HomePortfoliosSPYI + Sat
Optimize
None Rebalancing
EUR
Moderate Risk
6.9yr backtest

Performance Summary

Total Return+130.82%
Annualized Return+12.80%
Volatility+16.08%
Sharpe Ratio0.67
Max Drawdown+34.66%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio blending broad world markets with quality factor and emerging ex-China exposure for growth.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
80.0%0.17%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
10.0%0.25%
EMXC.XETRA
Amundi MSCI Emerging Ex China UCITS ETF AccLU2009202107
ETF
10.0%0.15%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,081.54
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 84 months (63%)
Monthly Returns Heatmap
Best month: +9.9% • Worst month: -12.4% • Best year: 2021 (+27.4%) • Worst year: 2022 (-13.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+2.6%-5.9%+9.1%+6.5%+2.0%------+16.8%
2025+4.2%-2.5%-7.1%-4.0%+5.9%+1.1%+4.5%-0.2%+2.9%+4.6%-0.4%+0.7%+9.2%
2024+2.5%+3.6%+3.7%-1.8%+0.9%+4.9%+0.3%-0.4%+1.4%+0.5%+6.3%-1.6%+21.8%
2023+5.0%-0.1%-0.1%-0.3%+2.4%+3.7%+2.4%-1.0%-1.6%-3.7%+5.7%+4.4%+17.7%
2022-4.3%-2.1%+3.9%-2.1%-3.2%-6.6%+9.0%-1.3%-6.2%+4.0%+1.8%-5.6%-13.2%
2021+1.0%+2.7%+5.8%+1.3%-0.0%+4.2%+0.8%+3.0%-2.1%+4.7%+0.1%+3.5%+27.4%
2020-1.0%-8.2%-12.4%+9.9%+1.5%+2.3%+0.0%+5.1%-0.6%-2.2%+9.8%+3.1%+5.0%
2019------+0.9%-2.3%+3.1%+0.2%+3.9%+2.6%+8.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.66% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -15.9%.

Detailed Metrics

Returns
Total Return
+130.82%
Annualized Return
+12.80%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+16.08%
Max Drawdown
+34.66%
Positive Months
63%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.67
Risk-free rate: 2.0%
Sortino Ratio
0.60
Downside risk adjusted
Return/Volatility
0.80
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
7.25
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,081.54
Backtest Period
2019-07-10 to 2026-06-19
6.9 years
Rebalancing
none
Base Currency
EUR
SPYI + Sat | +12.8% CAGR | ETF Backtest