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World - All // - kt -

Created byuser-dvjmdp
Annual Rebalancing
EUR
Moderate Risk
0.5yr backtest
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Performance Summary

Total Return+21.59%
Annualized Return+43.43%
Volatility+11.43%
Sharpe Ratio3.62
Max Drawdown+3.30%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio blending US, world, growth, value, and income strategies for balanced, long-term investment.
AssetTypeAllocationTER
XUDY.XETRA
Xtrackers S&P 500 Defensive Shareholder Yield UCITS ETF 1C • IE000SRQBBT6
ETF
25.0%0.25%
XGLA.XETRA
Xtrackers Global Growth Leaders Active UCITS ETF 1C • IE000M8F3JA6
ETF
25.0%0.5%
CBUI.XETRA
iShares MSCI World Value Factor Advanced UCITS ETF USD (Acc) • IE000H1H16W5
ETF
25.0%0.25%
FGBL.PA
First Trust Global Equity Income UCITS ETF Acc • IE00BYTH6121
ETF
25.0%0.6%
Total100.0%0.40%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,159.26
Histogram of Monthly Returns
The portfolio had a positive return during 5 of the 7 months (71%)
Monthly Returns Heatmap
Best month: +8.0% • Worst month: -0.3% • Best year: 2026 (+21.6%) • Worst year: 2026 (+21.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026---+4.9%+8.0%+2.9%+0.9%+3.8%-0.3%-0.1%--+21.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +3.30% • The longest drawdown period lasted for 1 month and was between August 2026 and October 2026. It reached a trough of -2.2%.

Detailed Metrics

Returns
Total Return
+21.59%
Annualized Return
+43.43%
Avg Monthly Return
+2.87%
Risk
Volatility (Annual)
+11.43%
Max Drawdown
+3.30%
Positive Months
71%
Average Drawdown
-1.0%
Risk-Adjusted
Sharpe Ratio
3.62
Risk-free rate: 2.0%
Sortino Ratio
3.92
Downside risk adjusted
Return/Volatility
3.80
Calmar Ratio
13.16
Return/Max Drawdown
Ulcer Index
1.00
Drawdown depth & duration
Martin Ratio
0.41
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,159.26
Backtest Period
2026-04-01 to 2026-10-16
0.5 years
Rebalancing
annual
Base Currency
EUR