HomePortfoliosMomentum world, value SC EM

Momentum world, value SC EM

Go big or go broke. Jk, we ain't selling

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None Rebalancing
EUR
Moderate Risk
7.3yr backtest

Performance Summary

Total Return+127.72%
Annualized Return+11.94%
Volatility+17.15%
Sharpe Ratio0.58
Max Drawdown+34.17%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio targeting global momentum stocks, developed small-caps, and emerging market value for strategic growth.
AssetTypeAllocationTER
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
50.0%0.25%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
38.0%0.35%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
12.0%0.4%
Total100.0%0.31%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,772.46
Histogram of Monthly Returns
The portfolio had a positive return during 55 of the 89 months (62%)
Monthly Returns Heatmap
Best month: +9.9% • Worst month: -11.9% • Best year: 2019 (+29.2%) • Worst year: 2022 (-13.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+2.8%-7.0%+3.2%--------+2.2%
2025+5.3%-2.6%-7.8%-2.9%+6.9%+1.1%+3.4%-0.1%+3.3%+3.2%-0.3%+1.1%+10.0%
2024+3.6%+6.1%+4.6%-2.3%+2.2%+4.2%-0.2%-1.1%+1.7%+1.1%+7.2%-2.4%+27.0%
2023+2.8%+0.1%-2.9%+0.1%-0.9%+4.2%+2.6%-0.8%-1.5%-4.0%+5.7%+5.5%+10.6%
2022-6.9%-0.3%+4.2%-3.6%-3.6%-6.6%+8.2%-0.7%-5.6%+5.9%+1.1%-5.0%-13.4%
2021+3.0%+2.1%+4.0%+3.0%-2.0%+3.6%+0.1%+3.2%-1.1%+4.8%-1.2%+2.3%+23.6%
2020+0.0%-8.2%-11.9%+9.9%+2.8%+3.1%+0.7%+5.3%-0.3%-1.5%+8.5%+3.2%+10.1%
2019+8.4%+4.2%+1.9%+3.2%-4.3%+3.5%+3.8%-1.8%+1.8%-0.5%+4.0%+2.1%+29.2%
2018------------5.2%-5.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.17% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -19.6%.

Detailed Metrics

Returns
Total Return
+127.72%
Annualized Return
+11.94%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+17.15%
Max Drawdown
+34.17%
Positive Months
62%
Average Drawdown
-6.9%
Risk-Adjusted
Sharpe Ratio
0.58
Risk-free rate: 2.0%
Sortino Ratio
0.52
Downside risk adjusted
Return/Volatility
0.70
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
8.74
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,772.46
Backtest Period
2018-12-14 to 2026-04-02
7.3 years
Rebalancing
none
Base Currency
EUR