Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
11.2yr backtest

Performance Summary

Total Return+205.68%
Annualized Return+10.50%
Volatility+16.80%
Sharpe Ratio0.51
Max Drawdown+37.85%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio targeting global small-cap value, momentum, and emerging markets for strategic growth potential.
AssetTypeAllocationTER
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
40.0%0.3%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
30.0%0.25%
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
20.0%0.25%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
10.0%0.18%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €30,568.33
Histogram of Monthly Returns
The portfolio had a positive return during 84 of the 135 months (62%)
Monthly Returns Heatmap
Best month: +11.9% • Worst month: -16.3% • Best year: 2021 (+32.6%) • Worst year: 2022 (-8.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.2%+3.8%-5.4%+11.3%--------+12.8%
2025+4.9%-2.4%-7.4%-5.0%+5.9%+0.7%+3.2%+2.7%+2.5%+2.8%+1.4%+1.0%+10.0%
2024+1.9%+3.7%+5.1%-3.0%+1.5%+2.5%+3.0%-2.1%+1.6%+1.1%+8.0%-3.5%+20.9%
2023+5.1%+0.7%-5.1%-1.1%-0.7%+5.9%+4.1%-1.3%-1.3%-4.8%+5.7%+7.0%+14.1%
2022-3.9%+0.6%+3.4%-2.1%-2.1%-6.9%+8.3%-0.1%-6.2%+6.9%+0.1%-5.3%-8.2%
2021+5.5%+5.1%+6.7%+1.3%+0.3%+2.3%-1.0%+2.6%+0.1%+3.7%-1.1%+3.4%+32.6%
2020-1.2%-9.3%-16.3%+10.0%+2.4%+2.7%-1.6%+5.8%-1.4%-0.0%+11.9%+3.4%+3.0%
2019+9.3%+4.2%+0.5%+3.1%-6.4%+4.1%+3.9%-4.2%+4.0%-0.2%+4.2%+1.8%+26.1%
2018+0.2%-1.3%-3.5%+5.0%+4.8%+0.1%+1.1%+2.1%+0.1%-6.7%+0.7%-9.6%-7.7%
2017-0.9%+4.7%-0.7%-0.9%-2.9%-0.0%-0.7%-0.8%+4.4%+4.0%+0.1%+1.2%+7.3%
2016-9.1%+2.3%+3.4%+1.9%+2.2%-1.5%+6.5%-0.1%+0.3%-0.7%+9.2%+3.0%+17.6%
2015-+1.6%+3.4%-1.3%+1.6%-2.8%+1.2%-11.3%-1.7%+7.9%+4.9%-5.0%-2.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +37.85% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -14.3%.

Detailed Metrics

Returns
Total Return
+205.68%
Annualized Return
+10.50%
Avg Monthly Return
+0.93%
Risk
Volatility (Annual)
+16.80%
Max Drawdown
+37.85%
Positive Months
62%
Average Drawdown
-6.1%
Risk-Adjusted
Sharpe Ratio
0.51
Risk-free rate: 2.0%
Sortino Ratio
0.47
Downside risk adjusted
Return/Volatility
0.62
Calmar Ratio
0.28
Return/Max Drawdown
Ulcer Index
8.01
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
30,568.33
Backtest Period
2015-02-20 to 2026-04-30
11.2 years
Rebalancing
annual
Base Currency
EUR
IKE | +10.5% CAGR | ETF Backtest