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SCWX

Created byuser-knkh6q
None Rebalancing
EUR
Moderate Risk
1.8yr backtest
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Performance Summary

Total Return+27.28%
Annualized Return+14.17%
Volatility+14.55%
Sharpe Ratio0.84
Max Drawdown+21.73%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% equity portfolio investing in a single global ETF for diversified worldwide market exposure and long-term growth.
AssetTypeAllocationTER
SCWX.XETRA
Scalable MSCI AC World Xtrackers UCITS ETF 1C • LU2903252349
ETF
100.0%-
Total100.0%0.00%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €12,727.84
Histogram of Monthly Returns
The portfolio had a positive return during 15 of the 23 months (65%)
Monthly Returns Heatmap
Best month: +8.9% • Worst month: -7.4% • Best year: 2026 (+17.1%) • Worst year: 2024 (-0.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+1.7%-5.3%+8.9%+5.8%+1.3%-1.3%+2.4%+1.8%+0.4%--+17.1%
2025+4.5%-2.3%-7.4%-4.2%+6.1%+1.2%+4.8%-0.4%+3.0%+4.3%-0.6%+0.8%+9.3%
2024------------0.5%-0.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.73% • The longest drawdown period lasted for 7 months and was between February 2025 and October 2025. It reached a trough of -21.7%.

Detailed Metrics

Returns
Total Return
+27.28%
Annualized Return
+14.17%
Avg Monthly Return
+1.12%
Risk
Volatility (Annual)
+14.55%
Max Drawdown
+21.73%
Positive Months
65%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.78
Downside risk adjusted
Return/Volatility
0.97
Calmar Ratio
0.65
Return/Max Drawdown
Ulcer Index
5.37
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€12,727.84
Backtest Period
2024-12-20 to 2026-10-16
1.8 years
Rebalancing
none
Base Currency
EUR