Optimize
None Rebalancing
EUR
Moderate Risk
11.6yr backtest

Performance Summary

Total Return+270.08%
Annualized Return+11.92%
Volatility+17.11%
Sharpe Ratio0.58
Max Drawdown+31.17%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio blending momentum-driven developed markets with emerging markets ETFs for diversified growth.
AssetTypeAllocationTER
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
50.0%0.25%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
50.0%0.18%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €37,008.18
Histogram of Monthly Returns
The portfolio had a positive return during 88 of the 140 months (63%)
Monthly Returns Heatmap
Best month: +14.6% • Worst month: -10.0% • Best year: 2024 (+29.7%) • Worst year: 2022 (-13.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.4%+2.3%-7.8%+14.6%+6.8%-------+19.4%
2025+4.7%-1.5%-7.2%-2.4%+6.7%+1.2%+3.0%-0.8%+4.7%+3.1%-1.3%+1.0%+11.0%
2024+4.5%+7.0%+4.4%-1.2%+1.4%+6.2%-2.2%-0.7%+2.5%+1.0%+5.0%-0.9%+29.7%
2023+1.6%-1.8%-0.9%+0.0%-0.7%+3.6%+2.6%-1.3%-1.1%-3.0%+5.7%+3.1%+7.8%
2022-5.3%-2.1%+3.9%-3.8%-3.3%-5.1%+5.4%+0.4%-5.9%+3.7%+3.0%-4.7%-13.8%
2021+3.0%+0.5%+2.5%+2.4%-1.7%+4.0%-1.0%+3.1%-1.3%+4.7%-0.8%+1.4%+18.0%
2020-0.1%-6.7%-10.0%+8.5%+1.5%+5.0%+2.2%+4.8%-0.1%-1.3%+6.7%+3.0%+12.7%
2019+7.8%+2.8%+3.1%+2.8%-4.2%+3.7%+2.9%-1.4%+1.4%-0.2%+3.1%+3.1%+27.1%
2018+3.7%-0.9%-3.5%+2.6%+3.3%-2.1%+1.8%+1.8%+0.8%-7.3%+2.1%-6.5%-4.8%
2017+1.4%+4.6%+1.8%-0.1%+0.2%-0.7%+0.7%+0.9%+1.9%+5.4%-0.8%+1.5%+18.0%
2016-5.4%+0.1%+2.9%-1.3%+3.1%+3.3%+3.5%-0.8%+1.0%+0.3%+2.0%+1.3%+10.0%
2015+7.2%+5.2%+3.4%-0.5%+0.7%-3.7%-0.5%-9.1%-2.7%+8.1%+3.2%-3.8%+6.2%
2014---------+0.6%+3.7%+0.1%+4.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.17% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -19.5%.

Detailed Metrics

Returns
Total Return
+270.08%
Annualized Return
+11.92%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+17.11%
Max Drawdown
+31.17%
Positive Months
63%
Average Drawdown
-7.0%
Risk-Adjusted
Sharpe Ratio
0.58
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
0.70
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
8.85
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
37,008.18
Backtest Period
2014-10-07 to 2026-05-22
11.6 years
Rebalancing
none
Base Currency
EUR
meber | +11.9% CAGR | ETF Backtest