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test

Created byuser-7zvj2s
Annual Rebalancing
EUR
Moderate Risk
1.6yr backtest

Performance Summary

Total Return+26.02%
Annualized Return+15.62%
Volatility+14.09%
Sharpe Ratio0.97
Max Drawdown+17.74%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Globally diversified EUR ETF portfolio with annual rebalancing, blending core holdings with strategic bets on emerging markets and leveraged assets.
AssetTypeAllocationTER
FWIA.XETRA
Invesco FTSE All-World UCITS ETF Acc • IE000716YHJ7
ETF
30.0%0.15%
AVWC.XETRA
Avantis Global Equity UCITS ETF USD Acc • IE000RJECXS5
ETF
25.0%0.22%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
15.0%0.39%
AVEM.XETRA
Avantis Emerging Markets Equity UCITS ETF USD Acc • IE000K975W13
ETF
10.0%0.35%
ROX.XETRA
Expat Romania BET UCITS ETF • BGROBET05176
ETF
10.0%1.38%
2BRE.XETRA
Leverage Shares 2x Long Berkshire Hathaway (BRK-B) ETP • XS2399369110
ETF
10.0%0.75%
Total100.0%0.41%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,601.79
Histogram of Monthly Returns
The portfolio had a positive return during 14 of the 20 months (70%)
Monthly Returns Heatmap
Best month: +6.2% • Worst month: -5.3% • Best year: 2026 (+16.1%) • Worst year: 2024 (-3.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+4.2%-5.3%+6.2%+4.8%+3.5%-0.4%-----+16.1%
2025+4.4%-0.2%-4.8%-4.5%+4.0%+0.0%+4.1%+1.8%+1.8%+2.6%+2.0%+0.6%+12.0%
2024------------3.2%-3.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.74% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -17.7%.

Detailed Metrics

Returns
Total Return
+26.02%
Annualized Return
+15.62%
Avg Monthly Return
+1.22%
Risk
Volatility (Annual)
+14.09%
Max Drawdown
+17.74%
Positive Months
70%
Average Drawdown
-3.4%
Risk-Adjusted
Sharpe Ratio
0.97
Risk-free rate: 2.0%
Sortino Ratio
0.89
Downside risk adjusted
Return/Volatility
1.11
Calmar Ratio
0.88
Return/Max Drawdown
Ulcer Index
4.36
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,601.79
Backtest Period
2024-12-12 to 2026-07-17
1.6 years
Rebalancing
annual
Base Currency
EUR