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None Rebalancing
EUR
Moderate Risk
6.4yr backtest

Performance Summary

Total Return+101.63%
Annualized Return+11.64%
Volatility+16.04%
Sharpe Ratio0.60
Max Drawdown+32.89%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio blending developed, emerging markets, and quality factor strategies for diversified, long-term growth.
AssetTypeAllocationTER
VGVF.XETRA
Vanguard FTSE Developed World UCITS ETF AccIE00BK5BQV03
ETF
20.0%0.12%
SPYY.XETRA
SPDR MSCI All Country World UCITS ETF (Acc)IE00B44Z5B48
ETF
20.0%0.12%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
15.0%0.17%
VFEA.XETRA
Vanguard FTSE Emerging Markets UCITS ETF (USD) AccumulatingIE00BK5BR733
ETF
15.0%0.17%
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
15.0%0.19%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
15.0%0.25%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,162.89
Histogram of Monthly Returns
The portfolio had a positive return during 47 of the 77 months (61%)
Monthly Returns Heatmap
Best month: +9.2% • Worst month: -11.3% • Best year: 2021 (+26.7%) • Worst year: 2022 (-13.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+1.9%-5.4%+8.3%+5.3%+1.6%------+13.5%
2025+4.1%-2.1%-7.0%-4.1%+5.7%+0.9%+4.5%-0.2%+3.0%+4.1%-0.4%+0.4%+8.4%
2024+2.5%+3.9%+3.5%-1.4%+1.1%+4.9%-0.0%-0.3%+2.0%+0.7%+6.1%-1.1%+23.6%
2023+4.9%-0.4%+0.2%-0.2%+2.1%+3.6%+2.7%-1.1%-1.5%-3.4%+5.5%+3.9%+17.1%
2022-4.3%-2.1%+3.5%-2.1%-3.3%-5.6%+8.4%-1.4%-6.1%+2.8%+2.3%-5.3%-13.3%
2021+1.3%+2.6%+5.4%+1.3%-0.0%+4.4%+0.3%+2.9%-2.1%+4.5%+0.2%+3.3%+26.7%
2020--10.5%-11.3%+9.2%+1.7%+2.6%-0.0%+5.2%-0.7%-1.7%+8.7%+2.3%+3.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.89% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -15.9%.

Detailed Metrics

Returns
Total Return
+101.63%
Annualized Return
+11.64%
Avg Monthly Return
+0.99%
Risk
Volatility (Annual)
+16.04%
Max Drawdown
+32.89%
Positive Months
61%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
0.73
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
7.31
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,162.89
Backtest Period
2020-02-04 to 2026-06-19
6.4 years
Rebalancing
none
Base Currency
EUR
Testas big | +11.6% CAGR | ETF Backtest