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pvw

Created byuser-149eqb

None Rebalancing

EUR

Moderate Risk

2.3yr backtest

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Performance Summary

Total Return+45.68%

Annualized Return+17.73%

Volatility+13.75%

Sharpe Ratio1.14

Max Drawdown+18.16%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A globally diversified ETF portfolio focused on European, World, and Emerging Markets equity for long-term capital growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
MEUD.PA Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753	LU0908500753	Acc	ETF	40.0%	0.07%
WEBN.XETRA Amundi Prime All Country World UCITS ETF Acc • IE0003XJA0J9	IE0003XJA0J9	Acc	ETF	20.0%	0.07%
5MVL.XETRA iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) • IE00BG0SKF03	IE00BG0SKF03	Acc	ETF	20.0%	0.4%
VWCE.XETRA Vanguard FTSE All-World UCITS ETF (USD) Accumulating • IE00BK5BQT80	IE00BK5BQT80	Acc	ETF	20.0%	0.19%
Total		Total			100.0%	0.16%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €14,567.9

Show individual assets

Histogram of Monthly Returns

The portfolio had a positive return during 21 of the 29 months (72%)

Monthly Returns Heatmap

Best month: +8.5% • Worst month: -7.1% • Best year: 2026 (+20.1%) • Worst year: 2024 (+3.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+4.0%	+4.5%	-7.1%	+8.5%	+7.1%	+1.1%	-1.6%	+2.4%	+0.9%	-0.4%	-	-	+20.1%
2025	+4.6%	+0.2%	-4.8%	-2.9%	+5.6%	+1.0%	+3.2%	+0.1%	+2.8%	+5.1%	-0.3%	+1.7%	+16.8%
2024	-	-	-	-	-	+0.2%	+0.2%	+0.1%	+1.4%	-1.3%	+3.5%	-0.1%	+3.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +18.16% • The longest drawdown period lasted for 5 months and was between February 2025 and July 2025. It reached a trough of -18.2%.

Detailed Metrics

Returns

Total Return

+45.68%

Annualized Return

+17.73%

Avg Monthly Return

+1.36%

Risk

Volatility (Annual)

+13.75%

Max Drawdown

+18.16%

Positive Months

72%

Average Drawdown

-2.5%

Risk-Adjusted

Sharpe Ratio

1.14

Risk-free rate: 2.0%

Sortino Ratio

1.06

Downside risk adjusted

Return/Volatility

1.29

Calmar Ratio

0.98

Return/Max Drawdown

Ulcer Index

3.31

Drawdown depth & duration

Martin Ratio

0.05

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€14,567.9

Backtest Period

2024-06-26 to 2026-10-16
2.3 years

Rebalancing

none

Base Currency

EUR