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4 Funds

Created byuser-4rm2ow
Monthly Rebalancing
EUR
Moderate Risk
2.2yr backtest
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Performance Summary

Total Return+49.38%
Annualized Return+20.14%
Volatility+14.33%
Sharpe Ratio1.27
Max Drawdown+18.74%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio targeting US, Europe, emerging markets, and small-cap value stocks for broad growth potential.
AssetTypeAllocationTER
ZPRX.XETRA
SPDR MSCI Europe Small Cap Value Weighted UCITS ETF • IE00BSPLC298
ETF
25.0%0.3%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETF • IE00BSPLC413
ETF
25.0%0.3%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4
ETF
25.0%0.15%
XDEX.XETRA
Xtrackers MSCI Emerging Markets ex China UCITS ETF 1C • IE00BM67HJ62
ETF
25.0%0.16%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,938.34
Histogram of Monthly Returns
The portfolio had a positive return during 18 of the 27 months (67%)
Monthly Returns Heatmap
Best month: +9.1% • Worst month: -7.6% • Best year: 2026 (+20.9%) • Worst year: 2024 (+5.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.9%+5.4%-7.6%+9.1%+5.3%+2.5%-0.8%+2.2%-0.8%-0.0%--+20.9%
2025+5.0%-1.1%-4.5%-2.7%+5.9%+1.3%+2.8%+1.1%+2.3%+3.8%+0.7%+2.1%+17.3%
2024-------+4.7%+0.8%-1.7%+4.3%-2.7%+5.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.74% • The longest drawdown period lasted for 4 months and was between February 2025 and July 2025. It reached a trough of -18.7%.

Detailed Metrics

Returns
Total Return
+49.38%
Annualized Return
+20.14%
Avg Monthly Return
+1.56%
Risk
Volatility (Annual)
+14.33%
Max Drawdown
+18.74%
Positive Months
67%
Average Drawdown
-2.4%
Risk-Adjusted
Sharpe Ratio
1.27
Risk-free rate: 2.0%
Sortino Ratio
1.23
Downside risk adjusted
Return/Volatility
1.41
Calmar Ratio
1.07
Return/Max Drawdown
Ulcer Index
3.40
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,938.34
Backtest Period
2024-08-08 to 2026-10-16
2.2 years
Rebalancing
monthly
Base Currency
EUR