HomePortfolios3 pillars wthEU

3 pillars wthEU

Optimize
None Rebalancing
EUR
Moderate Risk
6.9yr backtest

Performance Summary

Total Return+133.69%
Annualized Return+13.00%
Volatility+16.10%
Sharpe Ratio0.68
Max Drawdown+33.86%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio blending 80% world index, 10% quality factor, and 10% emerging ex-China ETFs for broad growth exposure.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc)IE00B6R52259
ETF
80.0%0.2%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
10.0%0.25%
EMXC.XETRA
Amundi MSCI Emerging Ex China UCITS ETF AccLU2009202107
ETF
10.0%0.15%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,368.61
Histogram of Monthly Returns
The portfolio had a positive return during 55 of the 84 months (65%)
Monthly Returns Heatmap
Best month: +9.5% • Worst month: -11.8% • Best year: 2021 (+28.6%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+2.4%-5.9%+9.2%+6.3%+2.0%------+16.3%
2025+4.1%-2.5%-7.1%-3.8%+5.9%+1.2%+4.5%-0.5%+3.1%+4.6%-0.5%+0.6%+9.2%
2024+2.7%+3.8%+3.5%-1.7%+1.0%+5.2%+0.1%-0.3%+1.4%+0.7%+6.2%-1.2%+23.1%
2023+4.8%-0.2%+0.2%-0.1%+2.6%+3.5%+2.7%-1.0%-1.5%-3.5%+5.8%+4.1%+18.5%
2022-4.4%-2.1%+3.7%-2.1%-3.4%-6.5%+9.3%-1.4%-6.0%+3.6%+1.6%-5.7%-13.7%
2021+1.0%+2.8%+5.6%+1.4%+0.1%+4.5%+0.8%+3.1%-2.1%+4.5%+0.4%+3.6%+28.6%
2020-0.9%-8.4%-11.8%+9.4%+1.8%+2.5%+0.1%+5.0%-0.7%-2.2%+9.5%+2.5%+4.6%
2019------+0.8%-2.2%+3.2%+0.3%+3.9%+2.5%+8.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.86% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.2%.

Detailed Metrics

Returns
Total Return
+133.69%
Annualized Return
+13.00%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+16.10%
Max Drawdown
+33.86%
Positive Months
65%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
7.18
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,368.61
Backtest Period
2019-07-10 to 2026-06-19
6.9 years
Rebalancing
none
Base Currency
EUR
3 pillars wthEU | +13.0% CAGR | ETF Backtest