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Autoinvest korf

Saxo autoinvest korf

Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
4.8yr backtest

Performance Summary

Total Return+91.29%
Annualized Return+14.56%
Volatility+15.94%
Sharpe Ratio0.79
Max Drawdown+21.88%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio for long-term growth with global equities, European stocks, and targeted semiconductor & momentum factor exposure.
AssetTypeAllocationTER
MEUD.PA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
35.0%0.07%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
35.0%0.17%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
15.0%0.25%
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
15.0%0.35%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,128.72
Histogram of Monthly Returns
The portfolio had a positive return during 35 of the 58 months (60%)
Monthly Returns Heatmap
Best month: +15.4% • Worst month: -8.1% • Best year: 2026 (+22.2%) • Worst year: 2022 (-15.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.5%+2.5%-7.4%+15.4%+5.7%-------+22.2%
2025+4.8%-1.2%-7.5%-2.7%+7.0%+1.9%+2.7%+0.2%+4.4%+6.0%-0.8%+1.8%+16.9%
2024+3.0%+4.9%+4.4%-2.1%+2.8%+4.1%-1.5%-0.6%+0.7%-1.0%+4.2%-0.1%+20.1%
2023+6.0%+1.1%+0.6%-0.5%+2.4%+3.3%+2.3%-1.7%-1.9%-3.9%+7.2%+5.2%+21.4%
2022-6.0%-2.0%+3.1%-3.4%-1.8%-8.1%+9.0%-3.1%-6.6%+4.8%+4.2%-5.0%-15.2%
2021-------+0.7%-2.4%+5.3%+0.8%+3.8%+8.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.88% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -19.5%.

Detailed Metrics

Returns
Total Return
+91.29%
Annualized Return
+14.56%
Avg Monthly Return
+1.22%
Risk
Volatility (Annual)
+15.94%
Max Drawdown
+21.88%
Positive Months
60%
Average Drawdown
-6.0%
Risk-Adjusted
Sharpe Ratio
0.79
Risk-free rate: 2.0%
Sortino Ratio
0.75
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.67
Return/Max Drawdown
Ulcer Index
7.33
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,128.72
Backtest Period
2021-08-06 to 2026-05-15
4.8 years
Rebalancing
none
Base Currency
EUR