HomePortfoliosNew Portfolio idea with small caps

New Portfolio idea with small caps

Optimize
None Rebalancing
EUR
Moderate Risk
8.0yr backtest

Performance Summary

Total Return+122.22%
Annualized Return+10.55%
Volatility+15.75%
Sharpe Ratio0.54
Max Drawdown+34.07%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio for global growth with core holdings in World, Emerging Markets, Europe, and a 10% small-cap allocation.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
50.0%0.2%
XMME.XETRA
Xtrackers MSCI Emerging Markets UCITS ETF 1CIE00BTJRMP35
ETF
20.0%0.18%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
20.0%0.07%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
10.0%0.35%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,222.3
Histogram of Monthly Returns
The portfolio had a positive return during 64 of the 97 months (66%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -12.8% • Best year: 2019 (+28.7%) • Worst year: 2022 (-13.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+2.6%-6.2%+5.2%--------+3.6%
2025+4.7%-1.4%-6.4%-3.4%+5.8%+0.8%+4.0%+0.1%+2.8%+4.1%-0.2%+0.8%+11.5%
2024+1.8%+3.4%+3.8%-1.6%+1.5%+3.4%+0.9%-0.3%+1.6%-0.1%+5.5%-1.3%+19.8%
2023+5.7%+0.0%-0.3%+0.1%+0.9%+3.5%+2.8%-1.7%-1.5%-3.9%+5.9%+4.4%+16.5%
2022-4.3%-2.1%+2.8%-1.8%-2.9%-6.4%+8.6%-1.9%-6.4%+3.6%+2.9%-5.1%-13.3%
2021+1.2%+2.8%+5.2%+1.4%+0.4%+3.8%+0.2%+2.7%-2.1%+4.2%-0.6%+3.7%+25.3%
2020-1.5%-8.1%-12.8%+9.1%+2.2%+2.9%+0.1%+4.5%-0.7%-2.1%+10.1%+2.8%+4.3%
2019+8.2%+3.3%+2.2%+3.4%-5.3%+3.9%+2.5%-2.1%+3.3%+0.4%+3.6%+2.7%+28.7%
2018---+2.2%+2.4%-0.9%+2.5%+0.2%+0.4%-5.6%+0.9%-7.2%-5.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.07% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and December 2023. It reached a trough of -16.5%.

Detailed Metrics

Returns
Total Return
+122.22%
Annualized Return
+10.55%
Avg Monthly Return
+0.90%
Risk
Volatility (Annual)
+15.75%
Max Drawdown
+34.07%
Positive Months
66%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.54
Risk-free rate: 2.0%
Sortino Ratio
0.49
Downside risk adjusted
Return/Volatility
0.67
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
7.04
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,222.3
Backtest Period
2018-04-25 to 2026-04-10
8.0 years
Rebalancing
none
Base Currency
EUR