HomePortfoliosAndreaS BECK VALUE TILT

AndreaS BECK VALUE TILT

Optimize
None Rebalancing
EUR
Moderate Risk
7.9yr backtest

Performance Summary

Total Return+118.02%
Annualized Return+10.32%
Volatility+16.07%
Sharpe Ratio0.52
Max Drawdown+34.02%

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 €21,802.22
Histogram of Monthly Returns
The portfolio had a positive return during 65 of the 97 months (67%)
Monthly Returns Heatmap
Best month: +11.8% • Worst month: -12.1% • Best year: 2019 (+26.7%) • Worst year: 2022 (-16.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+2.0%-7.4%+2.4%---------0.9%
2025+4.1%-1.9%-4.4%-0.2%+6.0%+3.4%+2.3%+1.8%+2.8%+2.9%+0.1%+1.4%+19.3%
2024+1.1%+3.2%+3.7%-2.7%+2.3%+2.9%+1.6%+1.1%+1.9%-1.5%+4.3%-2.1%+16.9%
2023+6.6%-1.3%+1.3%+1.1%-0.8%+5.4%+3.3%-2.4%-3.2%-3.8%+8.0%+5.4%+20.4%
2022-5.3%-1.6%+2.6%-5.5%-2.0%-8.0%+7.5%-2.8%-7.7%+4.5%+5.0%-3.0%-16.5%
2021+0.4%+2.8%+3.4%+3.1%+1.4%+1.6%+0.9%+2.5%-2.9%+4.1%-1.9%+3.8%+20.6%
2020-1.2%-8.9%-12.1%+8.9%+3.7%+3.0%+2.9%+5.9%-1.9%-2.6%+11.8%+4.3%+11.7%
2019+7.8%+3.0%+1.3%+3.3%-5.4%+5.2%+1.5%-2.7%+2.8%+1.8%+3.2%+2.8%+26.7%
2018---+1.5%+0.8%-0.5%+2.5%+0.4%+0.7%-7.1%+0.7%-6.9%-8.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.02% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -23.3%.

Detailed Metrics

Returns
Total Return
+118.02%
Annualized Return
+10.32%
Avg Monthly Return
+0.89%
Risk
Volatility (Annual)
+16.07%
Max Drawdown
+34.02%
Positive Months
67%
Average Drawdown
-5.8%
Risk-Adjusted
Sharpe Ratio
0.52
Risk-free rate: 2.0%
Sortino Ratio
0.47
Downside risk adjusted
Return/Volatility
0.64
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
7.82
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,802.22
Backtest Period
2018-04-25 to 2026-04-02
7.9 years
Rebalancing
none
Base Currency
EUR