HomePortfoliosMomentum developed, value SC EM

Momentum developed, value SC EM

Go big or go broke

Created byuser-go04y4
None Rebalancing
EUR
Moderate Risk
1.6yr backtest

Performance Summary

Total Return+27.17%
Annualized Return+16.28%
Volatility+17.60%
Sharpe Ratio0.81
Max Drawdown+22.70%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio targeting momentum, small-cap value, and emerging markets for a high-conviction, diversified growth strategy.
AssetTypeAllocationTER
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
50.0%0.25%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
38.0%0.39%
AVEM.XETRA
Avantis Emerging Markets Equity UCITS ETF USD Acc • IE000K975W13
ETF
12.0%0.35%
Total100.0%0.32%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,717.36
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 20 months (70%)
Monthly Returns Heatmap
Best month: +11.4% • Worst month: -7.3% • Best year: 2026 (+19.2%) • Worst year: 2024 (-2.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.3%+3.5%-5.7%+11.4%+6.1%+6.0%-5.6%-----+19.2%
2025+4.9%-2.3%-7.3%-3.7%+7.2%+0.6%+2.9%+1.3%+2.6%+1.9%+0.6%+1.3%+9.8%
2024------------2.8%-2.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.70% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -22.7%.

Detailed Metrics

Returns
Total Return
+27.17%
Annualized Return
+16.28%
Avg Monthly Return
+1.32%
Risk
Volatility (Annual)
+17.60%
Max Drawdown
+22.70%
Positive Months
70%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
0.81
Risk-free rate: 2.0%
Sortino Ratio
0.77
Downside risk adjusted
Return/Volatility
0.93
Calmar Ratio
0.72
Return/Max Drawdown
Ulcer Index
5.72
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,717.36
Backtest Period
2024-12-12 to 2026-07-17
1.6 years
Rebalancing
none
Base Currency
EUR