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Annual Rebalancing
EUR
Moderate Risk
Multi-currency
6.2yr backtest

Performance Summary

Total Return+154.55%
Annualized Return+16.33%
Volatility+14.12%
Sharpe Ratio1.02
Max Drawdown+21.25%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio targeting high dividends, US tech growth, and worldwide momentum for balanced long-term returns.
AssetTypeAllocationTER
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
35.0%0.29%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
25.0%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%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,454.91
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 75 months (67%)
Monthly Returns Heatmap
Best month: +9.6% • Worst month: -7.4% • Best year: 2021 (+29.6%) • Worst year: 2022 (-12.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+2.2%-5.0%+9.6%+6.8%+3.4%-3.6%+2.8%----+18.5%
2025+4.5%-1.8%-7.4%-3.5%+6.4%+0.5%+4.0%+0.1%+2.9%+3.7%-0.2%+0.6%+9.4%
2024+3.6%+4.1%+3.9%-1.7%+1.4%+5.2%-0.6%-0.7%+1.7%+1.1%+6.6%-0.7%+26.1%
2023+4.0%+0.6%+0.4%+0.2%+2.9%+3.7%+2.6%-0.5%-1.1%-3.4%+5.5%+4.5%+20.6%
2022-4.5%-1.8%+4.8%-3.1%-2.9%-6.2%+8.3%-1.1%-5.7%+4.6%+0.7%-5.5%-12.7%
2021+1.4%+2.2%+5.5%+1.8%-0.8%+4.6%+1.0%+3.3%-1.6%+5.1%+0.7%+3.3%+29.6%
2020-----+0.3%+0.1%+6.1%-1.4%-2.6%+8.4%+2.9%+14.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.25% • The longest drawdown period lasted for 1 year and 9 months and was between November 2021 and September 2023. It reached a trough of -15.6%.

Detailed Metrics

Returns
Total Return
+154.55%
Annualized Return
+16.33%
Avg Monthly Return
+1.32%
Risk
Volatility (Annual)
+14.12%
Max Drawdown
+21.25%
Positive Months
67%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
1.02
Risk-free rate: 2.0%
Sortino Ratio
0.96
Downside risk adjusted
Return/Volatility
1.16
Calmar Ratio
0.77
Return/Max Drawdown
Ulcer Index
5.27
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,454.91
Backtest Period
2020-06-03 to 2026-08-07
6.2 years
Rebalancing
annual
Base Currency
EUR
Finalmente | +16.3% CAGR | ETF Backtest