Optimize
Annual Rebalancing
EUR
Moderate Risk
11.1yr backtest

Performance Summary

Total Return+201.94%
Annualized Return+10.43%
Volatility+16.65%
Sharpe Ratio0.51
Max Drawdown+37.95%

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 €30,194.13
Histogram of Monthly Returns
The portfolio had a positive return during 86 of the 135 months (64%)
Monthly Returns Heatmap
Best month: +13.8% • Worst month: -16.5% • Best year: 2021 (+28.3%) • Worst year: 2022 (-10.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.2%+3.0%-6.3%+7.2%--------+7.9%
2025+4.9%-2.4%-5.5%-2.6%+6.2%+2.9%+2.0%+3.2%+2.8%+2.0%+1.5%+1.7%+17.5%
2024+0.8%+3.7%+5.0%-3.6%+2.4%+1.8%+3.6%-1.0%+2.0%-0.1%+6.5%-4.4%+17.3%
2023+5.9%-0.6%-3.9%-0.2%-2.2%+7.0%+4.5%-2.0%-2.5%-4.8%+7.2%+7.7%+15.9%
2022-4.5%+0.5%+2.8%-4.3%-1.3%-8.0%+7.2%-0.9%-7.3%+7.3%+2.6%-4.2%-10.9%
2021+5.1%+4.8%+5.2%+2.5%+0.9%+1.0%-1.0%+2.4%-0.8%+3.6%-2.0%+3.6%+28.3%
2020-2.0%-9.5%-16.5%+10.1%+2.9%+3.6%+1.4%+6.0%-2.1%-0.4%+13.8%+4.1%+7.8%
2019+9.4%+3.8%-0.1%+3.0%-6.7%+5.3%+2.6%-4.3%+3.3%+0.9%+3.5%+2.6%+24.8%
2018+2.6%-2.3%-3.2%+3.5%+3.4%-0.3%+1.5%+2.1%-0.0%-7.6%+0.6%-9.5%-9.7%
2017+0.1%+3.6%-0.0%+0.0%-1.2%+1.0%+1.1%-0.5%+4.0%+3.3%+1.4%+1.5%+14.8%
2016-9.1%+1.9%+5.8%+1.7%+1.5%-1.7%+6.3%+0.3%+0.4%-1.4%+7.3%+2.6%+15.7%
2015-+0.9%+1.3%+0.7%+0.5%-2.4%+0.7%-9.8%-2.2%+6.9%+3.2%-3.7%-4.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +37.95% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and December 2023. It reached a trough of -18.1%.

Detailed Metrics

Returns
Total Return
+201.94%
Annualized Return
+10.43%
Avg Monthly Return
+0.92%
Risk
Volatility (Annual)
+16.65%
Max Drawdown
+37.95%
Positive Months
64%
Average Drawdown
-6.0%
Risk-Adjusted
Sharpe Ratio
0.51
Risk-free rate: 2.0%
Sortino Ratio
0.47
Downside risk adjusted
Return/Volatility
0.63
Calmar Ratio
0.27
Return/Max Drawdown
Ulcer Index
7.87
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
30,194.13
Backtest Period
2015-02-20 to 2026-04-10
11.1 years
Rebalancing
annual
Base Currency
EUR