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Marco Core Momentum

Created byuser-08i4nz
Annual Rebalancing
EUR
Moderate Risk
2.0yr backtest
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Performance Summary

Total Return+40.11%
Annualized Return+17.98%
Volatility+14.84%
Sharpe Ratio1.08
Max Drawdown+21.77%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio blending value, momentum, small-cap and emerging markets for diversified long-term growth.
AssetTypeAllocationTER
AVWC.XETRA
Avantis Global Equity UCITS ETF USD Acc • IE000RJECXS5
ETF
58.0%0.22%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
20.0%0.25%
AEEM.PA
Amundi MSCI Emerging Markets Swap UCITS ETF EUR Acc • LU1681045370
ETF
12.0%0.2%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
10.0%0.39%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,010.56
Histogram of Monthly Returns
The portfolio had a positive return during 18 of the 25 months (72%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -7.1% • Best year: 2026 (+20.6%) • Worst year: 2024 (+5.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.0%+3.4%-5.6%+9.8%+5.7%+3.8%-3.4%+1.6%+2.0%-0.5%--+20.6%
2025+4.8%-2.2%-7.1%-4.1%+6.5%+0.9%+4.0%+0.5%+2.7%+3.0%+0.4%+1.0%+10.0%
2024---------+0.8%+7.3%-2.5%+5.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.77% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -21.8%.

Detailed Metrics

Returns
Total Return
+40.11%
Annualized Return
+17.98%
Avg Monthly Return
+1.44%
Risk
Volatility (Annual)
+14.84%
Max Drawdown
+21.77%
Positive Months
72%
Average Drawdown
-3.5%
Risk-Adjusted
Sharpe Ratio
1.08
Risk-free rate: 2.0%
Sortino Ratio
1.01
Downside risk adjusted
Return/Volatility
1.21
Calmar Ratio
0.83
Return/Max Drawdown
Ulcer Index
4.85
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,010.56
Backtest Period
2024-10-01 to 2026-10-16
2.0 years
Rebalancing
annual
Base Currency
EUR