HomePortfolios30 Eu, 30 US, 30 EM, 10 Jap

30 Eu, 30 US, 30 EM, 10 Jap

Created byuser-jun3ah
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Annual Rebalancing
EUR
Moderate Risk
11.8yr backtest

Performance Summary

Total Return+195.59%
Annualized Return+9.60%
Volatility+15.62%
Sharpe Ratio0.49
Max Drawdown+32.65%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity ETF portfolio with 30% each in Europe, US, and Emerging Markets, plus 10% Japan for broad market exposure.
AssetTypeAllocationTER
XSX6.XETRA
Xtrackers STOXX Europe 600 UCITS ETF 1C • LU0328475792
ETF
30.0%0.2%
XD9U.XETRA
Xtrackers MSCI USA UCITS ETF 1C • IE00BJ0KDR00
ETF
30.0%0.03%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
30.0%0.18%
EUNN.XETRA
iShares Core MSCI Japan IMI UCITS ETF • IE00B4L5YX21
ETF
10.0%0.12%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €29,558.97
Histogram of Monthly Returns
The portfolio had a positive return during 91 of the 143 months (64%)
Monthly Returns Heatmap
Best month: +9.6% • Worst month: -12.1% • Best year: 2019 (+27.5%) • Worst year: 2022 (-13.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+3.5%-7.2%+2.2%--------+1.6%
2025+4.3%-0.3%-5.0%-3.0%+5.3%+0.9%+3.4%+0.3%+3.2%+4.3%-0.5%+1.0%+14.2%
2024+1.7%+3.3%+3.6%-0.9%+1.1%+3.5%+0.5%-0.3%+1.8%-0.8%+3.9%-0.7%+17.7%
2023+5.6%-0.6%+0.4%-0.2%+1.1%+3.1%+3.0%-2.1%-1.1%-3.6%+5.7%+3.4%+15.3%
2022-3.6%-2.7%+1.7%-1.5%-2.4%-6.1%+7.4%-1.6%-6.8%+2.3%+4.6%-4.5%-13.3%
2021+1.2%+2.4%+4.8%+0.8%+0.5%+3.7%-0.2%+2.6%-1.7%+3.3%-0.6%+3.6%+22.3%
2020-2.0%-7.6%-12.1%+8.4%+2.0%+3.2%+0.2%+4.2%-0.1%-1.8%+9.6%+2.8%+4.8%
2019+8.0%+2.6%+2.5%+3.0%-5.3%+3.9%+2.1%-2.1%+3.4%+0.8%+3.3%+3.0%+27.5%
2018+2.1%-2.4%-2.6%+2.9%+1.8%-1.4%+2.6%-0.3%+0.6%-5.6%+1.3%-6.8%-8.1%
2017+0.3%+4.6%+1.5%+0.1%-0.3%-1.1%+0.1%-0.0%+2.3%+3.5%-0.7%+1.6%+12.5%
2016-6.5%-0.3%+2.7%-0.2%+2.9%-0.4%+4.3%+0.7%+0.7%+0.7%+2.4%+2.5%+9.7%
2015+7.1%+6.1%+2.9%-0.0%+1.1%-4.0%+0.7%-8.6%-3.3%+9.0%+3.0%-4.5%+8.2%
2014-----+0.0%+1.1%+3.7%+0.4%+0.1%+2.5%-0.0%+8.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.65% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -16.5%.

Detailed Metrics

Returns
Total Return
+195.59%
Annualized Return
+9.60%
Avg Monthly Return
+0.82%
Risk
Volatility (Annual)
+15.62%
Max Drawdown
+32.65%
Positive Months
64%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.49
Risk-free rate: 2.0%
Sortino Ratio
0.45
Downside risk adjusted
Return/Volatility
0.61
Calmar Ratio
0.29
Return/Max Drawdown
Ulcer Index
7.46
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€29,558.97
Backtest Period
2014-06-06 to 2026-04-02
11.8 years
Rebalancing
annual
Base Currency
EUR