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Optimize
Monthly Rebalancing
EUR
Moderate Risk
4.8yr backtest

Performance Summary

Total Return+111.68%
Annualized Return+16.94%
Volatility+15.41%
Sharpe Ratio0.97
Max Drawdown+24.57%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio blending world value, income, and leveraged US exposure for diversified growth.
AssetTypeAllocationTER
FGBL.PA
First Trust Global Equity Income UCITS ETF AccIE00BYTH6121
ETF
35.0%0.6%
CBUI.XETRA
iShares MSCI World Value Factor Advanced UCITS ETF USD (Acc)IE000H1H16W5
ETF
35.0%0.25%
CL2.PA
Amundi MSCI USA Daily (2x) Leveraged UCITS ETF AccFR0010755611
ETF
30.0%0.5%
Total100.0%0.45%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,167.73
Histogram of Monthly Returns
The portfolio had a positive return during 38 of the 59 months (64%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -8.2% • Best year: 2024 (+28.4%) • Worst year: 2022 (-12.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+2.5%-5.4%+9.8%+7.6%+1.3%+1.9%+4.0%----+25.6%
2025+4.4%-1.3%-7.0%-8.2%+9.1%+1.1%+6.7%+0.4%+2.5%+5.1%+1.4%+1.6%+15.3%
2024+3.4%+4.0%+4.3%-1.2%+1.6%+4.2%+0.9%-1.3%+0.4%+2.5%+7.5%-0.6%+28.4%
2023+6.2%+0.5%-2.8%+0.8%+2.1%+4.8%+4.5%-1.0%-0.2%-5.8%+5.7%+6.3%+22.4%
2022-2.5%-1.9%+4.3%-2.2%-3.6%-7.1%+9.7%-1.4%-5.4%+4.8%-1.5%-5.3%-12.6%
2021---------+0.0%+1.7%+4.6%+6.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.57% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -13.7%.

Detailed Metrics

Returns
Total Return
+111.68%
Annualized Return
+16.94%
Avg Monthly Return
+1.37%
Risk
Volatility (Annual)
+15.41%
Max Drawdown
+24.57%
Positive Months
64%
Average Drawdown
-4.6%
Risk-Adjusted
Sharpe Ratio
0.97
Risk-free rate: 2.0%
Sortino Ratio
0.88
Downside risk adjusted
Return/Volatility
1.10
Calmar Ratio
0.69
Return/Max Drawdown
Ulcer Index
5.82
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,167.73
Backtest Period
2021-10-29 to 2026-08-14
4.8 years
Rebalancing
monthly
Base Currency
EUR
REBM // test | +16.9% CAGR | ETF Backtest