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Growth4

Created byuser-bhw25e
Optimize
None Rebalancing
EUR
Moderate Risk
2.3yr backtest

Performance Summary

Total Return+45.49%
Annualized Return+17.53%
Volatility+14.02%
Sharpe Ratio1.11
Max Drawdown+20.91%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio with 50% US S&P 500, 40% international, and 10% small-cap ETFs for broad market growth.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087
ETF
50.0%0.07%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
20.0%0.18%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
20.0%0.15%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETF • IE00BF4RFH31
ETF
10.0%0.35%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,549.12
Histogram of Monthly Returns
The portfolio had a positive return during 19 of the 29 months (66%)
Monthly Returns Heatmap
Best month: +9.1% • Worst month: -6.7% • Best year: 2026 (+15.7%) • Worst year: 2025 (+9.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+2.5%-6.0%+9.1%+6.1%+1.6%-0.0%-----+15.7%
2025+3.9%-2.2%-6.7%-4.1%+6.0%+1.3%+4.6%-0.1%+3.0%+4.4%-0.4%+0.5%+9.8%
2024--+2.7%-1.5%+1.0%+4.5%+0.6%-0.7%+2.1%+0.5%+6.0%-1.3%+14.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.91% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -20.9%.

Detailed Metrics

Returns
Total Return
+45.49%
Annualized Return
+17.53%
Avg Monthly Return
+1.36%
Risk
Volatility (Annual)
+14.02%
Max Drawdown
+20.91%
Positive Months
66%
Average Drawdown
-3.2%
Risk-Adjusted
Sharpe Ratio
1.11
Risk-free rate: 2.0%
Sortino Ratio
1.02
Downside risk adjusted
Return/Volatility
1.25
Calmar Ratio
0.84
Return/Max Drawdown
Ulcer Index
4.41
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,549.12
Backtest Period
2024-03-14 to 2026-07-10
2.3 years
Rebalancing
none
Base Currency
EUR