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Valuation‑Aware Global Equity

Optimize
None Rebalancing
EUR
Moderate Risk
7.0yr backtest

Performance Summary

Total Return+130.68%
Annualized Return+12.61%
Volatility+16.18%
Sharpe Ratio0.66
Max Drawdown+34.04%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity ETF portfolio with core allocations to world, US value, European, and emerging markets for long-term growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
60.0%0.19%
QDVI.XETRA
iShares Edge MSCI USA Value Factor UCITS ETFIE00BD1F4M44
ETF
15.0%0.2%
VERE.XETRA
Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) AccumulatingIE00BK5BQY34
ETF
15.0%0.1%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
10.0%0.18%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,067.89
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 86 months (62%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -12.6% • Best year: 2021 (+27.4%) • Worst year: 2022 (-12.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+2.4%-6.0%+9.8%+8.2%+1.8%-2.3%+3.0%----+20.2%
2025+4.7%-1.1%-6.4%-4.0%+5.6%+1.1%+3.8%+0.3%+3.2%+4.5%-0.0%+1.1%+12.6%
2024+2.1%+3.2%+4.0%-2.0%+1.1%+3.7%+0.7%-0.5%+1.7%+0.1%+5.6%-1.6%+19.3%
2023+5.3%-0.3%-0.2%-0.2%+1.1%+3.5%+2.7%-1.5%-1.4%-3.7%+5.9%+4.2%+16.0%
2022-3.9%-2.4%+2.9%-1.7%-2.4%-6.6%+8.2%-1.6%-6.5%+4.3%+2.4%-5.3%-12.9%
2021+1.7%+3.2%+6.0%+1.0%+0.5%+3.5%+0.2%+2.5%-1.9%+3.8%-0.1%+4.3%+27.4%
2020-1.5%-8.1%-12.6%+8.9%+1.9%+2.7%-0.5%+4.6%-0.7%-2.0%+10.2%+2.1%+2.7%
2019-------0.3%-2.3%+3.6%+0.3%+3.9%+2.5%+7.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.04% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.0%.

Detailed Metrics

Returns
Total Return
+130.68%
Annualized Return
+12.61%
Avg Monthly Return
+1.05%
Risk
Volatility (Annual)
+16.18%
Max Drawdown
+34.04%
Positive Months
62%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.66
Risk-free rate: 2.0%
Sortino Ratio
0.59
Downside risk adjusted
Return/Volatility
0.78
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
7.34
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,067.89
Backtest Period
2019-07-25 to 2026-08-07
7.0 years
Rebalancing
none
Base Currency
EUR
Valuation‑Aware Global Equity | +12.6% CAGR | ETF Backtest