HomePortfoliosAVEM

AVEM

Created byuser-1f4ude
None Rebalancing
EUR
Moderate Risk
1.3yr backtest

Performance Summary

Total Return+24.02%
Annualized Return+17.96%
Volatility+17.13%
Sharpe Ratio0.93
Max Drawdown+18.44%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in emerging markets growth with the AVEM ETF portfolio, offering diversified equity exposure across developing economies worldwide.
AssetTypeAllocationTER
AVEM.XETRA
Avantis Emerging Markets Equity UCITS ETF USD Acc • IE000K975W13
ETF
100.0%0.35%
Total100.0%0.35%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,402.09
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 17 months (71%)
Monthly Returns Heatmap
Best month: +6.9% • Worst month: -9.0% • Best year: 2025 (+21.3%) • Worst year: 2024 (-1.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.9%+5.2%-9.0%+1.9%--------+4.2%
2025+3.1%+0.6%-2.5%-3.8%+6.6%+2.3%+3.3%+0.3%+5.3%+4.6%-1.0%+1.4%+21.3%
2024------------1.9%-1.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.44% • The longest drawdown period lasted for 4 months and was between February 2025 and July 2025. It reached a trough of -18.4%.

Detailed Metrics

Returns
Total Return
+24.02%
Annualized Return
+17.96%
Avg Monthly Return
+1.36%
Risk
Volatility (Annual)
+17.13%
Max Drawdown
+18.44%
Positive Months
71%
Average Drawdown
-3.1%
Risk-Adjusted
Sharpe Ratio
0.93
Risk-free rate: 2.0%
Sortino Ratio
0.90
Downside risk adjusted
Return/Volatility
1.05
Calmar Ratio
0.97
Return/Max Drawdown
Ulcer Index
4.15
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,402.09
Backtest Period
2024-12-12 to 2026-04-02
1.3 years
Rebalancing
none
Base Currency
EUR