HomePortfoliosJust Acumulation

Just Acumulation

Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
6.2yr backtest

Performance Summary

Total Return+158.57%
Annualized Return+16.63%
Volatility+14.92%
Sharpe Ratio0.98
Max Drawdown+22.38%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio targeting growth, momentum, and dividend income through a strategic allocation of top funds.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
30.0%0.17%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
30.0%0.3%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
20.0%0.25%
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
20.0%0.29%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,857.47
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 75 months (64%)
Monthly Returns Heatmap
Best month: +10.8% • Worst month: -8.1% • Best year: 2021 (+30.2%) • Worst year: 2022 (-15.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+1.4%-5.2%+10.8%+7.6%+3.2%-4.4%+3.3%----+18.3%
2025+4.3%-2.5%-8.1%-3.4%+7.0%+0.9%+4.3%-0.3%+3.2%+4.2%-0.6%+0.4%+8.8%
2024+3.8%+4.4%+3.7%-1.9%+1.5%+6.0%-1.1%-0.8%+1.7%+1.3%+6.9%-0.3%+27.7%
2023+4.6%+0.8%+1.0%-0.0%+3.9%+3.9%+2.5%-0.4%-1.5%-3.3%+5.9%+4.5%+23.7%
2022-5.6%-2.0%+5.1%-3.8%-3.5%-6.1%+9.1%-1.2%-5.8%+4.2%+0.2%-5.9%-15.5%
2021+1.5%+1.8%+5.1%+2.1%-1.2%+5.3%+1.3%+3.5%-1.9%+5.5%+1.2%+2.9%+30.2%
2020-----+0.8%+0.5%+6.7%-1.5%-2.6%+8.1%+3.0%+15.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.38% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -18.0%.

Detailed Metrics

Returns
Total Return
+158.57%
Annualized Return
+16.63%
Avg Monthly Return
+1.35%
Risk
Volatility (Annual)
+14.92%
Max Drawdown
+22.38%
Positive Months
64%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.98
Risk-free rate: 2.0%
Sortino Ratio
0.93
Downside risk adjusted
Return/Volatility
1.11
Calmar Ratio
0.74
Return/Max Drawdown
Ulcer Index
6.30
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,857.47
Backtest Period
2020-06-03 to 2026-08-07
6.2 years
Rebalancing
annual
Base Currency
EUR
Just Acumulation | +16.6% CAGR | ETF Backtest