Home PortfoliosSCWX

SCWX

Created byuser-knkh6q

None Rebalancing

EUR

Moderate Risk

1.3yr backtest

Performance Summary

Total Return+14.61%

Annualized Return+10.70%

Volatility+15.88%

Sharpe Ratio0.55

Max Drawdown+21.73%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A 100% equity portfolio investing in a single global ETF for diversified worldwide market exposure and long-term growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SCWX.XETRA Scalable MSCI AC World Xtrackers UCITS ETF 1C • LU2903252349	LU2903252349	Acc	ETF	100.0%	-
Total		Total			100.0%	0.00%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €11,461.31

Histogram of Monthly Returns

The portfolio had a positive return during 10 of the 17 months (59%)

Monthly Returns Heatmap

Best month: +8.5% • Worst month: -7.4% • Best year: 2025 (+9.3%) • Worst year: 2024 (-0.5%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.9%	+1.7%	-5.3%	+8.5%	-	-	-	-	-	-	-	-	+5.5%
2025	+4.5%	-2.3%	-7.4%	-4.2%	+6.1%	+1.2%	+4.8%	-0.4%	+3.0%	+4.3%	-0.6%	+0.8%	+9.3%
2024	-	-	-	-	-	-	-	-	-	-	-	-0.5%	-0.5%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +21.73% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -21.7%.

Detailed Metrics

Returns

Total Return

+14.61%

Annualized Return

+10.70%

Avg Monthly Return

+0.89%

Risk

Volatility (Annual)

+15.88%

Max Drawdown

+21.73%

Positive Months

59%

Average Drawdown

-4.8%

Risk-Adjusted

Sharpe Ratio

0.55

Risk-free rate: 2.0%

Sortino Ratio

0.51

Downside risk adjusted

Return/Volatility

0.67

Calmar Ratio

0.49

Return/Max Drawdown

Ulcer Index

6.24

Drawdown depth & duration

Martin Ratio

0.01

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€11,461.31

Backtest Period

2024-12-20 to 2026-04-24
1.3 years

Rebalancing

none

Base Currency

EUR