Optimize
None Rebalancing
EUR
Moderate Risk
7.8yr backtest

Performance Summary

Total Return+155.30%
Annualized Return+12.80%
Volatility+16.25%
Sharpe Ratio0.66
Max Drawdown+33.46%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio blending core, quality, momentum, value, and thematic strategies for diversified growth.
AssetTypeAllocationTER
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
23.0%0.25%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
23.0%0.25%
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
16.0%0.2%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
14.0%0.25%
L0CK.XETRA
iShares Digital Security UCITS ETF USD (Acc)IE00BG0J4C88
ETF
13.0%0.4%
LOGS.XETRA
Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF AccLU1834988278
ETF
11.0%0.3%
Total100.0%0.27%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,530.03
Histogram of Monthly Returns
The portfolio had a positive return during 58 of the 94 months (62%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -10.1% • Best year: 2021 (+29.1%) • Worst year: 2022 (-11.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+2.1%-3.3%+9.6%+6.6%+1.4%------+19.3%
2025+5.3%-1.6%-7.6%-3.4%+6.5%+0.7%+3.5%+0.0%+2.8%+3.7%-0.4%+1.0%+10.0%
2024+3.9%+4.5%+3.7%-2.4%+1.3%+4.3%-0.4%-0.2%+0.6%+1.1%+7.1%-1.7%+23.5%
2023+2.8%+1.2%-1.1%-0.1%+1.5%+3.4%+2.4%+0.2%-0.9%-3.4%+5.7%+4.0%+16.4%
2022-5.9%-1.2%+4.8%-2.8%-2.7%-6.6%+8.1%-0.8%-5.6%+5.9%+0.8%-5.1%-11.8%
2021+1.4%+1.9%+5.3%+1.7%-0.6%+4.6%+1.4%+3.3%-1.4%+5.3%-0.3%+3.4%+29.1%
2020-0.3%-8.8%-10.1%+8.3%+2.4%+1.8%-0.9%+5.3%-1.4%-3.3%+10.2%+2.9%+4.0%
2019+6.8%+4.4%+2.5%+3.1%-4.9%+3.8%+3.5%-2.4%+2.9%-0.1%+4.3%+1.5%+27.7%
2018--------+2.4%-5.8%-0.2%-7.1%-10.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.46% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -16.5%.

Detailed Metrics

Returns
Total Return
+155.30%
Annualized Return
+12.80%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+16.25%
Max Drawdown
+33.46%
Positive Months
62%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.66
Risk-free rate: 2.0%
Sortino Ratio
0.60
Downside risk adjusted
Return/Volatility
0.79
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
7.07
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,530.03
Backtest Period
2018-09-13 to 2026-06-26
7.8 years
Rebalancing
none
Base Currency
EUR