Optimize
None Rebalancing
EUR
Moderate Risk
4.8yr backtest

Performance Summary

Total Return+100.10%
Annualized Return+15.51%
Volatility+11.78%
Sharpe Ratio1.15
Max Drawdown+16.60%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio built for growth with a strategic mix of value, ESG, and income-focused funds.
AssetTypeAllocationTER
CBUI.XETRA
iShares MSCI World Value Factor Advanced UCITS ETF USD (Acc)IE000H1H16W5
ETF
25.0%0.25%
IQSE.XETRA
Invesco Global Active ESG Equity UCITS ETF EUR PfHdg AccIE00BJQRDP39
ETF
25.0%0.3%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
25.0%0.25%
FGBL.PA
First Trust Global Equity Income UCITS ETF AccIE00BYTH6121
ETF
25.0%0.6%
Total100.0%0.35%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,010.23
Histogram of Monthly Returns
The portfolio had a positive return during 39 of the 59 months (66%)
Monthly Returns Heatmap
Best month: +8.4% • Worst month: -6.7% • Best year: 2026 (+24.9%) • Worst year: 2022 (-6.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.6%+3.7%-5.3%+8.4%+8.0%+1.4%+1.0%+2.4%----+24.9%
2025+4.0%+0.6%-3.2%-4.4%+6.5%+0.9%+3.4%+1.7%+2.1%+3.7%+2.2%+2.8%+21.8%
2024+2.1%+2.7%+4.5%-1.5%+1.7%+0.8%+1.8%-0.6%+0.3%+0.4%+4.1%-1.5%+15.5%
2023+5.7%+0.2%-2.8%+0.7%-0.4%+4.9%+3.5%-1.5%+0.5%-4.8%+4.6%+5.6%+16.6%
2022-0.3%-0.8%+1.4%-1.1%-0.9%-6.7%+4.6%-1.6%-5.0%+4.9%+2.0%-2.8%-6.9%
2021---------+0.0%-0.3%+5.2%+4.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.60% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -13.5%.

Detailed Metrics

Returns
Total Return
+100.10%
Annualized Return
+15.51%
Avg Monthly Return
+1.24%
Risk
Volatility (Annual)
+11.78%
Max Drawdown
+16.60%
Positive Months
66%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
1.15
Risk-free rate: 2.0%
Sortino Ratio
1.07
Downside risk adjusted
Return/Volatility
1.32
Calmar Ratio
0.93
Return/Max Drawdown
Ulcer Index
4.41
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,010.23
Backtest Period
2021-10-29 to 2026-08-21
4.8 years
Rebalancing
none
Base Currency
EUR
testttt | +15.5% CAGR | ETF Backtest