HomePortfoliosClaude Trend Following

Claude Trend Following

Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
11.6yr backtest

Performance Summary

Total Return+357.19%
Annualized Return+13.97%
Volatility+17.16%
Sharpe Ratio0.70
Max Drawdown+33.17%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio blending momentum, value, and quality factor ETFs for a diversified, strategic investment approach.
AssetTypeAllocationTER
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
50.0%0.25%
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
40.0%0.25%
IWQU.LSE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
10.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €45,718.87
Histogram of Monthly Returns
The portfolio had a positive return during 87 of the 141 months (62%)
Monthly Returns Heatmap
Best month: +13.9% • Worst month: -9.5% • Best year: 2019 (+26.4%) • Worst year: 2022 (-9.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.7%+3.5%-7.0%+13.9%+11.0%+0.1%------+25.1%
2025+4.8%-0.2%-6.8%-2.6%+5.7%-0.3%+1.8%+2.2%+3.3%+3.1%+0.9%+1.6%+13.6%
2024+5.1%+5.2%+5.1%-2.6%+1.9%+3.9%-0.7%-0.7%+0.9%+0.7%+6.1%-0.9%+26.4%
2023+2.1%+0.6%-1.7%+0.3%-0.7%+4.6%+2.4%-0.4%-0.6%-3.3%+5.2%+3.8%+12.8%
2022-4.0%-1.0%+4.6%-3.5%-2.2%-6.4%+6.2%-0.7%-5.5%+6.7%+0.5%-3.7%-9.5%
2021+1.8%+2.9%+5.6%+1.6%-0.3%+2.5%+0.9%+2.8%-0.7%+4.3%-1.0%+3.3%+26.2%
2020+2.2%-9.2%-9.5%+6.9%+2.8%+1.9%-1.9%+6.9%-1.7%-3.0%+7.8%+3.6%+4.8%
2019+6.8%+4.2%+1.8%+2.9%-4.6%+4.0%+4.0%-2.5%+3.1%-0.0%+4.0%+0.6%+26.4%
2018+1.3%-0.1%-4.2%+5.2%+3.0%-0.1%+1.4%+1.8%+1.7%-6.8%+0.4%-7.2%-4.3%
2017+0.3%+5.0%-0.1%-0.4%-0.6%-1.2%-0.1%-0.1%+3.5%+5.3%-0.4%+1.3%+12.9%
2016-7.1%+0.8%+0.7%+0.7%+3.2%-0.2%+4.5%-1.6%+0.7%-0.4%+5.5%+2.6%+9.2%
2015+5.7%+6.6%+3.4%-2.4%+2.9%-2.4%+3.0%-8.8%-4.7%+9.8%+2.9%-3.3%+11.7%
2014---------+6.9%+3.8%+2.0%+13.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.17% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -15.7%.

Detailed Metrics

Returns
Total Return
+357.19%
Annualized Return
+13.97%
Avg Monthly Return
+1.16%
Risk
Volatility (Annual)
+17.16%
Max Drawdown
+33.17%
Positive Months
62%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.70
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
6.80
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
45,718.87
Backtest Period
2014-10-20 to 2026-06-05
11.6 years
Rebalancing
annual
Base Currency
EUR
Claude Trend Following | +14.0% CAGR | ETF Backtest