HomePortfoliosMomentum Tech Def 70 20 10 Reb

Momentum Tech Def 70 20 10 Reb

Optimize
Quarterly Rebalancing
EUR
Moderate Risk
2.8yr backtest

Performance Summary

Total Return+75.09%
Annualized Return+22.43%
Volatility+17.74%
Sharpe Ratio1.15
Max Drawdown+23.09%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio targeting momentum stocks, tech sector growth, and defense industry exposure through a strategic 70/20/10 allocation.
AssetTypeAllocationTER
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
70.0%0.25%
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1CIE00BM67HT60
ETF
20.0%0.25%
ASWC.XETRA
HANetf Future of Defence UCITS ETFIE000OJ5TQP4
ETF
10.0%0.49%
Total100.0%0.27%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,509.18
Histogram of Monthly Returns
The portfolio had a positive return during 21 of the 34 months (62%)
Monthly Returns Heatmap
Best month: +9.1% • Worst month: -8.4% • Best year: 2024 (+38.9%) • Worst year: 2026 (+3.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%-0.4%-6.0%+9.1%--------+3.7%
2025+5.0%-1.9%-8.4%-1.1%+8.4%+1.6%+3.7%-1.7%+5.2%+3.3%-2.6%+1.0%+11.8%
2024+7.0%+8.0%+4.5%-2.6%+2.5%+7.4%-3.0%-0.1%+1.1%+2.4%+7.4%-0.5%+38.9%
2023------+1.6%+0.3%-1.8%-1.8%+6.6%+3.7%+8.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +23.09% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -23.1%.

Detailed Metrics

Returns
Total Return
+75.09%
Annualized Return
+22.43%
Avg Monthly Return
+1.75%
Risk
Volatility (Annual)
+17.74%
Max Drawdown
+23.09%
Positive Months
62%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
1.15
Risk-free rate: 2.0%
Sortino Ratio
1.07
Downside risk adjusted
Return/Volatility
1.26
Calmar Ratio
0.97
Return/Max Drawdown
Ulcer Index
4.87
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,509.18
Backtest Period
2023-07-04 to 2026-04-10
2.8 years
Rebalancing
quarterly
Base Currency
EUR