Optimize
None Rebalancing
EUR
Moderate Risk
7.7yr backtest

Performance Summary

Total Return+168.84%
Annualized Return+13.72%
Volatility+15.96%
Sharpe Ratio0.73
Max Drawdown+32.47%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio blending core, quality, momentum, and emerging markets for diversified growth.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
50.0%0.2%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
20.0%0.25%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
15.0%0.25%
AYEM.XETRA
iShares MSCI EM IMI Screened UCITS ETF USD (Acc)IE00BFNM3P36
ETF
15.0%0.18%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €26,884.26
Histogram of Monthly Returns
The portfolio had a positive return during 60 of the 94 months (64%)
Monthly Returns Heatmap
Best month: +9.6% • Worst month: -10.3% • Best year: 2019 (+30.3%) • Worst year: 2022 (-14.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+1.7%-5.9%+9.6%+6.1%+3.1%-0.4%-----+16.4%
2025+4.5%-2.1%-7.7%-3.6%+6.0%+0.8%+4.1%-0.5%+3.0%+3.8%-0.4%+0.5%+7.9%
2024+3.5%+4.7%+3.8%-1.8%+1.5%+5.3%-0.7%-0.1%+1.5%+0.9%+6.4%-1.3%+25.9%
2023+4.0%-0.2%+0.0%+0.2%+1.8%+3.6%+2.5%-0.6%-1.6%-3.1%+5.7%+3.8%+16.9%
2022-5.5%-2.0%+4.3%-2.8%-3.6%-5.9%+8.7%-1.4%-5.9%+4.0%+1.6%-5.3%-14.0%
2021+1.1%+2.4%+5.2%+2.1%-0.5%+4.5%+1.0%+3.1%-2.2%+5.1%+0.3%+3.0%+27.7%
2020-0.0%-8.1%-10.3%+9.1%+2.0%+2.6%+0.2%+5.6%-0.7%-2.1%+8.4%+2.2%+7.3%
2019+7.8%+3.8%+2.8%+3.3%-4.7%+3.8%+3.4%-1.7%+2.7%-0.0%+4.1%+2.2%+30.3%
2018---------+1.5%+1.0%-7.5%-5.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.47% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and January 2024. It reached a trough of -17.4%.

Detailed Metrics

Returns
Total Return
+168.84%
Annualized Return
+13.72%
Avg Monthly Return
+1.14%
Risk
Volatility (Annual)
+15.96%
Max Drawdown
+32.47%
Positive Months
64%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.73
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.86
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
7.10
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
26,884.26
Backtest Period
2018-10-24 to 2026-07-03
7.7 years
Rebalancing
none
Base Currency
EUR