HomePortfoliosMomentum developed, value SC EM

Momentum developed, value SC EM

Go big or go broke

Created byuser-go04y4
None Rebalancing
EUR
Moderate Risk
1.3yr backtest

Performance Summary

Total Return+13.58%
Annualized Return+10.27%
Volatility+17.13%
Sharpe Ratio0.48
Max Drawdown+21.40%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio targeting momentum in developed markets, value in small caps, and emerging markets for aggressive growth potential.
AssetTypeAllocationTER
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
50.0%0.25%
AVEM.XETRA
Avantis Emerging Markets Equity UCITS ETF USD Acc • IE000K975W13
ETF
38.0%0.35%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
12.0%0.39%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,358.43
Histogram of Monthly Returns
The portfolio had a positive return during 11 of the 17 months (65%)
Monthly Returns Heatmap
Best month: +7.1% • Worst month: -7.3% • Best year: 2025 (+13.2%) • Worst year: 2024 (-2.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.2%+3.2%-7.3%+2.9%--------+2.4%
2025+4.6%-1.2%-6.3%-3.0%+7.1%+1.1%+3.0%+0.1%+4.1%+2.9%-0.5%+1.2%+13.2%
2024------------2.1%-2.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.40% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -21.4%.

Detailed Metrics

Returns
Total Return
+13.58%
Annualized Return
+10.27%
Avg Monthly Return
+0.82%
Risk
Volatility (Annual)
+17.13%
Max Drawdown
+21.40%
Positive Months
65%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
0.48
Risk-free rate: 2.0%
Sortino Ratio
0.45
Downside risk adjusted
Return/Volatility
0.60
Calmar Ratio
0.48
Return/Max Drawdown
Ulcer Index
5.44
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,358.43
Backtest Period
2024-12-12 to 2026-04-02
1.3 years
Rebalancing
none
Base Currency
EUR