HomePortfoliosBig ERN's

Big ERN's

Created byuser-knkh6q
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
1.2yr backtest

Performance Summary

Total Return+32.40%
Annualized Return+25.91%
Volatility+10.20%
Sharpe Ratio2.34
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.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
70.0%0.19%
NTSG.XETRA
WisdomTree Global Efficient Core UCITS ETF USD Unhedged Acc • IE00077IIPQ8
ETF
15.0%0.25%
SPXPW.SW
UBS US Equity Defensive Put Write SF UCITS ETF USD acc • IE00BLDGHF56
ETF
15.0%0.24%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,239.99
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 16 months (75%)
Monthly Returns Heatmap
Best month: +7.2% • Worst month: -4.5% • Best year: 2025 (+18.3%) • Worst year: 2026 (+11.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.7%+1.9%-4.5%+7.2%+5.2%+1.8%-0.5%-----+11.9%
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
+32.40%
Annualized Return
+25.91%
Avg Monthly Return
+1.81%
Risk
Volatility (Annual)
+10.20%
Max Drawdown
+5.26%
Positive Months
75%
Average Drawdown
-1.2%
Risk-Adjusted
Sharpe Ratio
2.34
Risk-free rate: 2.0%
Sortino Ratio
2.52
Downside risk adjusted
Return/Volatility
2.54
Calmar Ratio
4.93
Return/Max Drawdown
Ulcer Index
1.32
Drawdown depth & duration
Martin Ratio
0.18
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,239.99
Backtest Period
2025-04-28 to 2026-07-17
1.2 years
Rebalancing
annual
Base Currency
EUR