None Rebalancing
EUR
Moderate Risk
7.6yr backtest

Performance Summary

Total Return+168.25%
Annualized Return+13.89%
Volatility+19.19%
Sharpe Ratio0.62
Max Drawdown+32.25%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in emerging markets with this value-focused ETF portfolio, offering 100% equity exposure for targeted growth potential.
AssetTypeAllocationTER
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
100.0%0.4%
Total100.0%0.40%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €26,825.26
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 92 months (58%)
Monthly Returns Heatmap
Best month: +15.1% • Worst month: -12.3% • Best year: 2026 (+31.4%) • Worst year: 2022 (-10.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+10.8%+10.3%-9.3%+13.4%+15.1%-1.2%-8.1%-----+31.4%
2025+2.9%-1.0%-1.8%-5.6%+5.5%+5.7%+4.3%-0.7%+5.2%+11.0%-2.2%+2.1%+27.2%
2024-0.1%+4.5%+2.9%+3.6%+2.7%+4.6%-2.4%-1.3%+3.9%-1.7%+1.6%+1.3%+21.0%
2023+6.3%-2.3%+0.0%-0.3%-0.4%+3.4%+4.6%-3.7%+2.6%-4.9%+5.5%+3.6%+14.6%
2022+2.1%-1.2%-0.4%-0.5%-0.8%-8.5%+3.1%-0.3%-8.5%-1.9%+11.6%-4.1%-10.5%
2021+4.5%+4.6%+5.4%+1.0%-0.2%+1.1%-5.1%+1.4%-1.3%-0.8%-1.4%+3.8%+13.1%
2020-8.0%-5.1%-12.3%+7.6%-2.7%+4.4%+1.9%+0.1%+1.5%+0.8%+8.7%+2.8%-2.4%
2019+10.6%-0.7%+0.9%+1.2%-5.9%+4.2%+0.6%-5.3%+4.6%+0.3%+1.9%+7.5%+20.4%
2018------------2.6%-2.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.25% • The longest drawdown period lasted for 1 year and 11 months and was between February 2022 and February 2024. It reached a trough of -20.6%.

Detailed Metrics

Returns
Total Return
+168.25%
Annualized Return
+13.89%
Avg Monthly Return
+1.20%
Risk
Volatility (Annual)
+19.19%
Max Drawdown
+32.25%
Positive Months
58%
Average Drawdown
-6.9%
Risk-Adjusted
Sharpe Ratio
0.62
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.72
Calmar Ratio
0.43
Return/Max Drawdown
Ulcer Index
8.48
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
26,825.26
Backtest Period
2018-12-14 to 2026-07-17
7.6 years
Rebalancing
none
Base Currency
EUR