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autoinvest korf 3

Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
10.1yr backtest

Performance Summary

Total Return+274.81%
Annualized Return+13.94%
Volatility+15.66%
Sharpe Ratio0.76
Max Drawdown+33.55%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio with core European and World equity exposure, enhanced by Momentum and Technology factor tilts for growth.
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%
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1CIE00BM67HT60
ETF
15.0%0.25%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €37,481.37
Histogram of Monthly Returns
The portfolio had a positive return during 82 of the 123 months (67%)
Monthly Returns Heatmap
Best month: +11.5% • Worst month: -10.3% • Best year: 2019 (+32.6%) • Worst year: 2022 (-16.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.7%+0.9%-6.1%+11.5%+5.3%-------+12.0%
2025+3.4%-1.8%-8.2%-2.4%+7.5%+1.5%+4.4%-0.5%+3.9%+4.9%-1.8%+0.9%+11.3%
2024+3.9%+4.4%+3.7%-2.2%+2.7%+5.8%-1.4%-0.2%+1.2%+0.3%+5.9%+0.3%+26.8%
2023+5.3%+1.2%+1.2%+0.3%+2.8%+3.5%+2.0%-0.9%-2.3%-3.0%+7.2%+4.0%+23.0%
2022-6.1%-2.6%+4.0%-3.4%-3.4%-6.9%+9.7%-2.5%-6.4%+5.2%+1.6%-5.3%-16.3%
2021+0.6%+2.0%+4.8%+2.5%-0.5%+4.9%+1.8%+3.4%-2.6%+5.6%+0.6%+3.6%+29.7%
2020+1.2%-8.5%-10.3%+8.8%+3.0%+3.9%+0.0%+6.0%-1.2%-3.8%+9.6%+3.4%+10.5%
2019+7.0%+4.7%+2.9%+4.1%-4.9%+4.3%+3.5%-1.9%+2.8%+0.5%+4.3%+1.9%+32.6%
2018+2.0%-1.3%-3.6%+4.0%+3.7%-0.3%+2.2%+1.8%+0.5%-6.1%-0.5%-7.1%-5.3%
2017+0.4%+4.3%+1.7%+0.6%+0.3%-1.9%-0.2%-0.2%+3.0%+4.2%-1.1%+0.9%+12.5%
2016---0.1%+0.7%+2.7%-2.1%+4.6%+0.2%+0.6%+0.4%+2.7%+3.6%+13.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.55% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -19.4%.

Detailed Metrics

Returns
Total Return
+274.81%
Annualized Return
+13.94%
Avg Monthly Return
+1.15%
Risk
Volatility (Annual)
+15.66%
Max Drawdown
+33.55%
Positive Months
67%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.76
Risk-free rate: 2.0%
Sortino Ratio
0.70
Downside risk adjusted
Return/Volatility
0.89
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
6.70
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
37,481.37
Backtest Period
2016-03-30 to 2026-05-15
10.1 years
Rebalancing
none
Base Currency
EUR
autoinvest korf 3 | +13.9% CAGR | ETF Backtest