Brambora

Portfolio

FIRE Projection
None Rebalancing
EUR
Moderate Risk
1.9yr backtest

Performance Summary

Total Return+41.63%
Annualized Return+19.61%
Volatility+14.28%
Sharpe Ratio1.23
Max Drawdown+20.92%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% equity ETF portfolio blending global all-world, small-cap value, and value factor funds for diversified long-term growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
70.0%0.19%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD AccIE0003R87OG3
ETF
15.0%0.39%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
7.5%0.25%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
7.5%0.4%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,163.37
Histogram of Monthly Returns
The portfolio had a positive return during 18 of the 24 months (75%)
Monthly Returns Heatmap
Best month: +9.0% • Worst month: -6.4% • Best year: 2026 (+20.6%) • Worst year: 2024 (+5.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+3.4%-5.3%+9.0%+7.0%+1.3%-1.6%+2.5%+0.6%---+20.6%
2025+4.2%-2.0%-6.4%-4.4%+6.0%+1.2%+4.3%+0.7%+2.6%+4.4%+0.1%+0.9%+11.4%
2024---------+0.4%+6.7%-1.6%+5.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.92% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -20.9%.

Detailed Metrics

Returns
Total Return
+41.63%
Annualized Return
+19.61%
Avg Monthly Return
+1.53%
Risk
Volatility (Annual)
+14.28%
Max Drawdown
+20.92%
Positive Months
75%
Average Drawdown
-3.3%
Risk-Adjusted
Sharpe Ratio
1.23
Risk-free rate: 2.0%
Sortino Ratio
1.14
Downside risk adjusted
Return/Volatility
1.37
Calmar Ratio
0.94
Return/Max Drawdown
Ulcer Index
4.60
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,163.37
Backtest Period
2024-10-01 to 2026-09-11
1.9 years
Rebalancing
none
Base Currency
EUR
Brambora | +19.6% CAGR | ETF Backtest