HomePortfoliosWorld - All // - kt -

World - All // - kt -

Created byuser-dvjmdp
FIRE Projection
Annual Rebalancing
EUR
Moderate Risk
0.4yr backtest

Performance Summary

Total Return+22.36%
Annualized Return+60.39%
Volatility+11.79%
Sharpe Ratio4.95
Max Drawdown+3.30%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio blending US, world, growth, value, and income strategies for balanced, long-term investment.
AssetTypeAllocationTER
XUDY.XETRA
Xtrackers S&P 500 Defensive Shareholder Yield UCITS ETF 1C • IE000SRQBBT6
ETF
25.0%0.25%
XGLA.XETRA
Xtrackers Global Growth Leaders Active UCITS ETF 1C • IE000M8F3JA6
ETF
25.0%0.5%
CBUI.XETRA
iShares MSCI World Value Factor Advanced UCITS ETF USD (Acc) • IE000H1H16W5
ETF
25.0%0.25%
FGBL.PA
First Trust Global Equity Income UCITS ETF Acc • IE00BYTH6121
ETF
25.0%0.6%
Total100.0%0.40%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,235.89
Histogram of Monthly Returns
The portfolio had a positive return during 6 of the 6 months (100%)
Monthly Returns Heatmap
Best month: +8.0% • Worst month: +0.2% • Best year: 2026 (+22.4%) • Worst year: 2026 (+22.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026---+4.9%+8.0%+2.9%+0.9%+3.8%+0.2%---+22.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +3.30% • The longest drawdown period lasted for 14 days and was between July 2026 and July 2026. It reached a trough of -1.6%.

Detailed Metrics

Returns
Total Return
+22.36%
Annualized Return
+60.39%
Avg Monthly Return
+3.45%
Risk
Volatility (Annual)
+11.79%
Max Drawdown
+3.30%
Positive Months
100%
Average Drawdown
-0.9%
Risk-Adjusted
Sharpe Ratio
4.95
Risk-free rate: 2.0%
Sortino Ratio
5.49
Downside risk adjusted
Return/Volatility
5.12
Calmar Ratio
18.30
Return/Max Drawdown
Ulcer Index
0.89
Drawdown depth & duration
Martin Ratio
0.65
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,235.89
Backtest Period
2026-04-01 to 2026-09-04
0.4 years
Rebalancing
annual
Base Currency
EUR