HomePortfoliosMarco Core

Marco Core

Created byuser-08i4nz
FIRE Projection
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
1.9yr backtest

Performance Summary

Total Return+37.49%
Annualized Return+17.79%
Volatility+14.20%
Sharpe Ratio1.11
Max Drawdown+21.09%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
100% equity ETF portfolio blending global large-cap, small-cap value, emerging markets, and momentum stocks for diversified long-term growth.
AssetTypeAllocationTER
WRDA.LSE
UBS Core MSCI World UCITS ETF USD acc • IE00BD4TXV59
ETF
50.0%0.06%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
25.0%0.39%
AEEM.PA
Amundi MSCI Emerging Markets Swap UCITS ETF EUR Acc • LU1681045370
ETF
15.0%0.2%
XDEM.XETRA
Xtrackers MSCI World Momentum UCITS ETF 1C • IE00BL25JP72
ETF
10.0%0.25%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,748.6
Histogram of Monthly Returns
The portfolio had a positive return during 17 of the 24 months (71%)
Monthly Returns Heatmap
Best month: +9.4% • Worst month: -7.0% • Best year: 2026 (+18.8%) • Worst year: 2024 (+6.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+3.3%-5.4%+9.4%+5.4%+2.6%-2.3%+2.4%-0.0%---+18.8%
2025+3.8%-2.4%-7.0%-4.3%+6.4%+1.0%+4.2%+1.0%+2.5%+3.5%+0.1%+0.8%+9.1%
2024---------+0.6%+7.1%-1.7%+6.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.09% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -21.1%.

Detailed Metrics

Returns
Total Return
+37.49%
Annualized Return
+17.79%
Avg Monthly Return
+1.41%
Risk
Volatility (Annual)
+14.20%
Max Drawdown
+21.09%
Positive Months
71%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
1.11
Risk-free rate: 2.0%
Sortino Ratio
1.01
Downside risk adjusted
Return/Volatility
1.25
Calmar Ratio
0.84
Return/Max Drawdown
Ulcer Index
4.93
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,748.6
Backtest Period
2024-10-01 to 2026-09-11
1.9 years
Rebalancing
annual
Base Currency
EUR