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Factor usa

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Annual Rebalancing

EUR

Moderate Risk

Multi-currency

9.6yr backtest

Performance Summary

Total Return+293.92%

Annualized Return+15.27%

Volatility+15.29%

Sharpe Ratio0.87

Max Drawdown+33.74%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A 100% US equity ETF portfolio blending core S&P 500 exposure with targeted quality and momentum factor strategies for growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SXR8.XETRA iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087	IE00B5BMR087	Acc	ETF	50.0%	0.07%
QDVB.XETRA iShares Edge MSCI USA Quality Factor UCITS ETF • IE00BD1F4L37	IE00BD1F4L37	Acc	ETF	25.0%	0.2%
MTUM.US iShares MSCI USA Momentum Factor ETF • US46432F3964	US46432F3964	Dist	ETF	25.0%	0.15%
Total		Total			100.0%	0.12%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €39,391.88

Histogram of Monthly Returns

The portfolio had a positive return during 73 of the 117 months (62%)

Monthly Returns Heatmap

Best month: +11.1% • Worst month: -9.8% • Best year: 2021 (+35.6%) • Worst year: 2022 (-14.6%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-0.1%	+0.2%	-3.9%	+10.7%	+7.5%	+3.2%	-	-	-	-	-	-	+18.1%
2025	+4.4%	-2.7%	-9.4%	-4.2%	+7.2%	+0.7%	+4.8%	-0.7%	+3.3%	+3.3%	-0.6%	-0.4%	+4.5%
2024	+5.2%	+6.2%	+3.3%	-2.8%	+1.9%	+6.6%	-1.3%	+0.1%	+1.6%	+2.3%	+8.7%	-1.6%	+33.8%
2023	+2.6%	+0.3%	-0.1%	+0.3%	+2.8%	+4.3%	+2.1%	+1.0%	-2.3%	-2.5%	+5.6%	+3.9%	+19.3%
2022	-6.9%	-2.3%	+6.1%	-4.1%	-3.8%	-5.7%	+10.4%	-1.2%	-5.2%	+6.6%	-1.5%	-6.4%	-14.6%
2021	+0.9%	+2.6%	+5.8%	+2.9%	-1.4%	+5.7%	+2.2%	+3.9%	-2.4%	+6.7%	+1.4%	+2.8%	+35.6%
2020	+2.0%	-8.5%	-9.8%	+11.1%	+2.8%	+1.1%	+0.5%	+7.5%	-1.8%	-2.8%	+7.7%	+1.4%	+9.5%
2019	+7.5%	+4.5%	+3.2%	+3.6%	-4.2%	+3.9%	+5.0%	-1.1%	+2.2%	-0.7%	+5.3%	+1.1%	+34.0%
2018	+1.6%	-0.5%	-4.2%	+3.1%	+5.7%	+0.6%	+2.3%	+4.5%	+0.9%	-5.4%	+0.8%	-8.9%	-0.5%
2017	-1.2%	+6.4%	-0.3%	-0.8%	-1.0%	-0.9%	-1.1%	-0.3%	+3.0%	+4.8%	+0.7%	+1.0%	+10.5%
2016	-	-	-	-	-	-	-	-	-	-1.7%	+6.4%	+2.4%	+7.0%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +33.74% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -19.2%.

Dividend Income

Summary

This portfolio contains 1 distributing ETF (25.0% of total allocation)

Total Dividends Received

€537.04

39 payments

Dividend Yield

0.28%

(annualized)

Avg Per Payment

€13.77

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown

Dividend income per calendar year

Year	Dividends	Yield	Payments
2026	€19.45	0.06%	2
2025	€79.91	0.25%	4
2024	€61.48	0.22%	4
2023	€73.19	0.34%	4
2022	€92.42	0.43%	4
2021	€28.46	0.14%	4
2020	€41.14	0.26%	4
2019	€56.65	0.40%	4
2018	€37.27	0.30%	4
2017	€33.90	0.30%	4
2016	€13.17	0.13%	1
Total	€537.04	0.28%	39

Detailed Metrics

Returns

Total Return

+293.92%

Annualized Return

+15.27%

Avg Monthly Return

+1.27%

Risk

Volatility (Annual)

+15.29%

Max Drawdown

+33.74%

Positive Months

62%

Average Drawdown

-5.3%

Risk-Adjusted

Sharpe Ratio

0.87

Risk-free rate: 2.0%

Sortino Ratio

0.80

Downside risk adjusted

Return/Volatility

1.00

Calmar Ratio

0.45

Return/Max Drawdown

Ulcer Index

6.82

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€39,391.88

Backtest Period

2016-10-24 to 2026-06-18
9.6 years

Rebalancing

annual

Base Currency

EUR