HomePortfoliosQuality-Momentum Dev. Mkts.

Quality-Momentum Dev. Mkts.

50/50 split between quality and momentum factor ETFs

Optimize
Quarterly Rebalancing
EUR
Moderate Risk
11.7yr backtest

Performance Summary

Total Return+344.49%
Annualized Return+13.56%
Volatility+16.26%
Sharpe Ratio0.71
Max Drawdown+31.53%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio blending 50% momentum and 50% quality factor ETFs for diversified, strategic growth.
AssetTypeAllocationTER
XDEM.XETRA
Xtrackers MSCI World Momentum UCITS ETF 1CIE00BL25JP72
ETF
50.0%0.25%
XDEQ.XETRA
Xtrackers MSCI World Quality UCITS ETF 1CIE00BL25JL35
ETF
50.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €44,448.94
Histogram of Monthly Returns
The portfolio had a positive return during 95 of the 141 months (67%)
Monthly Returns Heatmap
Best month: +11.1% • Worst month: -11.8% • Best year: 2019 (+32.9%) • Worst year: 2022 (-14.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+1.3%-6.1%+11.1%+6.2%+4.0%------+18.7%
2025+4.9%-2.0%-8.6%-3.1%+6.2%-0.0%+3.1%-0.8%+3.2%+2.6%-0.2%+0.8%+5.5%
2024+5.7%+6.9%+4.2%-2.4%+2.4%+5.8%-2.1%+0.2%+0.9%+1.4%+6.7%-1.7%+31.0%
2023+1.4%+0.1%-0.5%+0.9%+0.7%+3.7%+1.9%+0.5%-1.9%-2.1%+5.6%+3.9%+14.9%
2022-7.9%-1.8%+6.0%-4.0%-4.2%-5.9%+8.5%-1.5%-5.0%+6.1%+0.8%-5.1%-14.4%
2021+0.7%+1.5%+4.8%+3.4%-1.5%+4.8%+2.4%+3.5%-2.7%+6.8%+0.4%+2.7%+29.8%
2020+2.0%-8.2%-8.3%+9.0%+2.5%+2.2%+0.3%+6.5%-0.8%-2.9%+7.4%+1.9%+10.4%
2019+7.0%+5.2%+3.5%+3.2%-3.6%+3.8%+4.2%-1.0%+1.5%-0.5%+4.6%+1.5%+32.9%
2018+2.7%-0.9%-4.0%+3.6%+5.8%-0.5%+2.2%+3.7%+0.9%-6.0%+0.3%-8.0%-1.2%
2017-0.8%+4.6%+1.0%-0.4%+0.3%-1.4%+0.0%-2.6%+4.6%+4.9%+0.1%+0.9%+11.5%
2016-7.1%+1.0%+2.5%+2.3%-0.5%+0.2%+4.3%+0.2%-0.2%+1.3%+4.2%+2.8%+10.9%
2015+6.1%+6.2%+2.8%-1.8%+2.6%-3.5%+2.6%-11.8%+1.8%+7.3%+4.4%-4.0%+11.7%
2014---------+1.2%+3.6%+1.2%+6.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.53% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and January 2024. It reached a trough of -20.1%.

Detailed Metrics

Returns
Total Return
+344.49%
Annualized Return
+13.56%
Avg Monthly Return
+1.14%
Risk
Volatility (Annual)
+16.26%
Max Drawdown
+31.53%
Positive Months
67%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.64
Downside risk adjusted
Return/Volatility
0.83
Calmar Ratio
0.43
Return/Max Drawdown
Ulcer Index
7.23
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
44,448.94
Backtest Period
2014-10-01 to 2026-06-26
11.7 years
Rebalancing
quarterly
Base Currency
EUR
Quality-Momentum Dev. Mkts. | +13.6% CAGR | ETF Backtest