HomePortfoliosREBY // world
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Annual Rebalancing
EUR
Moderate Risk
4.8yr backtest

Performance Summary

Total Return+45.84%
Annualized Return+8.20%
Volatility+16.24%
Sharpe Ratio0.38
Max Drawdown+26.93%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 100% ETF allocation for diversified exposure to value, technology, industrials, and income strategies.
AssetTypeAllocationTER
FGBL.PA
First Trust Global Equity Income UCITS ETF AccIE00BYTH6121
ETF
25.0%0.6%
CBUI.XETRA
iShares MSCI World Value Factor Advanced UCITS ETF USD (Acc)IE000H1H16W5
ETF
25.0%0.25%
INDW.PA
Amundi S&P Global Industrials ESG UCITS ETF DR EUR (A)IE000LTA2082
ETF
25.0%0.18%
LU1213836080
Fidelity Funds - Global Technology Fund A-Acc-EURLU1213836080
FUND
25.0%1.89%
Total100.0%0.73%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,583.97
Histogram of Monthly Returns
The portfolio had a positive return during 36 of the 59 months (61%)
Monthly Returns Heatmap
Best month: +8.1% • Worst month: -21.2% • Best year: 2026 (+21.9%) • Worst year: 2022 (-8.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.2%+3.8%-5.7%+8.1%+5.6%+0.9%+1.2%+3.6%----+21.9%
2025+4.0%-0.1%-5.0%-5.0%+7.6%+1.0%+4.4%+0.1%+2.0%+4.2%-0.0%+2.1%+15.7%
2024+1.7%+3.4%+3.2%-0.9%+0.9%+2.0%+1.4%-0.7%+0.7%+0.8%+4.7%-1.1%+17.1%
2023+6.6%+0.7%-1.1%-0.6%+1.6%-21.2%+4.0%-1.4%+0.5%-4.9%+5.8%+6.1%-7.1%
2022-1.8%-1.4%+2.4%-1.9%-2.2%-5.7%+7.6%-1.5%-4.9%+4.0%+1.0%-3.7%-8.4%
2021---------+0.0%-0.0%+3.8%+3.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +26.93% • The longest drawdown period lasted for 1 year and 7 months and was between June 2023 and January 2025. It reached a trough of -26.9%.

Detailed Metrics

Returns
Total Return
+45.84%
Annualized Return
+8.20%
Avg Monthly Return
+0.75%
Risk
Volatility (Annual)
+16.24%
Max Drawdown
+26.93%
Positive Months
61%
Average Drawdown
-7.5%
Risk-Adjusted
Sharpe Ratio
0.38
Risk-free rate: 2.0%
Sortino Ratio
0.30
Downside risk adjusted
Return/Volatility
0.50
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
9.80
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,583.97
Backtest Period
2021-10-29 to 2026-08-13
4.8 years
Rebalancing
annual
Base Currency
EUR
REBY // world | +8.2% CAGR | ETF Backtest