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daniel

Created byuser-buy0j9

None Rebalancing

EUR

Moderate Risk

Multi-currency

1.6yr backtest

Performance Summary

Total Return+33.09%

Annualized Return+18.94%

Volatility+16.57%

Sharpe Ratio1.02

Max Drawdown+22.30%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

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 Accumulating • IE000PS0J481	IE000PS0J481	Acc	ETF	3.3%	0.47%
Total		Total			100.0%	0.29%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,309.34

Histogram of Monthly Returns

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

Monthly Returns Heatmap

Best month: +10.0% • Worst month: -7.9% • Best year: 2024 (+11.1%) • Worst year: 2026 (+9.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+5.3%	+0.9%	-6.7%	+10.0%	-	-	-	-	-	-	-	-	+9.1%
2025	+4.5%	-3.1%	-7.9%	-2.5%	+7.0%	+1.4%	+2.9%	+0.7%	+4.6%	+3.8%	-2.1%	+1.0%	+9.7%
2024	-	-	-	-	-	-	-	-	+5.5%	+1.5%	+6.3%	-2.4%	+11.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +22.30% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -22.3%.

Detailed Metrics

Returns

Total Return

+33.09%

Annualized Return

+18.94%

Avg Monthly Return

+1.54%

Risk

Volatility (Annual)

+16.57%

Max Drawdown

+22.30%

Positive Months

70%

Average Drawdown

-4.2%

Risk-Adjusted

Sharpe Ratio

1.02

Risk-free rate: 2.0%

Sortino Ratio

0.98

Downside risk adjusted

Return/Volatility

1.14

Calmar Ratio

0.85

Return/Max Drawdown

Ulcer Index

5.49

Drawdown depth & duration

Martin Ratio

0.03

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,309.34

Backtest Period

2024-09-05 to 2026-04-30
1.6 years

Rebalancing

none

Base Currency

EUR