HomePortfoliosTeste 4

Teste 4

Created byuser-xsvckd
Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
0.7yr backtest

Performance Summary

Total Return+23.87%
Annualized Return+34.17%
Volatility+12.27%
Sharpe Ratio2.62
Max Drawdown+6.23%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global ETF portfolio blending world stocks, US tech, dividends, and momentum for diversified growth.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc) • IE00B3YLTY66
ETF
30.0%0.17%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc) • IE00B53SZB19
ETF
30.0%0.3%
LDGA.XETRA
L&G Global Quality Dividends UCITS ETF USD Acc • IE000MRIQ479
ETF
30.0%0.29%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
10.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,387.14
Histogram of Monthly Returns
The portfolio had a positive return during 8 of the 10 months (80%)
Monthly Returns Heatmap
Best month: +10.0% • Worst month: -5.4% • Best year: 2026 (+19.3%) • Worst year: 2025 (+3.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+1.9%-5.4%+10.0%+6.7%+2.7%-3.0%+3.9%----+19.3%
2025----------+3.2%+0.6%+3.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +6.23% • The longest drawdown period lasted for 1 month and was between June 2026 and August 2026. It reached a trough of -4.1%.

Detailed Metrics

Returns
Total Return
+23.87%
Annualized Return
+34.17%
Avg Monthly Return
+2.25%
Risk
Volatility (Annual)
+12.27%
Max Drawdown
+6.23%
Positive Months
80%
Average Drawdown
-1.5%
Risk-Adjusted
Sharpe Ratio
2.62
Risk-free rate: 2.0%
Sortino Ratio
2.85
Downside risk adjusted
Return/Volatility
2.78
Calmar Ratio
5.48
Return/Max Drawdown
Ulcer Index
1.77
Drawdown depth & duration
Martin Ratio
0.18
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,387.14
Backtest Period
2025-11-21 to 2026-08-14
0.7 years
Rebalancing
monthly
Base Currency
EUR