HomePortfoliosREB // Global Portfolio

REB // Global Portfolio

Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
7.6yr backtest

Performance Summary

Total Return+295.08%
Annualized Return+19.95%
Volatility+17.64%
Sharpe Ratio1.02
Max Drawdown+34.57%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio focused on US Industrials, Tech, Europe, and Emerging Markets, offering balanced exposure to key growth regions and sectors.
AssetTypeAllocationTER
2B7C.XETRA
iShares S&P 500 Industrials Sector UCITS ETFIE00B4LN9N13
ETF
35.0%0.15%
XLKS.LSE
Invesco US Technology Sector UCITS ETFIE00B3VSSL01
ETF
35.0%0.14%
EMVL.LSE
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
15.0%0.4%
MCEU.PA
Amundi MSCI Europe Momentum Factor UCITS ETF EUR (C)LU1681041460
ETF
15.0%0.23%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €39,508.13
Histogram of Monthly Returns
The portfolio had a positive return during 59 of the 91 months (65%)
Monthly Returns Heatmap
Best month: +12.0% • Worst month: -10.4% • Best year: 2019 (+33.2%) • Worst year: 2022 (-12.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.3%+3.9%-7.2%+12.0%+8.9%+2.5%-4.2%-----+18.2%
2025+2.9%-2.4%-7.4%-3.0%+8.9%+2.5%+5.8%-1.2%+3.8%+5.4%-2.2%+1.2%+13.9%
2024+3.4%+5.7%+4.2%-1.4%+1.9%+6.6%-0.8%-0.7%+2.4%+1.1%+6.9%-0.6%+32.1%
2023+4.5%+2.6%+1.4%-1.1%+5.3%+5.1%+2.5%-0.3%-2.8%-3.0%+7.5%+4.5%+28.8%
2022-5.3%-1.8%+4.3%-3.2%-3.6%-6.5%+10.2%-1.3%-7.5%+6.2%+1.4%-4.8%-12.6%
2021+0.2%+3.9%+7.2%+2.0%-0.2%+3.7%+1.3%+2.9%-2.8%+4.9%+1.8%+3.9%+32.4%
2020+1.7%-8.4%-10.4%+8.5%+3.1%+3.6%-0.2%+8.3%-0.6%-3.3%+8.9%+2.4%+11.9%
2019+5.7%+6.1%+2.2%+4.3%-5.9%+4.8%+4.8%-3.1%+3.6%+0.3%+5.5%+1.5%+33.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.57% • The longest drawdown period lasted for 1 year and 4 months and was between January 2022 and June 2023. It reached a trough of -17.3%.

Detailed Metrics

Returns
Total Return
+295.08%
Annualized Return
+19.95%
Avg Monthly Return
+1.62%
Risk
Volatility (Annual)
+17.64%
Max Drawdown
+34.57%
Positive Months
65%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
1.02
Risk-free rate: 2.0%
Sortino Ratio
0.94
Downside risk adjusted
Return/Volatility
1.13
Calmar Ratio
0.58
Return/Max Drawdown
Ulcer Index
6.59
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
39,508.13
Backtest Period
2019-01-10 to 2026-07-31
7.6 years
Rebalancing
annual
Base Currency
EUR
REB // Global Portfolio | +20.0% CAGR | ETF Backtest