HomePortfoliosV2026-04-20_1-Annual-REB

V2026-04-20_1-Annual-REB

Created byuser-sqxyce
Annual Rebalancing
EUR
Moderate Risk
1.2yr backtest

Performance Summary

Total Return+27.41%
Annualized Return+22.16%
Volatility+15.87%
Sharpe Ratio1.27
Max Drawdown+18.86%

Holdings

Asset Allocation

Asset Class

Equity 98.0%Other 2.0%
Holdings Details
Global equity portfolio diversified across world markets, Europe, China, and targeted sectors like materials and metals via ETFs.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
30.0%0.19%
36BZ.XETRA
iShares MSCI China A UCITS ETF • IE00BQT3WG13
ETF
18.0%0.4%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
16.0%0.07%
VFEA.XETRA
Vanguard FTSE Emerging Markets UCITS ETF (USD) Accumulating • IE00BK5BR733
ETF
12.0%0.17%
CEBT.XETRA
iShares Essential Metals Producers UCITS ETF USD (Acc) • IE000ROSD5J6
ETF
12.0%0.55%
WELI.XETRA
Amundi S&P Global Materials ESG UCITS ETF DR EUR (A) • IE000FCGBU62
ETF
5.0%0.18%
IXUA.XETRA
iShares MSCI World ex-USA UCITS ETF USD (Acc) • IE000R4ZNTN3
ETF
3.0%0.15%
ICGA.XETRA
iShares MSCI China UCITS ETF USD (Acc) • IE00BJ5JPG56
ETF
2.0%0.28%
XMBR.XETRA
Xtrackers MSCI Brazil UCITS ETF 1C
ETF
2.0%-
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,740.89
Histogram of Monthly Returns
The portfolio had a positive return during 12 of the 16 months (75%)
Monthly Returns Heatmap
Best month: +8.5% • Worst month: -7.3% • Best year: 2025 (+16.7%) • Worst year: 2026 (+9.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.3%+4.1%-7.3%+8.5%--------+9.2%
2025+0.4%-0.3%-4.4%-4.6%+4.6%+1.0%+4.0%+3.8%+4.8%+3.1%+0.7%+3.0%+16.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.86% • The longest drawdown period lasted for 5 months and was between February 2025 and August 2025. It reached a trough of -18.9%.

Detailed Metrics

Returns
Total Return
+27.41%
Annualized Return
+22.16%
Avg Monthly Return
+1.61%
Risk
Volatility (Annual)
+15.87%
Max Drawdown
+18.86%
Positive Months
75%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
1.27
Risk-free rate: 2.0%
Sortino Ratio
1.16
Downside risk adjusted
Return/Volatility
1.40
Calmar Ratio
1.17
Return/Max Drawdown
Ulcer Index
4.90
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,740.89
Backtest Period
2025-01-30 to 2026-04-17
1.2 years
Rebalancing
annual
Base Currency
EUR
V2026-04-20_1-Annual-REB | +22.2% CAGR | ETF Backtest