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autoinvest korf 4

Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
3.6yr backtest

Performance Summary

Total Return+86.11%
Annualized Return+18.88%
Volatility+14.05%
Sharpe Ratio1.20
Max Drawdown+22.84%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio targeting long-term growth with core world equities, momentum factor, and technology sector exposure.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
75.0%0.17%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
15.0%0.25%
WELU.XETRA
Amundi S&P Global Information Technology ESG UCITS ETF DR EUR (A)IE000E7EI9P0
ETF
10.0%0.18%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,611.31
Histogram of Monthly Returns
The portfolio had a positive return during 29 of the 44 months (66%)
Monthly Returns Heatmap
Best month: +10.8% • Worst month: -8.2% • Best year: 2024 (+27.1%) • Worst year: 2022 (+0.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.8%+1.2%-5.5%+10.8%+4.8%-------+11.8%
2025+3.9%-2.6%-8.2%-3.6%+7.0%+1.4%+4.9%-0.3%+3.4%+4.6%-1.2%+0.4%+8.9%
2024+3.9%+4.6%+3.9%-2.2%+1.6%+6.0%-0.9%-0.7%+1.6%+1.1%+6.9%-1.0%+27.1%
2023+4.8%+0.4%+0.4%-0.3%+3.0%+3.9%+2.2%-0.5%-2.0%-3.3%+6.3%+4.1%+20.2%
2022---------+5.1%+0.9%-5.6%+0.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.84% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -22.8%.

Detailed Metrics

Returns
Total Return
+86.11%
Annualized Return
+18.88%
Avg Monthly Return
+1.49%
Risk
Volatility (Annual)
+14.05%
Max Drawdown
+22.84%
Positive Months
66%
Average Drawdown
-3.2%
Risk-Adjusted
Sharpe Ratio
1.20
Risk-free rate: 2.0%
Sortino Ratio
1.15
Downside risk adjusted
Return/Volatility
1.34
Calmar Ratio
0.83
Return/Max Drawdown
Ulcer Index
4.32
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,611.31
Backtest Period
2022-10-11 to 2026-05-15
3.6 years
Rebalancing
none
Base Currency
EUR
autoinvest korf 4 | +18.9% CAGR | ETF Backtest