%
2020-0.1%-8.8%-11.8%+8.8%+3.0%+1.9%-0.7%+5.7%-0.9%-2.3%+9.3%+3.4%+5.5%
2019+7.8%+3.6%+2.1%+3.5%-5.0%+3.8%+3.2%-2.6%+3.6%+0.3%+4.1%+1.6%+28.5%
2018---+2.1%+2.7%+0.1%+1.9%+0.4%+0.9%-5.9%+0.8%-7.1%-4.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.01% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -17.0%.

Detailed Metrics

Returns
Total Return
+137.71%
Annualized Return
+11.43%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+15.95%
Max Drawdown
+34.01%
Positive Months
66%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
0.72
Calmar Ratio
0.34
Return/Max Drawdown
Ulcer Index
6.95
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,770.71
Backtest Period
2018-04-25 to 2026-04-24
8.0 years
Rebalancing
none
Base Currency
EUR