HomePortfoliosCTO Invesco All World

CTO Invesco All World

FWRA

Created byuser-md9xjn
Monthly Rebalancing
EUR
Moderate Risk
2.9yr backtest

Performance Summary

Total Return+60.46%
Annualized Return+17.86%
Volatility+13.26%
Sharpe Ratio1.20
Max Drawdown+20.96%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global ETF portfolio investing in the FTSE All-World index, rebalanced monthly for disciplined EUR-based growth.
AssetTypeAllocationTER
FWIA.XETRA
Invesco FTSE All-World UCITS ETF Acc • IE000716YHJ7
ETF
100.0%0.15%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €16,045.78
Histogram of Monthly Returns
The portfolio had a positive return during 24 of the 36 months (67%)
Monthly Returns Heatmap
Best month: +8.7% • Worst month: -7.2% • Best year: 2024 (+24.7%) • Worst year: 2023 (+7.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+1.9%-5.4%+8.7%+3.5%-------+9.5%
2025+4.7%-2.7%-7.2%-4.0%+6.1%+1.0%+4.8%-0.4%+3.0%+4.3%-0.5%+0.5%+9.0%
2024+2.7%+3.7%+3.6%-1.3%+1.2%+4.7%+0.2%-0.4%+1.7%+0.9%+6.6%-1.0%+24.7%
2023-----+0.9%+3.0%-0.9%-1.4%-3.4%+5.6%+3.9%+7.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.96% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -21.0%.

Detailed Metrics

Returns
Total Return
+60.46%
Annualized Return
+17.86%
Avg Monthly Return
+1.38%
Risk
Volatility (Annual)
+13.26%
Max Drawdown
+20.96%
Positive Months
67%
Average Drawdown
-3.0%
Risk-Adjusted
Sharpe Ratio
1.20
Risk-free rate: 2.0%
Sortino Ratio
1.13
Downside risk adjusted
Return/Volatility
1.35
Calmar Ratio
0.85
Return/Max Drawdown
Ulcer Index
4.18
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€16,045.78
Backtest Period
2023-06-29 to 2026-05-15
2.9 years
Rebalancing
monthly
Base Currency
EUR