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Scalable Capital

Created byuser-vcrv5m

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None Rebalancing

EUR

Moderate Risk

3.8yr backtest

Performance Summary

Total Return+51.58%

Annualized Return+11.45%

Volatility+14.68%

Sharpe Ratio0.64

Max Drawdown+23.20%

Holdings

Asset Allocation

Asset Class

Equity 98.1%Bonds 1.9%

Holdings Details

Diversified global equity ETF portfolio with core US and developed markets exposure, plus emerging markets and leveraged Nasdaq for growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
XDWD.XETRA Xtrackers MSCI World UCITS ETF 1C • IE00BJ0KDQ92	IE00BJ0KDQ92	Acc	ETF	42.4%	0.12%
SXR8.XETRA iShares Core S&P 500 UCITS ETF USD (Acc) • IE00B5BMR087	IE00B5BMR087	Acc	ETF	8.8%	0.07%
SC0H.XETRA Invesco MSCI USA UCITS ETF • IE00B60SX170	IE00B60SX170	Acc	ETF	7.8%	0.05%
EDMU.XETRA iShares MSCI USA ESG Enhanced CTB UCITS ETF USD (Acc) • IE00BHZPJ908	IE00BHZPJ908	Acc	ETF	7.7%	0.07%
SXR7.XETRA iShares Core MSCI EMU UCITS ETF EUR (Acc) • IE00B53QG562	IE00B53QG562	Acc	ETF	7.1%	0.12%
SGAS.XETRA iShares MSCI USA Screened UCITS ETF USD (Acc) • IE00BFNM3G45	IE00BFNM3G45	Acc	ETF	5.5%	0.07%
EUNN.XETRA iShares Core MSCI Japan IMI UCITS ETF • IE00B4L5YX21	IE00B4L5YX21	Acc	ETF	4.3%	0.12%
EMXC.XETRA Amundi MSCI Emerging Ex China UCITS ETF Acc • LU2009202107	LU2009202107	Acc	ETF	3.4%	0.15%
SSAC.AS iShares MSCI ACWI UCITS ETF USD (Acc) • IE00B6R52259	IE00B6R52259	Acc	ETF	2.1%	0.2%
QQQ5.XETRA Leverage Shares 5x Long US Tech 100 ETC • XS2399364152	XS2399364152	Acc	ETF	2.0%	0.75%
JPPS.F JPMorgan USD Ultra-Short Income UCITS ETF USD (Dist) • IE00BDFC6Q91	IE00BDFC6Q91	Dist	ETF	1.9%	0.18%
ISFE.AS iShares Core FTSE 100 UCITS ETF GBP (Acc) • IE00B53HP851	IE00B53HP851	Acc	ETF	1.6%	0.07%
SXR2.XETRA iShares MSCI Canada UCITS ETF (Acc) • IE00B52SF786	IE00B52SF786	Acc	ETF	1.5%	0.48%
SXR1.XETRA iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) • IE00B52MJY50	IE00B52MJY50	Acc	ETF	1.4%	0.2%
ICGA.XETRA iShares MSCI China UCITS ETF USD (Acc) • IE00BJ5JPG56	IE00BJ5JPG56	Acc	ETF	1.4%	0.28%
QDVE.XETRA iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) • IE00B3WJKG14	IE00B3WJKG14	Acc	ETF	1.1%	0.15%
Total		Total			100.0%	0.13%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €15,158

Histogram of Monthly Returns

The portfolio had a positive return during 29 of the 47 months (62%)

Monthly Returns Heatmap

Best month: +10.2% • Worst month: -8.3% • Best year: 2024 (+26.5%) • Worst year: 2022 (-6.7%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.6%	+0.8%	-5.7%	+2.3%	-	-	-	-	-	-	-	-	-2.1%
2025	+4.3%	-3.3%	-8.3%	-4.1%	+6.9%	+1.4%	+5.1%	-0.6%	+3.2%	+5.0%	-1.0%	+0.2%	+8.0%
2024	+3.3%	+4.1%	+3.7%	-2.4%	+1.5%	+5.9%	-0.6%	-0.5%	+1.7%	+0.8%	+7.4%	-0.7%	+26.5%
2023	+5.3%	+0.5%	+0.5%	-0.0%	+3.1%	+4.1%	+2.6%	-0.9%	-2.1%	-3.6%	+6.4%	+4.4%	+21.5%
2022	-	-	-	-	-	-6.7%	+10.2%	-2.0%	-6.3%	+4.0%	+0.8%	-5.7%	-6.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +23.20% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -13.7%.

Detailed Metrics

Returns

Total Return

+51.58%

Annualized Return

+11.45%

Avg Monthly Return

+0.97%

Risk

Volatility (Annual)

+14.68%

Max Drawdown

+23.20%

Positive Months

62%

Average Drawdown

-4.9%

Risk-Adjusted

Sharpe Ratio

0.64

Risk-free rate: 2.0%

Sortino Ratio

0.60

Downside risk adjusted

Return/Volatility

0.78

Calmar Ratio

0.49

Return/Max Drawdown

Ulcer Index

6.08

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€15,158

Backtest Period

2022-06-01 to 2026-04-02
3.8 years

Rebalancing

none

Base Currency

EUR