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pvw

Created byuser-149eqb

None Rebalancing

EUR

Moderate Risk

2.0yr backtest

Performance Summary

Total Return+45.00%

Annualized Return+20.65%

Volatility+14.08%

Sharpe Ratio1.32

Max Drawdown+18.16%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A globally diversified ETF portfolio focused on European, World, and Emerging Markets equity for long-term capital growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
MEUD.PA Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753	LU0908500753	Acc	ETF	40.0%	0.07%
WEBN.XETRA Amundi Prime All Country World UCITS ETF Acc • IE0003XJA0J9	IE0003XJA0J9	Acc	ETF	20.0%	0.07%
5MVL.XETRA iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) • IE00BG0SKF03	IE00BG0SKF03	Acc	ETF	20.0%	0.4%
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	20.0%	0.19%
Total		Total			100.0%	0.16%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €14,499.72

Histogram of Monthly Returns

The portfolio had a positive return during 19 of the 25 months (76%)

Monthly Returns Heatmap

Best month: +8.5% • Worst month: -7.1% • Best year: 2026 (+19.6%) • Worst year: 2024 (+3.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+4.0%	+4.5%	-7.1%	+8.5%	+7.1%	+1.9%	-	-	-	-	-	-	+19.6%
2025	+4.6%	+0.2%	-4.8%	-2.9%	+5.6%	+1.0%	+3.2%	+0.1%	+2.8%	+5.1%	-0.3%	+1.7%	+16.8%
2024	-	-	-	-	-	+0.2%	+0.2%	+0.1%	+1.4%	-1.3%	+3.5%	-0.1%	+3.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +18.16% • The longest drawdown period lasted for 5 months and was between February 2025 and July 2025. It reached a trough of -18.2%.

Detailed Metrics

Returns

Total Return

+45.00%

Annualized Return

+20.65%

Avg Monthly Return

+1.56%

Risk

Volatility (Annual)

+14.08%

Max Drawdown

+18.16%

Positive Months

76%

Average Drawdown

-2.6%

Risk-Adjusted

Sharpe Ratio

1.32

Risk-free rate: 2.0%

Sortino Ratio

1.23

Downside risk adjusted

Return/Volatility

1.47

Calmar Ratio

1.14

Return/Max Drawdown

Ulcer Index

3.49

Drawdown depth & duration

Martin Ratio

0.05

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€14,499.72

Backtest Period

2024-06-26 to 2026-06-19
2.0 years

Rebalancing

none

Base Currency

EUR