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V2-China-EU-Mining-Annual-REB

Created byuser-sqxyce
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Annual Rebalancing
EUR
Moderate Risk
Multi-currency
3.7yr backtest

Performance Summary

Total Return+66.24%
Annualized Return+14.86%
Volatility+13.24%
Sharpe Ratio0.97
Max Drawdown+17.62%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio blending global stocks with targeted China, Europe, mining, and Brazil allocations for strategic growth.
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 €16,623.7
Histogram of Monthly Returns
The portfolio had a positive return during 29 of the 45 months (64%)
Monthly Returns Heatmap
Best month: +7.7% • Worst month: -6.0% • Best year: 2025 (+14.8%) • Worst year: 2022 (+3.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.3%+4.7%-6.0%+6.1%+2.7%-0.4%------+11.4%
2025+4.3%-0.3%-4.6%-3.3%+4.0%+0.0%+2.6%+4.0%+2.5%+2.3%+1.0%+1.6%+14.8%
2024-1.0%+3.3%+3.6%+0.5%+0.7%+0.8%+0.3%+0.6%+5.7%-1.4%+1.9%-1.4%+13.9%
2023+7.1%-3.2%+0.4%-1.0%-1.3%+4.9%+4.0%-3.6%-1.0%-3.6%+4.7%+3.3%+10.4%
2022----------0.5%+7.7%-3.5%+3.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.62% • 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
+66.24%
Annualized Return
+14.86%
Avg Monthly Return
+1.19%
Risk
Volatility (Annual)
+13.24%
Max Drawdown
+17.62%
Positive Months
64%
Average Drawdown
-3.2%
Risk-Adjusted
Sharpe Ratio
0.97
Risk-free rate: 2.0%
Sortino Ratio
0.96
Downside risk adjusted
Return/Volatility
1.12
Calmar Ratio
0.84
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
€16,623.7
Backtest Period
2022-10-11 to 2026-06-12
3.7 years
Rebalancing
annual
Base Currency
EUR