Annual Rebalancing
EUR
Moderate Risk
6.3yr backtest

Performance Summary

Total Return+155.95%
Annualized Return+16.22%
Volatility+14.32%
Sharpe Ratio0.99
Max Drawdown+21.58%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio blending world markets, US tech, dividend stocks, and momentum factor for growth.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
30.0%0.17%
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
30.0%0.29%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
30.0%0.3%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
10.0%0.25%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,595.3
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 76 months (63%)
Monthly Returns Heatmap
Best month: +9.4% • Worst month: -7.6% • Best year: 2021 (+30.9%) • Worst year: 2022 (-14.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+1.7%-4.8%+9.4%+7.0%+2.5%-3.1%+2.0%+0.8%---+17.7%
2025+4.3%-2.1%-7.6%-3.8%+6.6%+0.9%+4.5%-0.3%+3.0%+4.3%-0.4%+0.5%+9.5%
2024+3.2%+3.8%+3.6%-1.7%+1.4%+5.4%-0.5%-0.8%+1.7%+1.1%+6.7%-0.6%+25.4%
2023+4.9%+0.7%+0.9%-0.0%+4.0%+3.7%+2.6%-0.5%-1.3%-3.5%+5.7%+4.6%+23.6%
2022-4.9%-1.9%+4.6%-3.1%-3.0%-6.3%+9.0%-1.4%-5.9%+4.0%+0.8%-5.9%-14.3%
2021+1.5%+2.3%+5.7%+1.7%-0.8%+5.1%+1.1%+3.3%-1.9%+5.1%+1.2%+3.4%+30.9%
2020------0.0%+0.2%+6.4%-1.6%-2.5%+8.8%+2.7%+14.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.58% • The longest drawdown period lasted for 1 year and 8 months and was between November 2021 and July 2023. It reached a trough of -16.1%.
When could this portfolio get you to financial independence?

2222 returned +16.22% a year over the 6 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+155.95%
Annualized Return
+16.22%
Avg Monthly Return
+1.31%
Risk
Volatility (Annual)
+14.32%
Max Drawdown
+21.58%
Positive Months
63%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
0.99
Risk-free rate: 2.0%
Sortino Ratio
0.94
Downside risk adjusted
Return/Volatility
1.13
Calmar Ratio
0.75
Return/Max Drawdown
Ulcer Index
5.48
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,595.3
Backtest Period
2020-06-03 to 2026-09-04
6.3 years
Rebalancing
annual
Base Currency
EUR