HomePortfoliosDeveloped Momentum, Quality & Small

Developed Momentum, Quality & Small

Optimize
None Rebalancing
EUR
Moderate Risk
11.7yr backtest

Performance Summary

Total Return+304.66%
Annualized Return+12.65%
Volatility+15.63%
Sharpe Ratio0.68
Max Drawdown+34.09%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio combining momentum, quality, and small-cap strategies for a diversified, growth-focused investment approach.
AssetTypeAllocationTER
XDEM.XETRA
Xtrackers MSCI World Momentum UCITS ETF 1CIE00BL25JP72
ETF
34.0%0.25%
XDEQ.XETRA
Xtrackers MSCI World Quality UCITS ETF 1CIE00BL25JL35
ETF
33.0%0.25%
ZPRS.XETRA
State Street SPDR MSCI World Small Cap UCITS ETF USD Unhedged (Acc)IE00BCBJG560
ETF
33.0%0.45%
Total100.0%0.32%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €40,465.52
Histogram of Monthly Returns
The portfolio had a positive return during 91 of the 141 months (65%)
Monthly Returns Heatmap
Best month: +10.5% • Worst month: -11.6% • Best year: 2019 (+32.0%) • Worst year: 2022 (-14.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+2.0%-6.1%+10.5%+6.0%+4.0%------+19.1%
2025+4.9%-2.6%-8.3%-3.4%+6.2%+0.3%+3.4%-0.1%+2.7%+2.6%+0.1%+0.8%+6.1%
2024+3.9%+5.7%+4.2%-2.8%+2.3%+4.3%-0.2%-0.5%+1.1%+1.1%+7.4%-2.6%+26.2%
2023+3.0%+0.4%-2.0%+0.2%+0.4%+4.0%+2.4%-0.2%-2.1%-3.4%+5.7%+5.2%+13.9%
2022-7.8%-0.7%+4.9%-3.5%-4.1%-6.3%+9.3%-1.4%-5.4%+6.1%+0.5%-5.2%-14.2%
2021+1.7%+2.5%+4.7%+2.8%-1.5%+4.3%+1.5%+3.3%-2.1%+5.9%-0.5%+2.7%+28.1%
2020+0.9%-8.3%-11.6%+10.2%+2.9%+2.0%-0.1%+6.2%-0.5%-1.9%+8.7%+2.6%+9.2%
2019+8.3%+5.0%+2.5%+3.2%-4.2%+3.6%+4.1%-1.6%+2.0%-0.4%+4.7%+1.4%+32.0%
2018+1.6%-1.1%-3.2%+3.6%+6.0%-0.5%+1.6%+3.5%+0.2%-6.7%+0.4%-9.0%-4.6%
2017-1.0%+4.9%+0.4%-0.3%-0.7%-0.9%-0.3%-2.1%+4.8%+3.9%+0.2%+1.0%+10.1%
2016-7.5%+1.2%+2.8%+1.6%+1.3%-0.6%+4.6%+0.2%+0.1%+0.4%+5.6%+2.8%+12.5%
2015+5.7%+6.5%+3.3%-2.0%+2.7%-3.3%+2.1%-10.3%-0.2%+7.4%+4.9%-4.3%+11.6%
2014---------+0.7%+4.3%+1.6%+6.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.09% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -20.0%.

Detailed Metrics

Returns
Total Return
+304.66%
Annualized Return
+12.65%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+15.63%
Max Drawdown
+34.09%
Positive Months
65%
Average Drawdown
-5.9%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
7.55
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
40,465.52
Backtest Period
2014-10-01 to 2026-06-26
11.7 years
Rebalancing
none
Base Currency
EUR
Developed Momentum, Quality & Small | 11-Year Backtest