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Annual Rebalancing
EUR
Moderate Risk
Multi-currency
6.2yr backtest

Performance Summary

Total Return+148.69%
Annualized Return+15.79%
Volatility+13.55%
Sharpe Ratio1.02
Max Drawdown+20.36%

Holdings

Asset Allocation

Asset Class

Equity 97.0%Precious Metals 3.0%
Holdings Details
Diversified ETF portfolio blending global dividend stocks, US tech, momentum, emerging Asia, and gold for balanced growth.
AssetTypeAllocationTER
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
33.0%0.29%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
20.0%0.3%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
20.0%0.17%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
20.0%0.25%
CEBL.XETRA
iShares MSCI EM Asia UCITS ETF (Acc)IE00B5L8K969
ETF
4.0%0.2%
4GLD.XETRA
Xetra-GoldDE000A0S9GB0
ETF
3.0%0%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,868.8
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 75 months (67%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -6.7% • Best year: 2021 (+27.3%) • Worst year: 2022 (-11.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+2.7%-5.5%+9.3%+6.6%+3.0%-3.6%+2.1%----+17.4%
2025+4.5%-1.5%-6.7%-3.4%+6.0%+0.4%+3.9%+0.2%+3.3%+3.8%-0.0%+0.7%+11.1%
2024+3.3%+4.0%+4.1%-1.4%+1.3%+5.0%-0.4%-0.6%+1.9%+1.1%+6.0%-0.8%+25.9%
2023+4.0%+0.1%+0.3%+0.1%+2.4%+3.3%+2.6%-0.7%-1.1%-3.1%+5.2%+4.2%+18.3%
2022-4.0%-1.5%+4.4%-2.7%-2.8%-5.8%+7.6%-1.0%-5.7%+4.1%+1.3%-5.1%-11.6%
2021+1.6%+1.9%+5.3%+1.6%-0.5%+4.1%+0.7%+3.1%-1.6%+4.8%+0.5%+3.1%+27.3%
2020-----+0.3%+0.4%+5.5%-1.2%-2.3%+7.8%+2.9%+13.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.36% • The longest drawdown period lasted for 1 year and 9 months and was between November 2021 and September 2023. It reached a trough of -14.4%.

Detailed Metrics

Returns
Total Return
+148.69%
Annualized Return
+15.79%
Avg Monthly Return
+1.28%
Risk
Volatility (Annual)
+13.55%
Max Drawdown
+20.36%
Positive Months
67%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
1.02
Risk-free rate: 2.0%
Sortino Ratio
0.95
Downside risk adjusted
Return/Volatility
1.17
Calmar Ratio
0.78
Return/Max Drawdown
Ulcer Index
4.94
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,868.8
Backtest Period
2020-06-03 to 2026-08-21
6.2 years
Rebalancing
annual
Base Currency
EUR