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V1-China-EU-Mining-Annual-REB

Created byuser-sqxyce
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Annual Rebalancing
EUR
Moderate Risk
2.1yr backtest

Performance Summary

Total Return+35.90%
Annualized Return+15.34%
Volatility+12.95%
Sharpe Ratio1.03
Max Drawdown+17.81%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio with core allocations to world, emerging, European, and China A-shares plus a global materials ESG tilt.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80
ETF
30.0%0.19%
VFEA.XETRA
Vanguard FTSE Emerging Markets UCITS ETF (USD) Accumulating • IE00BK5BR733
ETF
20.0%0.17%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
20.0%0.07%
36BZ.XETRA
iShares MSCI China A UCITS ETF • IE00BQT3WG13
ETF
10.0%0.4%
WELI.XETRA
Amundi S&P Global Materials ESG UCITS ETF DR EUR (A) • IE000FCGBU62
ETF
10.0%0.18%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
10.0%0.15%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,590.29
Histogram of Monthly Returns
The portfolio had a positive return during 19 of the 27 months (70%)
Monthly Returns Heatmap
Best month: +6.9% • Worst month: -6.5% • Best year: 2025 (+13.4%) • Worst year: 2026 (+8.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.1%+3.7%-6.5%+6.9%+2.0%-------+8.9%
2025+3.9%+0.2%-4.7%-3.3%+4.6%+0.1%+3.3%+1.9%+2.9%+2.9%-0.1%+1.5%+13.4%
2024--+1.8%-0.1%+0.9%+1.7%+0.7%-0.4%+4.3%-1.4%+3.1%-0.8%+10.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.81% • The longest drawdown period lasted for 5 months and was between February 2025 and August 2025. It reached a trough of -17.8%.

Detailed Metrics

Returns
Total Return
+35.90%
Annualized Return
+15.34%
Avg Monthly Return
+1.18%
Risk
Volatility (Annual)
+12.95%
Max Drawdown
+17.81%
Positive Months
70%
Average Drawdown
-2.7%
Risk-Adjusted
Sharpe Ratio
1.03
Risk-free rate: 2.0%
Sortino Ratio
0.99
Downside risk adjusted
Return/Volatility
1.18
Calmar Ratio
0.86
Return/Max Drawdown
Ulcer Index
3.60
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,590.29
Backtest Period
2024-03-14 to 2026-05-08
2.1 years
Rebalancing
annual
Base Currency
EUR