Optimize
Monthly Rebalancing
EUR
Moderate Risk
2.4yr backtest

Performance Summary

Total Return+44.10%
Annualized Return+16.74%
Volatility+13.85%
Sharpe Ratio1.06
Max Drawdown+16.97%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with ETFs in US small-cap value, European small-cap, and international stocks for diversified growth.
AssetTypeAllocationTER
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1CIE0006WW1TQ4
ETF
42.0%0.15%
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETFIE00BSPLC298
ETF
42.0%0.3%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
16.0%0.3%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,409.91
Histogram of Monthly Returns
The portfolio had a positive return during 21 of the 29 months (72%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -7.5% • Best year: 2025 (+19.2%) • Worst year: 2024 (+6.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.4%+3.9%-7.5%+6.6%+3.6%+0.7%+2.5%-----+13.3%
2025+5.5%+1.3%-3.9%-1.5%+6.2%+0.3%+2.1%+1.5%+1.1%+2.2%+1.0%+2.4%+19.2%
2024--+3.6%-1.4%+3.6%-2.3%+4.1%-0.6%+0.8%-2.7%+3.6%-1.8%+6.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.97% • The longest drawdown period lasted for 3 months and was between February 2025 and June 2025. It reached a trough of -17.0%.

Detailed Metrics

Returns
Total Return
+44.10%
Annualized Return
+16.74%
Avg Monthly Return
+1.32%
Risk
Volatility (Annual)
+13.85%
Max Drawdown
+16.97%
Positive Months
72%
Average Drawdown
-2.1%
Risk-Adjusted
Sharpe Ratio
1.06
Risk-free rate: 2.0%
Sortino Ratio
1.02
Downside risk adjusted
Return/Volatility
1.21
Calmar Ratio
0.99
Return/Max Drawdown
Ulcer Index
2.93
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,409.91
Backtest Period
2024-03-14 to 2026-07-24
2.4 years
Rebalancing
monthly
Base Currency
EUR
Test | +16.7% CAGR | ETF Backtest