HomePortfoliosGigi Tegalongaa

Gigi Tegalongaa

None Rebalancing
EUR
Moderate Risk
11.5yr backtest

Performance Summary

Total Return+242.72%
Annualized Return+11.32%
Volatility+17.75%
Sharpe Ratio0.53
Max Drawdown+31.44%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio focused on quality factor investing through a single, diversified iShares ETF for long-term growth.
AssetTypeAllocationTER
IS3Q.F
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
100.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €34,272.3
Histogram of Monthly Returns
The portfolio had a positive return during 89 of the 139 months (64%)
Monthly Returns Heatmap
Best month: +12.6% • Worst month: -11.0% • Best year: 2021 (+33.9%) • Worst year: 2022 (-14.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+1.7%-4.7%+0.7%---------0.8%
2025+3.6%-3.3%-7.0%-4.5%+4.8%-0.5%+4.0%-0.7%+1.8%+3.3%+1.5%-0.1%+2.2%
2024+4.6%+4.6%+3.5%-1.4%+2.7%+4.7%-2.2%+1.8%+0.1%+0.9%+5.5%-1.2%+25.8%
2023+3.0%+0.2%+0.3%+1.8%+2.5%+4.0%+1.3%+1.9%-3.0%-2.2%+6.1%+2.5%+19.9%
2022-8.5%-1.5%+5.4%-2.1%-4.3%-6.1%+10.1%-1.5%-8.2%+5.9%+1.0%-3.6%-14.2%
2021-1.4%+2.6%+8.1%+1.6%+1.1%+4.5%+2.7%+3.7%-3.3%+4.4%+2.4%+3.6%+33.9%
2020+2.1%-9.3%-11.0%+12.6%+2.2%-0.8%-0.5%+7.2%-2.2%-3.2%+9.1%+2.0%+5.7%
2019+6.2%+7.1%+2.4%+4.0%-5.2%+4.7%+2.9%-2.6%+3.5%+0.1%+5.7%+0.4%+32.5%
2018-0.9%-0.5%-2.4%+3.0%+3.9%+0.5%+2.0%+3.3%+0.0%-4.9%+0.5%-7.6%-3.7%
2017-0.9%+5.2%+0.3%-0.1%-0.5%-1.5%-2.6%-1.1%+3.0%+4.3%+0.9%+1.5%+8.6%
2016-7.1%+2.1%+0.5%+0.3%+4.5%-1.5%+3.5%-1.3%-0.3%+0.4%+5.0%+2.1%+7.9%
2015+7.0%+5.5%+3.5%-2.7%+2.9%-4.5%+4.3%-9.1%-2.3%+11.3%+4.2%-3.8%+15.5%
2014---------+3.9%+1.8%+1.1%+6.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.44% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -19.2%.

Detailed Metrics

Returns
Total Return
+242.72%
Annualized Return
+11.32%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+17.75%
Max Drawdown
+31.44%
Positive Months
64%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.53
Risk-free rate: 2.0%
Sortino Ratio
0.51
Downside risk adjusted
Return/Volatility
0.64
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
6.90
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
34,272.3
Backtest Period
2014-10-07 to 2026-04-02
11.5 years
Rebalancing
none
Base Currency
EUR