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Big ERN's

Created byuser-knkh6q

Annual Rebalancing

EUR

Moderate Risk

Multi-currency

1.1yr backtest

Performance Summary

Total Return+33.26%

Annualized Return+28.60%

Volatility+10.27%

Sharpe Ratio2.59

Max Drawdown+5.26%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Global equity portfolio with 70% VWCE, 15% NTSG, and 15% SPXPW for diversified, socially-conscious growth and defensive options.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	70.0%	0.19%
NTSG.XETRA WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8	IE00077IIPQ8	Acc	ETF	15.0%	0.25%
SPXPW.SW UBS US Equity Defensive Put Write SF UCITS ETF USD acc • IE00BLDGHF56	IE00BLDGHF56	Acc	ETF	15.0%	0.24%
Total		Total			100.0%	0.21%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,326.22

Histogram of Monthly Returns

The portfolio had a positive return during 12 of the 15 months (80%)

Monthly Returns Heatmap

Best month: +7.2% • Worst month: -4.5% • Best year: 2025 (+18.3%) • Worst year: 2026 (+12.6%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.7%	+1.9%	-4.5%	+7.2%	+5.2%	+1.9%	-	-	-	-	-	-	+12.6%
2025	-	-	-	+0.9%	+5.2%	+0.3%	+4.4%	-0.4%	+2.5%	+4.5%	-0.3%	+0.0%	+18.3%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +5.26% • The longest drawdown period lasted for 1 month and was between November 2025 and January 2026. It reached a trough of -3.1%.

Detailed Metrics

Returns

Total Return

+33.26%

Annualized Return

+28.60%

Avg Monthly Return

+1.97%

Risk

Volatility (Annual)

+10.27%

Max Drawdown

+5.26%

Positive Months

80%

Average Drawdown

-1.2%

Risk-Adjusted

Sharpe Ratio

2.59

Risk-free rate: 2.0%

Sortino Ratio

2.78

Downside risk adjusted

Return/Volatility

2.78

Calmar Ratio

5.44

Return/Max Drawdown

Ulcer Index

1.36

Drawdown depth & duration

Martin Ratio

0.20

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,326.22

Backtest Period

2025-04-28 to 2026-06-19
1.1 years

Rebalancing

annual

Base Currency

EUR