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Portfolio 4

another etf portfolio with 2 etfs

Optimize
None Rebalancing
EUR
Moderate Risk
4.1yr backtest

Performance Summary

Total Return+52.79%
Annualized Return+10.84%
Volatility+14.62%
Sharpe Ratio0.60
Max Drawdown+22.42%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global diversified ETF portfolio with 60% all-world exposure, 30% S&P 500, and 10% Nasdaq-100. Low-cost index investing for long-term wealth building.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
60.0%0.19%
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
30.0%0.07%
EQQB.XETRA
Invesco EQQQ Nasdaq-100 UCITS ETF AccIE00BFZXGZ54
ETF
10.0%0.3%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €15,279.49
Histogram of Monthly Returns
The portfolio had a positive return during 30 of the 51 months (59%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -8.2% • Best year: 2024 (+27.8%) • Worst year: 2022 (-7.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.6%+0.6%-4.7%+2.1%---------1.6%
2025+4.0%-3.0%-8.2%-4.2%+6.7%+1.4%+5.3%-0.8%+3.1%+4.8%-0.7%+0.0%+7.5%
2024+3.4%+4.0%+3.4%-1.9%+1.2%+6.0%-0.4%-0.7%+1.8%+1.6%+7.3%-0.5%+27.8%
2023+5.1%+0.5%+0.8%-0.1%+3.8%+3.8%+2.5%-0.4%-1.8%-3.4%+5.9%+4.0%+22.5%
2022-+1.0%+4.9%-3.0%-3.8%-5.9%+10.2%-1.5%-5.9%+3.6%-0.1%-6.1%-7.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.42% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -14.1%.

Detailed Metrics

Returns
Total Return
+52.79%
Annualized Return
+10.84%
Avg Monthly Return
+0.91%
Risk
Volatility (Annual)
+14.62%
Max Drawdown
+22.42%
Positive Months
59%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.74
Calmar Ratio
0.48
Return/Max Drawdown
Ulcer Index
6.22
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
15,279.49
Backtest Period
2022-02-18 to 2026-04-02
4.1 years
Rebalancing
none
Base Currency
EUR