HomePortfoliosImie + momentum

Imie + momentum

Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
11.7yr backtest

Performance Summary

Total Return+303.38%
Annualized Return+12.66%
Volatility+15.56%
Sharpe Ratio0.69
Max Drawdown+33.77%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio blending 75% broad world ETF with 25% momentum factor ETF for diversified, growth-oriented exposure.
AssetTypeAllocationTER
IMIE.PA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
75.0%0.17%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
25.0%0.25%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €40,337.72
Histogram of Monthly Returns
The portfolio had a positive return during 92 of the 141 months (65%)
Monthly Returns Heatmap
Best month: +10.4% • Worst month: -10.7% • Best year: 2019 (+28.3%) • Worst year: 2022 (-12.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+1.9%-5.9%+10.4%+6.6%+3.1%------+18.2%
2025+4.1%-2.3%-7.9%-3.4%+6.5%+0.7%+4.0%+0.1%+3.1%+3.6%-0.4%+0.4%+8.0%
2024+4.1%+4.8%+4.1%-2.0%+1.3%+5.2%-0.5%-0.6%+1.6%+1.1%+6.8%-0.7%+27.8%
2023+3.5%+0.1%-0.7%+0.0%+1.2%+3.9%+2.2%-0.6%-1.6%-3.5%+5.7%+3.9%+14.5%
2022-5.1%-1.8%+4.8%-3.2%-3.4%-6.0%+8.5%-1.1%-5.6%+4.8%+0.6%-4.5%-12.6%
2021+1.4%+2.1%+5.0%+2.1%-0.9%+4.1%+1.0%+3.1%-1.8%+5.3%-0.3%+2.9%+26.4%
2020+1.6%-8.5%-10.7%+9.3%+2.2%+2.6%+0.3%+5.7%-0.7%-2.4%+8.3%+3.1%+9.3%
2019+7.3%+4.0%+2.4%+3.4%-4.5%+3.8%+3.8%-1.9%+2.5%-0.3%+4.2%+1.0%+28.3%
2018+2.0%-1.1%-3.9%+3.9%+3.7%+0.1%+1.8%+2.2%+0.8%-6.2%+0.7%-7.7%-4.3%
2017+0.2%+5.1%+0.6%-0.4%-1.0%-0.8%-0.5%-0.4%+3.0%+4.2%-0.6%+1.0%+10.6%
2016-6.4%+0.5%+1.4%+0.4%+3.7%+0.3%+3.8%-0.3%+0.5%-0.0%+5.0%+2.1%+11.0%
2015+5.8%+6.2%+3.3%-1.7%+2.0%-3.1%+2.4%-8.6%-3.5%+9.3%+3.8%-3.8%+11.1%
2014---------+2.0%+3.1%+1.5%+6.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.77% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and January 2024. It reached a trough of -17.1%.

Detailed Metrics

Returns
Total Return
+303.38%
Annualized Return
+12.66%
Avg Monthly Return
+1.07%
Risk
Volatility (Annual)
+15.56%
Max Drawdown
+33.77%
Positive Months
65%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
6.93
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
40,337.72
Backtest Period
2014-10-06 to 2026-06-19
11.7 years
Rebalancing
annual
Base Currency
EUR
Imie + momentum | +12.7% CAGR | ETF Backtest