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Regional factors

Created byuser-5kov4x

Annual Rebalancing

EUR

Moderate Risk

Multi-currency

1.9yr backtest

Analyse this portfolio

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Performance Summary

Total Return+39.87%

Annualized Return+19.88%

Volatility+14.92%

Sharpe Ratio1.20

Max Drawdown+19.23%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified 100% equity ETF portfolio blending global value, momentum, quality, and emerging markets for long-term growth across all regions.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
EUNZ.XETRA iShares Edge MSCI EM Minimum Volatility UCITS ETF • IE00B8KGV557	IE00B8KGV557	Acc	ETF	14.3%	0.4%
AVWS.XETRA Avantis Global Small Cap Value UCITS ETF USD Acc • IE0003R87OG3	IE0003R87OG3	Acc	ETF	14.3%	0.39%
5MVL.XETRA iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) • IE00BG0SKF03	IE00BG0SKF03	Acc	ETF	14.3%	0.4%
IS3S.XETRA iShares Edge MSCI World Value Factor UCITS ETF • IE00BP3QZB59	IE00BP3QZB59	Acc	ETF	14.3%	0.25%
IUMO.LSE iShares Edge MSCI USA Momentum Factor UCITS ETF • IE00BD1F4N50	IE00BD1F4N50	Acc	ETF	14.3%	0.2%
CEMR.XETRA iShares Edge MSCI Europe Momentum Factor UCITS ETF • IE00BQN1K786	IE00BQN1K786	Acc	ETF	14.3%	0.25%
QUS5.XETRA State Street SPDR S&P 500 Quality Aristocrats UCITS ETF USD Unhedged (Acc) • IE000FJJZA01	IE000FJJZA01	Acc	ETF	14.2%	0.25%
Total		Total			100.0%	0.31%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,986.73

Show individual assets

Histogram of Monthly Returns

The portfolio had a positive return during 16 of the 23 months (70%)

Monthly Returns Heatmap

Best month: +10.8% • Worst month: -6.2% • Best year: 2026 (+24.9%) • Worst year: 2024 (-1.8%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+4.1%	+3.8%	-6.2%	+10.8%	+9.1%	+3.1%	-4.5%	+2.7%	+2.2%	-1.4%	-	-	+24.9%
2025	+4.4%	-0.8%	-5.3%	-3.1%	+5.7%	+0.8%	+3.2%	+0.6%	+2.7%	+3.8%	+0.2%	+1.5%	+14.1%
2024	-	-	-	-	-	-	-	-	-	-	-	-1.8%	-1.8%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +19.23% • The longest drawdown period lasted for 6 months and was between February 2025 and August 2025. It reached a trough of -19.2%.

Detailed Metrics

Returns

Total Return

+39.87%

Annualized Return

+19.88%

Avg Monthly Return

+1.55%

Risk

Volatility (Annual)

+14.92%

Max Drawdown

+19.23%

Positive Months

70%

Average Drawdown

-3.1%

Risk-Adjusted

Sharpe Ratio

1.20

Risk-free rate: 2.0%

Sortino Ratio

1.15

Downside risk adjusted

Return/Volatility

1.33

Calmar Ratio

1.03

Return/Max Drawdown

Ulcer Index

4.10

Drawdown depth & duration

Martin Ratio

0.04

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,986.73

Backtest Period

2024-12-09 to 2026-10-16
1.9 years

Rebalancing

annual

Base Currency

EUR