HomePortfoliosSCWX

SCWX

Created byuser-knkh6q
None Rebalancing
EUR
Moderate Risk
1.4yr backtest

Performance Summary

Total Return+18.86%
Annualized Return+13.15%
Volatility+15.74%
Sharpe Ratio0.71
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.
AssetTypeAllocationTER
SCWX.XETRA
Scalable MSCI AC World Xtrackers UCITS ETF 1C • LU2903252349
ETF
100.0%-
Total100.0%0.00%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €11,886.26
Histogram of Monthly Returns
The portfolio had a positive return during 11 of the 18 months (61%)
Monthly Returns Heatmap
Best month: +8.9% • Worst month: -7.4% • Best year: 2026 (+9.4%) • Worst year: 2024 (-0.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+1.7%-5.3%+8.9%+3.4%-------+9.4%
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
+18.86%
Annualized Return
+13.15%
Avg Monthly Return
+1.05%
Risk
Volatility (Annual)
+15.74%
Max Drawdown
+21.73%
Positive Months
61%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.84
Calmar Ratio
0.61
Return/Max Drawdown
Ulcer Index
6.11
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€11,886.26
Backtest Period
2024-12-20 to 2026-05-15
1.4 years
Rebalancing
none
Base Currency
EUR