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Dream Team Base 2

Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
10.2yr backtest

Performance Summary

Total Return+186.29%
Annualized Return+10.86%
Volatility+13.37%
Sharpe Ratio0.66
Max Drawdown+34.33%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio with core world equity, value factor, EMU small-cap, and targeted sector allocations for balanced growth.
AssetTypeAllocationTER
IWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
30.0%0.2%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
15.0%0.25%
SXRJ.XETRA
iShares MSCI EMU Small Cap UCITS ETF (Acc)IE00B3VWMM18
ETF
15.0%0.58%
HLTW.PA
Amundi MSCI World Health Care UCITS ETF EUR AccLU0533033238
ETF
8.0%0.3%
XDWS.XETRA
Xtrackers MSCI World Consumer Staples UCITS ETF 1CIE00BM67HN09
ETF
8.0%0.25%
XDWU.XETRA
Xtrackers MSCI World Utilities UCITS ETF 1CIE00BM67HQ30
ETF
8.0%0.25%
XDW0.XETRA
Xtrackers MSCI World Energy UCITS ETF 1C 1CIE00BM67HM91
ETF
8.0%0.25%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
8.0%0.18%
Total100.0%0.28%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €28,628.73
Histogram of Monthly Returns
The portfolio had a positive return during 79 of the 124 months (64%)
Monthly Returns Heatmap
Best month: +10.4% • Worst month: -12.8% • Best year: 2021 (+28.0%) • Worst year: 2018 (-6.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.1%+4.8%-4.1%+6.1%+4.7%+0.1%------+15.3%
2025+4.3%+0.4%-4.0%-3.6%+4.2%+0.1%+2.9%+0.8%+1.7%+3.5%+1.4%+0.3%+12.0%
2024+1.7%+1.7%+4.5%-0.8%+1.3%+1.2%+1.6%-0.3%+0.8%-0.5%+4.6%-2.1%+14.4%
2023+3.8%+0.4%-0.9%+0.6%-0.8%+3.0%+2.7%-1.1%-1.1%-3.8%+4.5%+3.5%+11.0%
2022-1.7%-0.9%+3.9%+0.2%-0.5%-7.2%+7.2%-1.1%-6.3%+5.8%+1.8%-4.0%-3.8%
2021+1.5%+3.3%+6.5%+0.6%+1.1%+2.8%+0.6%+2.4%-0.8%+3.8%-1.1%+4.7%+28.0%
2020-0.8%-8.7%-12.8%+8.4%+1.9%+0.9%-1.3%+3.8%-1.1%-2.9%+10.4%+2.4%-1.9%
2019+7.4%+3.1%+2.3%+2.4%-4.9%+3.7%+2.5%-1.8%+3.6%+0.0%+3.5%+2.0%+25.6%
2018+0.5%-2.6%-2.2%+4.3%+1.7%+0.2%+2.2%-0.0%+0.8%-4.8%+0.6%-7.1%-6.9%
2017-0.7%+4.7%+0.9%-0.1%-0.4%-1.5%-0.4%-0.4%+2.9%+2.8%-0.4%+1.3%+9.0%
2016---1.0%+1.0%+3.0%-0.7%+3.6%-0.4%+0.7%-0.0%+2.9%+3.5%+13.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.33% • The longest drawdown period lasted for 11 months and was between February 2020 and February 2021. It reached a trough of -34.3%.

Detailed Metrics

Returns
Total Return
+186.29%
Annualized Return
+10.86%
Avg Monthly Return
+0.91%
Risk
Volatility (Annual)
+13.37%
Max Drawdown
+34.33%
Positive Months
64%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
0.66
Risk-free rate: 2.0%
Sortino Ratio
0.60
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
5.61
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
28,628.73
Backtest Period
2016-03-22 to 2026-06-05
10.2 years
Rebalancing
annual
Base Currency
EUR
Dream Team Base 2 | +10.9% CAGR | ETF Backtest