Optimize
None Rebalancing
USD
Moderate Risk
Multi-currency
5.2yr backtest

Performance Summary

Total Return+78.80%
Annualized Return+11.87%
Volatility+15.31%
Sharpe Ratio0.64
Max Drawdown+29.61%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio blending European, global value, and emerging markets value equities for long-term growth potential.
AssetTypeAllocationTER
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
60.0%0.07%
XDEV.SW
Xtrackers MSCI World Value UCITS ETF 1CIE00BL25JM42
ETF
30.0%0.25%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
10.0%0.4%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $17,880.4
Histogram of Monthly Returns
The portfolio had a positive return during 37 of the 63 months (59%)
Monthly Returns Heatmap
Best month: +11.8% • Worst month: -10.4% • Best year: 2025 (+39.1%) • Worst year: 2022 (-14.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.4%+3.5%-9.1%+10.1%+8.1%-0.3%-0.1%-----+18.7%
2025+6.2%+2.7%+0.0%+2.3%+5.5%+3.8%-0.4%+2.9%+2.6%+2.7%+1.2%+4.1%+39.1%
2024-0.6%+1.7%+4.3%-2.1%+4.3%-1.5%+2.5%+2.3%+1.2%-4.8%-0.6%-2.9%+3.4%
2023+7.5%-1.1%+1.5%+2.9%-4.2%+5.1%+3.6%-3.9%-2.4%-4.3%+9.0%+5.6%+19.7%
2022-3.1%-2.7%+0.1%-5.2%+1.3%-10.4%+4.1%-5.1%-9.1%+6.3%+11.8%-0.7%-14.0%
2021----+0.5%-1.1%-0.8%+2.6%-3.8%+2.6%-3.8%+5.8%+1.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +29.61% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -29.6%.

Detailed Metrics

Returns
Total Return
+78.80%
Annualized Return
+11.87%
Avg Monthly Return
+1.03%
Risk
Volatility (Annual)
+15.31%
Max Drawdown
+29.61%
Positive Months
59%
Average Drawdown
-6.5%
Risk-Adjusted
Sharpe Ratio
0.64
Risk-free rate: 2.0%
Sortino Ratio
0.64
Downside risk adjusted
Return/Volatility
0.78
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
8.76
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$17,880.4
Backtest Period
2021-05-26 to 2026-07-31
5.2 years
Rebalancing
none
Base Currency
USD
USD | +11.9% CAGR | ETF Backtest