Home PortfoliosETF Factor Investing - PPR

ETF Factor Investing - PPR

Created byuser-meul69

None Rebalancing

EUR

Moderate Risk

1.8yr backtest

Performance Summary

Total Return+35.17%

Annualized Return+18.33%

Volatility+14.77%

Sharpe Ratio1.11

Max Drawdown+21.45%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Global equity ETF portfolio diversified across core, value, quality, momentum, and small-cap factors for robust long-term growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983	IE00B4L5Y983	Acc	ETF	50.0%	0.2%
XDEV.XETRA Xtrackers MSCI World Value UCITS ETF 1C • IE00BL25JM42	IE00BL25JM42	Acc	ETF	12.5%	0.25%
IS3Q.XETRA iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601	IE00BP3QZ601	Acc	ETF	12.5%	0.25%
IS3R.XETRA iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	12.5%	0.25%
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	12.5%	0.39%
Total		Total			100.0%	0.24%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,517.12

Histogram of Monthly Returns

The portfolio had a positive return during 16 of the 22 months (73%)

Monthly Returns Heatmap

Best month: +9.3% • Worst month: -7.4% • Best year: 2026 (+16.7%) • Worst year: 2024 (+6.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.0%	+2.4%	-5.0%	+9.3%	+6.6%	+2.9%	-1.8%	-	-	-	-	-	+16.7%
2025	+4.3%	-2.0%	-7.4%	-4.0%	+6.2%	+0.5%	+3.9%	+0.7%	+2.4%	+3.6%	+0.4%	+0.8%	+8.9%
2024	-	-	-	-	-	-	-	-	-	+0.8%	+7.3%	-1.7%	+6.3%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +21.45% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -21.4%.

Detailed Metrics

Returns

Total Return

+35.17%

Annualized Return

+18.33%

Avg Monthly Return

+1.46%

Risk

Volatility (Annual)

+14.77%

Max Drawdown

+21.45%

Positive Months

73%

Average Drawdown

-3.7%

Risk-Adjusted

Sharpe Ratio

1.11

Risk-free rate: 2.0%

Sortino Ratio

1.04

Downside risk adjusted

Return/Volatility

1.24

Calmar Ratio

0.85

Return/Max Drawdown

Ulcer Index

5.15

Drawdown depth & duration

Martin Ratio

0.03

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,517.12

Backtest Period

2024-10-01 to 2026-07-17
1.8 years

Rebalancing

none

Base Currency

EUR