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Multi

Created byuser-mym3ej

None Rebalancing

EUR

Moderate Risk

2.0yr backtest

Performance Summary

Total Return+33.11%

Annualized Return+15.38%

Volatility+14.99%

Sharpe Ratio0.89

Max Drawdown+21.40%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

This globally diversified equity ETF portfolio combines core World ETF holdings with targeted Quality and Momentum factor strategies for growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
WEBN.XETRA Amundi Prime All Country World UCITS ETF Acc • IE0003XJA0J9	IE0003XJA0J9	Acc	ETF	80.0%	0.07%
IS3Q.XETRA iShares Edge MSCI World Quality Factor UCITS ETF (Acc) • IE00BP3QZ601	IE00BP3QZ601	Acc	ETF	10.0%	0.25%
IS3R.XETRA iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825	IE00BP3QZ825	Acc	ETF	10.0%	0.25%
Total		Total			100.0%	0.11%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,311.03

Histogram of Monthly Returns

The portfolio had a positive return during 16 of the 25 months (64%)

Monthly Returns Heatmap

Best month: +9.3% • Worst month: -7.6% • Best year: 2026 (+13.5%) • Worst year: 2024 (+7.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.0%	+1.6%	-5.5%	+9.3%	+6.0%	+1.0%	-	-	-	-	-	-	+13.5%
2025	+4.4%	-2.2%	-7.6%	-3.8%	+6.3%	+0.8%	+4.6%	-0.5%	+2.9%	+4.3%	-0.5%	+0.6%	+8.9%
2024	-	-	-	-	-	+0.6%	-0.3%	-0.6%	+1.5%	+1.0%	+6.6%	-1.1%	+7.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +21.40% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -21.4%.

Detailed Metrics

Returns

Total Return

+33.11%

Annualized Return

+15.38%

Avg Monthly Return

+1.22%

Risk

Volatility (Annual)

+14.99%

Max Drawdown

+21.40%

Positive Months

64%

Average Drawdown

-3.8%

Risk-Adjusted

Sharpe Ratio

0.89

Risk-free rate: 2.0%

Sortino Ratio

0.81

Downside risk adjusted

Return/Volatility

1.03

Calmar Ratio

0.72

Return/Max Drawdown

Ulcer Index

5.07

Drawdown depth & duration

Martin Ratio

0.03

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,311.03

Backtest Period

2024-06-26 to 2026-06-26
2.0 years

Rebalancing

none

Base Currency

EUR