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Moj nov

Created byuser-h5msxx
Annual Rebalancing
EUR
Moderate Risk
1.5yr backtest

Performance Summary

Total Return+16.89%
Annualized Return+10.96%
Volatility+14.74%
Sharpe Ratio0.61
Max Drawdown+20.78%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio with 80% VWCE, plus targeted allocations to small-cap value, Europe, and emerging markets for growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
80.0%0.19%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
10.0%0.39%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
5.0%0.07%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
5.0%0.18%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,689.09
Histogram of Monthly Returns
The portfolio had a positive return during 13 of the 19 months (68%)
Monthly Returns Heatmap
Best month: +6.5% • Worst month: -6.7% • Best year: 2025 (+10.0%) • Worst year: 2026 (+0.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+2.5%-5.4%+2.0%--------+0.9%
2025+4.3%-2.0%-6.7%-4.0%+6.0%+0.9%+4.3%+0.3%+2.7%+4.0%-0.1%+0.7%+10.0%
2024---------+0.3%+6.5%-1.4%+5.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.78% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -20.8%.

Detailed Metrics

Returns
Total Return
+16.89%
Annualized Return
+10.96%
Avg Monthly Return
+0.89%
Risk
Volatility (Annual)
+14.74%
Max Drawdown
+20.78%
Positive Months
68%
Average Drawdown
-3.8%
Risk-Adjusted
Sharpe Ratio
0.61
Risk-free rate: 2.0%
Sortino Ratio
0.55
Downside risk adjusted
Return/Volatility
0.74
Calmar Ratio
0.53
Return/Max Drawdown
Ulcer Index
5.17
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,689.09
Backtest Period
2024-10-01 to 2026-04-02
1.5 years
Rebalancing
annual
Base Currency
EUR