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Moj nov

Created byuser-h5msxx
Annual Rebalancing
EUR
Moderate Risk
1.6yr backtest

Performance Summary

Total Return+27.95%
Annualized Return+16.46%
Volatility+14.68%
Sharpe Ratio0.98
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 €12,795.43
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 20 months (70%)
Monthly Returns Heatmap
Best month: +8.4% • Worst month: -6.7% • Best year: 2026 (+10.4%) • Worst year: 2024 (+5.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+2.5%-5.4%+8.4%+3.0%-------+10.4%
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
+27.95%
Annualized Return
+16.46%
Avg Monthly Return
+1.31%
Risk
Volatility (Annual)
+14.68%
Max Drawdown
+20.78%
Positive Months
70%
Average Drawdown
-3.6%
Risk-Adjusted
Sharpe Ratio
0.98
Risk-free rate: 2.0%
Sortino Ratio
0.91
Downside risk adjusted
Return/Volatility
1.12
Calmar Ratio
0.79
Return/Max Drawdown
Ulcer Index
5.00
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,795.43
Backtest Period
2024-10-01 to 2026-05-15
1.6 years
Rebalancing
annual
Base Currency
EUR