HomePortfoliosUsa quality
None Rebalancing
EUR
Moderate Risk
9.7yr backtest

Performance Summary

Total Return+244.80%
Annualized Return+13.68%
Volatility+16.42%
Sharpe Ratio0.71
Max Drawdown+33.26%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% US equity portfolio focused on quality factor investing via a single, low-cost iShares ETF for long-term growth.
AssetTypeAllocationTER
QDVB.XETRA
iShares Edge MSCI USA Quality Factor UCITS ETFIE00BD1F4L37
ETF
100.0%0.2%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €34,479.76
Histogram of Monthly Returns
The portfolio had a positive return during 73 of the 117 months (62%)
Monthly Returns Heatmap
Best month: +10.9% • Worst month: -9.1% • Best year: 2021 (+39.0%) • Worst year: 2022 (-16.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.0%+1.5%-4.9%+7.2%+5.1%+1.8%------+10.7%
2025+4.1%-3.3%-9.1%-5.4%+5.1%-0.3%+4.9%-0.8%+2.4%+3.3%+0.4%+0.1%+0.4%
2024+4.7%+5.8%+2.9%-2.5%+1.8%+6.5%-1.1%+0.5%+0.8%+1.8%+7.6%-2.3%+29.4%
2023+4.6%+0.8%+1.1%+0.3%+4.5%+4.0%+2.9%+1.6%-2.4%-2.3%+5.1%+4.1%+26.6%
2022-7.8%-2.9%+6.3%-2.3%-4.6%-6.6%+10.9%-2.1%-6.1%+5.2%+0.1%-6.1%-16.5%
2021-0.6%+3.7%+7.6%+2.1%-0.8%+6.7%+3.3%+3.6%-3.9%+6.7%+2.5%+3.2%+39.0%
2020+0.5%-8.9%-8.8%+10.9%+2.5%-0.7%-0.4%+7.0%-1.3%-2.6%+8.2%+0.9%+5.4%
2019+8.1%+5.4%+3.7%+3.8%-5.3%+3.9%+5.2%-1.8%+2.9%-0.3%+6.0%+1.4%+37.3%
2018+0.2%-0.4%-3.4%+1.9%+5.8%+0.1%+2.6%+4.4%+1.2%-4.9%-0.2%-9.1%-2.6%
2017-2.3%+7.0%-0.7%-1.7%-1.7%-0.7%-2.2%-0.6%+3.3%+4.4%+1.2%+1.5%+7.2%
2016----------1.3%+7.0%+2.5%+8.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.26% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -19.4%.

Detailed Metrics

Returns
Total Return
+244.80%
Annualized Return
+13.68%
Avg Monthly Return
+1.15%
Risk
Volatility (Annual)
+16.42%
Max Drawdown
+33.26%
Positive Months
62%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.83
Calmar Ratio
0.41
Return/Max Drawdown
Ulcer Index
7.15
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
34,479.76
Backtest Period
2016-10-24 to 2026-06-19
9.7 years
Rebalancing
none
Base Currency
EUR
Usa quality | +13.7% CAGR | ETF Backtest