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Marco Core base

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

Total Return+37.75%
Annualized Return+17.00%
Volatility+13.96%
Sharpe Ratio1.08
Max Drawdown+21.12%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio with 70% developed markets, 15% small-cap value, and 15% emerging markets for diversified long-term growth.
AssetTypeAllocationTER
UETW.XETRA
UBS Core MSCI World UCITS ETF USD acc • IE00BD4TXV59
ETF
70.0%0.06%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
15.0%0.39%
AEEM.PA
Amundi MSCI Emerging Markets Swap UCITS ETF EUR Acc • LU1681045370
ETF
15.0%0.2%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €13,775.22
Histogram of Monthly Returns
The portfolio had a positive return during 18 of the 25 months (72%)
Monthly Returns Heatmap
Best month: +8.8% • Worst month: -6.9% • Best year: 2026 (+18.8%) • Worst year: 2024 (+5.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+2.6%-5.3%+8.8%+5.5%+1.7%-1.4%+2.2%+1.4%+0.4%--+18.8%
2025+4.2%-2.4%-6.9%-4.4%+6.2%+1.2%+4.5%+0.4%+2.8%+4.0%-0.1%+0.6%+9.7%
2024---------+0.6%+6.8%-1.7%+5.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.12% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -21.1%.

Detailed Metrics

Returns
Total Return
+37.75%
Annualized Return
+17.00%
Avg Monthly Return
+1.36%
Risk
Volatility (Annual)
+13.96%
Max Drawdown
+21.12%
Positive Months
72%
Average Drawdown
-3.3%
Risk-Adjusted
Sharpe Ratio
1.08
Risk-free rate: 2.0%
Sortino Ratio
1.01
Downside risk adjusted
Return/Volatility
1.22
Calmar Ratio
0.80
Return/Max Drawdown
Ulcer Index
4.69
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€13,775.22
Backtest Period
2024-10-01 to 2026-10-16
2.0 years
Rebalancing
annual
Base Currency
EUR