HomePortfoliosMomentum world, value SC EM

Momentum world, value SC EM

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

Created byuser-go04y4
None Rebalancing
EUR
Moderate Risk
1.8yr backtest

Performance Summary

Total Return+44.66%
Annualized Return+22.12%
Volatility+17.20%
Sharpe Ratio1.17
Max Drawdown+22.82%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio targeting momentum, small cap value, and emerging markets value for diversified, long-term growth.
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%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) • IE00BG0SKF03
ETF
12.0%0.4%
Total100.0%0.32%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,466.25
Histogram of Monthly Returns
The portfolio had a positive return during 17 of the 23 months (74%)
Monthly Returns Heatmap
Best month: +11.8% • Worst month: -7.2% • Best year: 2026 (+23.7%) • Worst year: 2024 (+6.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.9%+4.1%-5.7%+11.8%+7.0%+5.3%-5.5%+1.9%----+23.7%
2025+4.9%-2.5%-7.2%-3.9%+7.1%+1.0%+3.1%+1.2%+2.6%+2.7%+0.4%+1.4%+10.3%
2024---------+1.0%+7.7%-2.6%+6.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.82% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -22.8%.

Detailed Metrics

Returns
Total Return
+44.66%
Annualized Return
+22.12%
Avg Monthly Return
+1.72%
Risk
Volatility (Annual)
+17.20%
Max Drawdown
+22.82%
Positive Months
74%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
1.17
Risk-free rate: 2.0%
Sortino Ratio
1.11
Downside risk adjusted
Return/Volatility
1.29
Calmar Ratio
0.97
Return/Max Drawdown
Ulcer Index
5.47
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,466.25
Backtest Period
2024-10-01 to 2026-08-07
1.8 years
Rebalancing
none
Base Currency
EUR