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REBM // Global Portfolio

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Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
7.6yr backtest

Performance Summary

Total Return+318.18%
Annualized Return+20.73%
Volatility+17.84%
Sharpe Ratio1.05
Max Drawdown+36.26%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio targeting US industrials & tech, plus value opportunities in Europe and emerging markets for global equity growth.
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%
CEMS.XETRA
iShares Edge MSCI Europe Value Factor UCITS ETFIE00BQN1K901
ETF
15.0%0.25%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €41,817.52
Histogram of Monthly Returns
The portfolio had a positive return during 61 of the 92 months (66%)
Monthly Returns Heatmap
Best month: +12.0% • Worst month: -12.3% • Best year: 2019 (+35.2%) • Worst year: 2022 (-11.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+4.2%-6.7%+12.0%+9.2%+2.8%-3.5%+4.0%----+25.3%
2025+2.8%-2.1%-7.4%-3.4%+9.2%+2.6%+6.1%-0.9%+3.4%+6.0%-1.8%+1.1%+15.4%
2024+3.0%+5.3%+4.0%-0.9%+2.0%+5.8%-0.1%-0.7%+2.5%+0.9%+6.5%-0.7%+30.6%
2023+5.1%+2.5%+1.1%-1.5%+4.8%+5.5%+2.8%-0.6%-2.4%-3.7%+7.1%+4.7%+27.8%
2022-3.8%-1.8%+4.0%-2.9%-3.1%-7.0%+10.3%-1.5%-7.4%+6.3%+1.6%-4.9%-11.2%
2021+0.1%+4.7%+7.6%+1.4%+0.1%+3.9%+0.8%+2.9%-2.6%+4.5%+1.4%+4.4%+33.0%
2020+0.8%-8.9%-12.3%+8.4%+2.7%+3.7%-1.1%+8.3%-0.8%-3.4%+11.4%+2.1%+8.5%
2019+8.6%+6.0%+1.7%+4.6%-7.0%+4.9%+4.6%-3.5%+4.1%+0.2%+5.4%+1.8%+35.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +36.26% • The longest drawdown period lasted for 1 year and 4 months and was between January 2022 and June 2023. It reached a trough of -16.1%.

Detailed Metrics

Returns
Total Return
+318.18%
Annualized Return
+20.73%
Avg Monthly Return
+1.67%
Risk
Volatility (Annual)
+17.84%
Max Drawdown
+36.26%
Positive Months
66%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
1.05
Risk-free rate: 2.0%
Sortino Ratio
0.97
Downside risk adjusted
Return/Volatility
1.16
Calmar Ratio
0.57
Return/Max Drawdown
Ulcer Index
6.73
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
41,817.52
Backtest Period
2019-01-02 to 2026-08-07
7.6 years
Rebalancing
monthly
Base Currency
EUR
REBM // Global Portfolio | +20.7% CAGR | ETF Backtest