Optimize
None Rebalancing
EUR
Moderate Risk
2.1yr backtest

Performance Summary

Total Return+26.48%
Annualized Return+12.14%
Volatility+13.63%
Sharpe Ratio0.74
Max Drawdown+19.62%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio balancing US, international, and emerging markets for diversified long-term growth with low costs.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
45.0%0.07%
EXUS.XETRA
Xtrackers MSCI World ex USA UCITS ETF 1CIE0006WW1TQ4
ETF
44.0%0.15%
XMME.XETRA
Xtrackers MSCI Emerging Markets UCITS ETF 1CIE00BTJRMP35
ETF
11.0%0.18%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €12,648.01
Histogram of Monthly Returns
The portfolio had a positive return during 17 of the 26 months (65%)
Monthly Returns Heatmap
Best month: +5.8% • Worst month: -6.2% • Best year: 2024 (+12.7%) • Worst year: 2026 (+0.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.1%+2.7%-6.1%+2.1%--------+0.6%
2025+4.5%-1.2%-6.2%-3.4%+5.8%+0.6%+3.9%+0.1%+2.7%+4.2%-0.2%+0.8%+11.6%
2024--+2.7%-1.6%+1.4%+3.7%+0.4%-0.1%+1.6%-0.1%+5.4%-1.1%+12.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.62% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -19.6%.

Detailed Metrics

Returns
Total Return
+26.48%
Annualized Return
+12.14%
Avg Monthly Return
+0.95%
Risk
Volatility (Annual)
+13.63%
Max Drawdown
+19.62%
Positive Months
65%
Average Drawdown
-3.0%
Risk-Adjusted
Sharpe Ratio
0.74
Risk-free rate: 2.0%
Sortino Ratio
0.68
Downside risk adjusted
Return/Volatility
0.89
Calmar Ratio
0.62
Return/Max Drawdown
Ulcer Index
4.12
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
12,648.01
Backtest Period
2024-03-14 to 2026-04-02
2.1 years
Rebalancing
none
Base Currency
EUR