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REBY // Global Portfolio

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

Performance Summary

Total Return+321.38%
Annualized Return+20.85%
Volatility+17.87%
Sharpe Ratio1.05
Max Drawdown+36.15%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio blending US industrials, tech, and global value stocks for targeted equity exposure and growth potential.
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 €42,137.57
Histogram of Monthly Returns
The portfolio had a positive return during 60 of the 92 months (65%)
Monthly Returns Heatmap
Best month: +11.7% • Worst month: -12.0% • Best year: 2019 (+35.5%) • Worst year: 2022 (-11.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+4.4%-6.8%+11.7%+9.3%+2.3%-3.6%+4.0%----+24.3%
2025+2.8%-2.1%-7.2%-3.4%+8.9%+2.5%+5.9%-0.8%+3.4%+6.0%-1.8%+1.2%+15.3%
2024+2.9%+5.3%+3.9%-1.0%+2.0%+6.1%-0.5%-0.8%+2.5%+1.0%+6.6%-0.5%+30.6%
2023+5.2%+2.5%+1.2%-1.5%+5.3%+5.3%+2.8%-0.4%-2.6%-3.6%+7.5%+4.7%+28.9%
2022-3.8%-1.8%+3.8%-2.8%-3.1%-7.1%+10.1%-1.5%-7.4%+6.6%+1.6%-4.7%-11.0%
2021-0.0%+4.7%+7.6%+1.4%+0.2%+3.7%+0.8%+2.9%-2.6%+4.6%+1.6%+4.3%+32.9%
2020+0.8%-8.9%-12.0%+8.5%+2.9%+3.9%-1.1%+8.8%-1.1%-3.5%+10.7%+2.3%+8.9%
2019+8.6%+6.0%+1.7%+4.6%-7.0%+4.9%+4.8%-3.4%+4.0%+0.3%+5.6%+1.7%+35.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +36.15% • The longest drawdown period lasted for 1 year and 4 months and was between January 2022 and May 2023. It reached a trough of -15.9%.

Detailed Metrics

Returns
Total Return
+321.38%
Annualized Return
+20.85%
Avg Monthly Return
+1.68%
Risk
Volatility (Annual)
+17.87%
Max Drawdown
+36.15%
Positive Months
65%
Average Drawdown
-4.8%
Risk-Adjusted
Sharpe Ratio
1.05
Risk-free rate: 2.0%
Sortino Ratio
0.98
Downside risk adjusted
Return/Volatility
1.17
Calmar Ratio
0.58
Return/Max Drawdown
Ulcer Index
6.63
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
42,137.57
Backtest Period
2019-01-02 to 2026-08-07
7.6 years
Rebalancing
annual
Base Currency
EUR
REBY // Global Portfolio | +20.8% CAGR | ETF Backtest