HomePortfoliosMomentum world, value SC EM

Momentum world, value SC EM

Go big or go broke. Jk, we ain't selling

Created byuser-go04y4
None Rebalancing
EUR
Moderate Risk
2.0yr backtest
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Performance Summary

Total Return+45.39%
Annualized Return+20.14%
Volatility+16.83%
Sharpe Ratio1.08
Max Drawdown+22.82%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio targeting momentum, small cap value, and emerging markets value for diversified, long-term growth.
AssetTypeAllocationTER
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) • IE00BP3QZ825
ETF
50.0%0.25%
AVWS.XETRA
Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3
ETF
38.0%0.39%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) • IE00BG0SKF03
ETF
12.0%0.4%
Total100.0%0.32%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,539.17
Histogram of Monthly Returns
The portfolio had a positive return during 18 of the 25 months (72%)
Monthly Returns Heatmap
Best month: +11.8% • Worst month: -7.2% • Best year: 2026 (+24.3%) • Worst year: 2024 (+6.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.9%+4.1%-5.7%+11.8%+7.0%+5.3%-5.5%+1.3%+3.2%-2.1%--+24.3%
2025+4.9%-2.5%-7.2%-3.9%+7.1%+1.0%+3.1%+1.2%+2.6%+2.7%+0.4%+1.4%+10.3%
2024---------+1.0%+7.7%-2.6%+6.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +22.82% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -22.8%.

Detailed Metrics

Returns
Total Return
+45.39%
Annualized Return
+20.14%
Avg Monthly Return
+1.61%
Risk
Volatility (Annual)
+16.83%
Max Drawdown
+22.82%
Positive Months
72%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
1.08
Risk-free rate: 2.0%
Sortino Ratio
1.03
Downside risk adjusted
Return/Volatility
1.20
Calmar Ratio
0.88
Return/Max Drawdown
Ulcer Index
5.31
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,539.17
Backtest Period
2024-10-01 to 2026-10-16
2.0 years
Rebalancing
none
Base Currency
EUR