HomePortfolios40W 10EM 5 SC 10 NB 10 DNCA 10M&G 10KOP 5POLAR

40W 10EM 5 SC 10 NB 10 DNCA 10M&G 10KOP 5POLAR

Optimize
Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
7.8yr backtest

Performance Summary

Total Return+142.26%
Annualized Return+12.07%
Volatility+10.95%
Sharpe Ratio0.92
Max Drawdown+27.84%

Holdings

Asset Allocation

Asset Class

Equity 80.0%Bonds 20.0%
Holdings Details
A globally diversified ETF portfolio with 80% equities and 20% bonds, targeting growth across developed, emerging, and technology markets.
AssetTypeAllocationTER
IE00B03HD191
Vanguard Global Stock Index Fund EUR AccIE00B03HD191
FUND
40.0%0.18%
LU1670707527
M&G (Lux) European Strategic Value Fund A EUR AccLU1670707527
FUND
10.0%1.86%
IE0031786696
Vanguard Emerging Markets Stock Index Fund EUR AccIE0031786696
FUND
10.0%0.08%
IE00BH6XS969
Heptagon Fund ICAV - Kopernik Global All-Cap Equity Fund A USD AccIE00BH6XS969
FUND
10.0%1.45%
IE00BFZMJT78
NB ULTRA SHORT TERM EN CASHIE00BFZMJT78
FUND
10.0%0.25%
LU1694789535
DNCA Invest Alpha Bonds B EURLU1694789535
FUND
10.0%1.15%
IE00B42N9S52
Polar Capital Global Technology Fund I IncomeIE00B42N9S52
FUND
5.0%1.03%
IE00B42W4L06
Vanguard Global Small-Cap Index Fund EUR AccIE00B42W4L06
FUND
5.0%0.29%
Total100.0%0.62%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,226.21
Histogram of Monthly Returns
The portfolio had a positive return during 62 of the 95 months (65%)
Monthly Returns Heatmap
Best month: +10.4% • Worst month: -11.8% • Best year: 2019 (+20.7%) • Worst year: 2022 (-10.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.2%+2.8%-4.8%+7.0%+5.0%+0.3%-0.6%+1.8%----+15.1%
2025+2.9%-0.2%-4.5%-2.4%+5.3%+1.7%+3.1%+0.8%+3.4%+3.6%+0.0%+0.5%+14.6%
2024+1.4%+3.3%+3.0%-1.0%+2.1%+2.0%+1.0%+0.0%+1.6%+0.3%+4.2%-0.5%+18.6%
2023+4.7%-0.0%+0.2%-0.3%+1.9%+2.0%+2.6%-1.0%-0.8%-2.4%+4.6%+2.9%+15.1%
2022-2.2%-2.3%+2.1%-1.9%-1.1%-5.9%+7.1%-1.5%-6.1%+3.6%+3.6%-5.0%-10.0%
2021+0.7%+2.5%+4.4%+1.4%+0.9%+2.9%-0.0%+2.0%-0.9%+3.6%-0.6%+2.3%+20.7%
2020-0.7%-5.8%-11.8%+10.4%+3.0%+2.1%+0.5%+4.0%-1.5%-1.4%+8.2%+2.8%+8.0%
2019+6.3%+2.6%+1.2%+2.7%-4.4%+3.2%+1.8%-1.5%+2.2%+0.5%+2.6%+2.0%+20.7%
2018---------+0.0%+0.7%-5.7%-5.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.84% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -13.1%.

Detailed Metrics

Returns
Total Return
+142.26%
Annualized Return
+12.07%
Avg Monthly Return
+0.99%
Risk
Volatility (Annual)
+10.95%
Max Drawdown
+27.84%
Positive Months
65%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.92
Risk-free rate: 2.0%
Sortino Ratio
0.81
Downside risk adjusted
Return/Volatility
1.10
Calmar Ratio
0.43
Return/Max Drawdown
Ulcer Index
5.19
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,226.21
Backtest Period
2018-10-31 to 2026-08-06
7.8 years
Rebalancing
monthly
Base Currency
EUR