Home Portfoliosdaniel

daniel

Created byuser-buy0j9

None Rebalancing

EUR

Moderate Risk

1.6yr backtest

Performance Summary

Total Return+30.25%

Annualized Return+18.04%

Volatility+16.47%

Sharpe Ratio0.97

Max Drawdown+21.16%

Holdings

Asset Allocation

Asset Class

Equity 96.7%Other 3.3%

Holdings Details

Global ETF portfolio blending world equity, momentum, quality factors, plus uranium and European infrastructure for diversified growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	36.8%	0.19%
XDEM.XETRA Xtrackers MSCI World Momentum UCITS ETF 1C • IE00BL25JP72	IE00BL25JP72	Acc	ETF	31.1%	0.25%
IWQU.LSE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601	IE00BP3QZ601	Acc	ETF	20.0%	0.25%
U3O8.XETRA HANetf Sprott Uranium Miners UCITS ETF Acc • IE0005YK6564	IE0005YK6564	Acc	ETF	8.8%	0.85%
B41J.XETRA Global X European Infrastructure Development UCITS ETF EUR Acc	-	-	ETF	3.3%	-
Total		Total			100.0%	0.27%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,024.68

Histogram of Monthly Returns

The portfolio had a positive return during 14 of the 20 months (70%)

Monthly Returns Heatmap

Best month: +7.1% • Worst month: -7.3% • Best year: 2025 (+12.3%) • Worst year: 2026 (+5.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+5.6%	+0.7%	-7.0%	+6.9%	-	-	-	-	-	-	-	-	+5.7%
2025	+4.5%	-3.1%	-7.3%	-1.6%	+7.1%	+2.1%	+2.5%	+0.9%	+4.7%	+3.5%	-2.0%	+1.2%	+12.3%
2024	-	-	-	-	-	-	-	-	+5.5%	+1.0%	+5.8%	-2.7%	+9.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +21.16% • The longest drawdown period lasted for 6 months and was between February 2025 and August 2025. It reached a trough of -21.2%.

Detailed Metrics

Returns

Total Return

+30.25%

Annualized Return

+18.04%

Avg Monthly Return

+1.42%

Risk

Volatility (Annual)

+16.47%

Max Drawdown

+21.16%

Positive Months

70%

Average Drawdown

-3.7%

Risk-Adjusted

Sharpe Ratio

0.97

Risk-free rate: 2.0%

Sortino Ratio

0.92

Downside risk adjusted

Return/Volatility

1.10

Calmar Ratio

0.85

Return/Max Drawdown

Ulcer Index

4.97

Drawdown depth & duration

Martin Ratio

0.03

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,024.68

Backtest Period

2024-09-05 to 2026-04-10
1.6 years

Rebalancing

none

Base Currency

EUR