Optimize
None Rebalancing
EUR
Moderate Risk
6.9yr backtest

Performance Summary

Total Return+136.68%
Annualized Return+13.29%
Volatility+16.32%
Sharpe Ratio0.69
Max Drawdown+33.52%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio targeting world, emerging markets, small cap, and momentum factors for balanced growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
70.0%0.19%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
10.0%0.4%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
10.0%0.35%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
10.0%0.25%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,667.62
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 84 months (60%)
Monthly Returns Heatmap
Best month: +9.7% • Worst month: -11.7% • Best year: 2021 (+26.4%) • Worst year: 2022 (-13.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+2.8%-6.0%+9.7%+7.1%+2.4%------+19.0%
2025+4.4%-2.3%-7.0%-3.8%+6.2%+1.4%+4.4%-0.2%+3.1%+4.5%-0.5%+0.7%+10.4%
2024+2.7%+4.2%+3.7%-1.6%+1.4%+4.6%+0.1%-0.6%+1.9%+0.7%+6.5%-1.2%+24.4%
2023+4.7%-0.1%-0.5%-0.1%+1.4%+3.7%+2.7%-1.1%-1.3%-3.7%+5.7%+4.2%+16.3%
2022-4.7%-1.6%+3.6%-2.4%-3.2%-6.3%+8.6%-1.3%-6.2%+3.7%+1.9%-5.3%-13.3%
2021+1.7%+2.9%+5.3%+1.7%-0.5%+4.0%+0.2%+2.9%-1.6%+4.2%-0.2%+3.4%+26.4%
2020-1.1%-8.1%-11.7%+9.5%+2.0%+2.7%+0.1%+5.1%-0.6%-1.6%+8.9%+2.5%+5.7%
2019-------0.1%-2.1%+3.1%+0.0%+3.9%+2.6%+7.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.52% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and December 2023. It reached a trough of -16.1%.

Detailed Metrics

Returns
Total Return
+136.68%
Annualized Return
+13.29%
Avg Monthly Return
+1.11%
Risk
Volatility (Annual)
+16.32%
Max Drawdown
+33.52%
Positive Months
60%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
7.24
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,667.62
Backtest Period
2019-07-25 to 2026-06-19
6.9 years
Rebalancing
none
Base Currency
EUR
Growth2 | +13.3% CAGR | ETF Backtest