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Moj nov

Created byuser-h5msxx

Annual Rebalancing

EUR

Moderate Risk

1.7yr backtest

Performance Summary

Total Return+30.40%

Annualized Return+17.16%

Volatility+14.52%

Sharpe Ratio1.04

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	80.0%	0.19%
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	10.0%	0.39%
LYP6.XETRA Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753	LU0908500753	Acc	ETF	5.0%	0.07%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	5.0%	0.18%
Total		Total			100.0%	0.20%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,039.58

Histogram of Monthly Returns

The portfolio had a positive return during 14 of the 21 months (67%)

Monthly Returns Heatmap

Best month: +8.4% • Worst month: -6.7% • Best year: 2026 (+12.5%) • Worst year: 2024 (+5.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.0%	+2.5%	-5.4%	+8.4%	+5.5%	-0.5%	-	-	-	-	-	-	+12.5%
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

+30.40%

Annualized Return

+17.16%

Avg Monthly Return

+1.34%

Risk

Volatility (Annual)

+14.52%

Max Drawdown

+20.78%

Positive Months

67%

Average Drawdown

-3.5%

Risk-Adjusted

Sharpe Ratio

1.04

Risk-free rate: 2.0%

Sortino Ratio

0.97

Downside risk adjusted

Return/Volatility

1.18

Calmar Ratio

0.83

Return/Max Drawdown

Ulcer Index

4.91

Drawdown depth & duration

Martin Ratio

0.03

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,039.58

Backtest Period

2024-10-01 to 2026-06-05
1.7 years

Rebalancing

annual

Base Currency

EUR