Optimize
Annual Rebalancing
EUR
Moderate Risk
8.1yr backtest

Performance Summary

Total Return+150.30%
Annualized Return+12.03%
Volatility+16.00%
Sharpe Ratio0.63
Max Drawdown+35.31%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with ETFs for total market, value factor, and small cap exposure. Diversified strategy for long-term growth.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
40.0%0.2%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
40.0%0.25%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
20.0%0.35%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,029.96
Histogram of Monthly Returns
The portfolio had a positive return during 65 of the 98 months (66%)
Monthly Returns Heatmap
Best month: +11.6% • Worst month: -14.0% • Best year: 2021 (+28.8%) • Worst year: 2022 (-10.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.3%+3.4%-5.6%+9.9%+7.3%-------+18.8%
2025+4.6%-0.9%-6.0%-4.0%+5.4%+0.9%+3.7%+1.7%+2.5%+4.4%+1.0%+1.6%+15.2%
2024+1.8%+2.5%+4.5%-2.5%+1.3%+2.0%+2.3%-1.3%+1.2%+0.2%+6.4%-2.2%+17.0%
2023+5.5%+0.7%-1.8%-0.5%+1.2%+4.1%+3.0%-1.2%-0.7%-4.5%+5.1%+5.0%+16.3%
2022-3.1%-0.9%+2.5%-1.2%-1.7%-7.1%+8.1%-1.7%-6.3%+5.0%+2.0%-4.9%-10.1%
2021+2.4%+4.7%+6.7%+0.2%+0.3%+3.0%+0.1%+2.3%-0.6%+2.8%-0.8%+4.8%+28.8%
2020-1.9%-9.0%-14.0%+8.9%+1.9%+1.3%-2.7%+5.0%-0.8%-2.0%+11.6%+2.5%-2.0%
2019+8.5%+3.2%+1.2%+2.9%-6.1%+3.9%+3.2%-2.9%+4.2%+0.6%+4.1%+1.9%+26.7%
2018---+1.9%+2.7%-0.9%+2.0%+0.9%+0.7%-5.5%+0.5%-8.5%-6.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.31% • The longest drawdown period lasted for 1 year and 8 months and was between January 2022 and September 2023. It reached a trough of -13.9%.

Detailed Metrics

Returns
Total Return
+150.30%
Annualized Return
+12.03%
Avg Monthly Return
+1.03%
Risk
Volatility (Annual)
+16.00%
Max Drawdown
+35.31%
Positive Months
66%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.75
Calmar Ratio
0.34
Return/Max Drawdown
Ulcer Index
7.17
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,029.96
Backtest Period
2018-04-25 to 2026-05-22
8.1 years
Rebalancing
annual
Base Currency
EUR
Value | +12.0% CAGR | ETF Backtest