Optimize
None Rebalancing
EUR
Moderate Risk
6.9yr backtest

Performance Summary

Total Return+156.03%
Annualized Return+14.59%
Volatility+16.80%
Sharpe Ratio0.75
Max Drawdown+33.40%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio targeting world markets, small caps, momentum, emerging value, and AI tech for growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
60.0%0.19%
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%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
10.0%0.4%
XAIX.XETRA
Xtrackers Artificial Intelligence &Big Data UCITS ETF 1C EURIE00BGV5VN51
ETF
10.0%0.35%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,603.07
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 84 months (61%)
Monthly Returns Heatmap
Best month: +11.0% • Worst month: -11.4% • Best year: 2021 (+27.2%) • Worst year: 2022 (-15.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+2.1%-6.0%+11.0%+9.8%+2.3%------+22.2%
2025+4.5%-2.6%-7.4%-3.6%+6.7%+2.0%+4.5%-0.6%+3.6%+5.1%-1.2%+0.9%+11.3%
2024+3.2%+4.3%+3.8%-1.9%+1.2%+5.6%-0.5%-0.9%+2.1%+1.0%+7.0%-1.1%+25.7%
2023+5.3%+0.1%+0.1%-0.3%+2.8%+3.7%+2.8%-0.9%-1.3%-3.5%+6.3%+4.3%+20.8%
2022-5.3%-1.7%+3.6%-2.6%-3.5%-6.4%+8.4%-1.4%-6.5%+3.5%+1.8%-5.5%-15.5%
2021+2.5%+3.0%+5.2%+1.8%-0.9%+4.5%-0.2%+2.9%-1.8%+4.4%-0.0%+3.3%+27.2%
2020-1.1%-8.0%-11.4%+9.8%+2.1%+2.8%+0.1%+5.0%-0.6%-1.6%+9.3%+3.0%+7.5%
2019-------0.0%-2.5%+3.0%+0.0%+4.2%+2.5%+7.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.40% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -17.4%.

Detailed Metrics

Returns
Total Return
+156.03%
Annualized Return
+14.59%
Avg Monthly Return
+1.21%
Risk
Volatility (Annual)
+16.80%
Max Drawdown
+33.40%
Positive Months
61%
Average Drawdown
-6.0%
Risk-Adjusted
Sharpe Ratio
0.75
Risk-free rate: 2.0%
Sortino Ratio
0.68
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.44
Return/Max Drawdown
Ulcer Index
7.63
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,603.07
Backtest Period
2019-07-25 to 2026-06-19
6.9 years
Rebalancing
none
Base Currency
EUR
Growth5 | +14.6% CAGR | ETF Backtest