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V2-China-EU-Mining

Test2

Created byuser-sqxyce
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None Rebalancing
EUR
Moderate Risk
Multi-currency
3.5yr backtest

Performance Summary

Total Return+60.35%
Annualized Return+14.38%
Volatility+12.99%
Sharpe Ratio0.95
Max Drawdown+17.74%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio diversified across China, Europe, and mining materials, plus Brazil exposure for targeted growth potential.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
30.0%0.19%
DBX9.XETRA
Xtrackers MSCI China A UCITS ETF 1C • LU0292109856
ETF
20.0%0.35%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
20.0%0.07%
WELI.XETRA
Amundi S&P Global Materials ESG UCITS ETF DR EUR (A) • IE000FCGBU62
ETF
20.0%0.18%
4BRZ.XETRA
iShares MSCI Brazil UCITS ETF (DE) USD (Acc) • DE000A0Q4R85
ETF
10.0%0.31%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €16,035.1
Histogram of Monthly Returns
The portfolio had a positive return during 27 of the 43 months (63%)
Monthly Returns Heatmap
Best month: +7.7% • Worst month: -6.2% • Best year: 2025 (+14.3%) • Worst year: 2022 (+3.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.9%+4.5%-6.2%+7.6%--------+9.6%
2025+4.3%-0.1%-4.9%-3.4%+4.3%-0.1%+2.9%+3.5%+2.5%+2.5%+0.7%+1.7%+14.3%
2024-0.7%+3.1%+3.7%+0.1%+0.7%+0.9%+0.5%+0.6%+4.8%-1.6%+2.1%-1.7%+12.8%
2023+7.1%-3.1%+0.5%-1.0%-1.5%+4.7%+4.0%-3.5%-1.0%-3.6%+4.6%+3.2%+9.9%
2022----------0.5%+7.7%-3.5%+3.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.74% • The longest drawdown period lasted for 6 months and was between August 2023 and February 2024. It reached a trough of -8.4%.

Detailed Metrics

Returns
Total Return
+60.35%
Annualized Return
+14.38%
Avg Monthly Return
+1.16%
Risk
Volatility (Annual)
+12.99%
Max Drawdown
+17.74%
Positive Months
63%
Average Drawdown
-3.2%
Risk-Adjusted
Sharpe Ratio
0.95
Risk-free rate: 2.0%
Sortino Ratio
0.92
Downside risk adjusted
Return/Volatility
1.11
Calmar Ratio
0.81
Return/Max Drawdown
Ulcer Index
3.80
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€16,035.1
Backtest Period
2022-10-11 to 2026-04-17
3.5 years
Rebalancing
none
Base Currency
EUR