Matteo

Sitta dritta

Optimize
Monthly Rebalancing
EUR
Moderate Risk
7.5yr backtest

Performance Summary

Total Return+197.25%
Annualized Return+15.68%
Volatility+17.40%
Sharpe Ratio0.79
Max Drawdown+32.51%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Matteo diversified ETF portfolio: 40% global value, 35% tech, 25% emerging markets with monthly rebalancing in EUR.
AssetTypeAllocationTER
XDEV.XETRA
Xtrackers MSCI World Value UCITS ETF 1CIE00BL25JM42
ETF
40.0%0.25%
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
35.0%0.15%
AYEM.XETRA
iShares MSCI EM IMI Screened UCITS ETF USD (Acc)IE00BFNM3P36
ETF
25.0%0.18%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €29,725.01
Histogram of Monthly Returns
The portfolio had a positive return during 59 of the 91 months (65%)
Monthly Returns Heatmap
Best month: +12.2% • Worst month: -10.9% • Best year: 2019 (+32.5%) • Worst year: 2022 (-14.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+2.0%-6.4%+12.2%--------+10.3%
2025+2.4%-1.1%-6.8%-3.6%+7.1%+3.0%+5.2%+0.2%+4.8%+6.5%-1.3%+1.2%+18.0%
2024+2.5%+3.5%+4.1%-1.8%+2.3%+6.1%-0.5%-1.5%+2.1%+0.2%+4.6%+0.4%+23.9%
2023+6.4%+0.6%+1.7%-1.3%+5.6%+3.8%+3.0%-1.2%-1.2%-3.5%+6.4%+3.4%+25.7%
2022-2.8%-2.6%+2.4%-2.1%-2.1%-6.5%+8.1%-1.5%-7.5%+3.3%+2.5%-5.6%-14.8%
2021+2.5%+3.6%+5.5%+0.2%-0.3%+5.0%-0.3%+2.6%-1.2%+2.8%+1.7%+4.5%+29.8%
2020-0.6%-7.8%-10.9%+8.4%+1.5%+4.1%-2.3%+6.4%-1.1%-2.5%+9.9%+3.2%+6.4%
2019+8.3%+3.4%+2.9%+3.5%-7.0%+4.7%+3.9%-3.2%+4.1%+1.2%+4.4%+3.2%+32.5%
2018---------+1.4%+0.2%-7.4%-6.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.51% • The longest drawdown period lasted for 1 year and 5 months and was between January 2022 and June 2023. It reached a trough of -16.1%.

Detailed Metrics

Returns
Total Return
+197.25%
Annualized Return
+15.68%
Avg Monthly Return
+1.29%
Risk
Volatility (Annual)
+17.40%
Max Drawdown
+32.51%
Positive Months
65%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.79
Risk-free rate: 2.0%
Sortino Ratio
0.72
Downside risk adjusted
Return/Volatility
0.90
Calmar Ratio
0.48
Return/Max Drawdown
Ulcer Index
6.92
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
29,725.01
Backtest Period
2018-10-24 to 2026-04-17
7.5 years
Rebalancing
monthly
Base Currency
EUR