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Annual Rebalancing
EUR
Moderate Risk
Multi-currency
6.7yr backtest

Performance Summary

Total Return+166.40%
Annualized Return+15.71%
Volatility+15.93%
Sharpe Ratio0.86
Max Drawdown+31.91%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio targeting US, European, and emerging markets through core, momentum, and value strategies.
AssetTypeAllocationTER
SPPY.XETRA
State Street SPDR S&P 500 Leaders UCITS ETF USD Unhedged (Acc)IE00BH4GPZ28
ETF
60.0%0.03%
MCEU.PA
Amundi MSCI Europe Momentum Factor UCITS ETF EUR (C)LU1681041460
ETF
25.0%0.23%
EMVL.LSE
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
15.0%0.4%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €26,640.35
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 81 months (65%)
Monthly Returns Heatmap
Best month: +9.9% • Worst month: -9.6% • Best year: 2021 (+32.4%) • Worst year: 2022 (-14.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.2%+2.1%-6.6%+9.9%+6.0%+2.0%-2.1%+2.7%----+17.6%
2025+3.7%-1.7%-6.5%-3.9%+6.4%+1.8%+4.9%-0.2%+3.3%+4.3%-0.4%+1.8%+13.4%
2024+3.1%+4.2%+4.4%-0.8%+1.9%+4.9%-0.1%-0.8%+1.8%+0.9%+6.3%-0.4%+28.0%
2023+4.4%+1.2%+0.5%+1.5%+2.1%+3.8%+2.5%-0.8%-1.5%-3.1%+6.2%+3.3%+21.6%
2022-5.3%-2.3%+4.3%-2.7%-2.9%-6.3%+8.2%-1.4%-6.6%+4.7%+1.5%-5.1%-14.2%
2021+1.5%+2.6%+6.2%+2.7%-0.7%+3.9%+1.6%+3.0%-2.3%+5.0%+0.9%+4.4%+32.4%
2020+0.1%-7.8%-9.6%+9.7%+2.1%+2.0%+0.9%+5.1%-1.0%-2.3%+7.2%+2.2%+7.3%
2019-----------+5.2%+5.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.91% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -16.8%.

Detailed Metrics

Returns
Total Return
+166.40%
Annualized Return
+15.71%
Avg Monthly Return
+1.29%
Risk
Volatility (Annual)
+15.93%
Max Drawdown
+31.91%
Positive Months
65%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.86
Risk-free rate: 2.0%
Sortino Ratio
0.78
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
0.49
Return/Max Drawdown
Ulcer Index
6.81
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
26,640.35
Backtest Period
2019-12-03 to 2026-08-21
6.7 years
Rebalancing
annual
Base Currency
EUR