HomePortfolios40W 10EM 10 SC 10M&G 10BONOS 10KOP 10POLAR

40W 10EM 10 SC 10M&G 10BONOS 10KOP 10POLAR

Created byuser-xmlq1n
Optimize
Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
12.0yr backtest

Performance Summary

Total Return+281.60%
Annualized Return+11.78%
Volatility+11.99%
Sharpe Ratio0.82
Max Drawdown+29.71%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Bonds 10.0%
Holdings Details
Diversified global portfolio with 90% equity ETFs across world, Europe, emerging markets, tech, small-cap, plus 10% global bonds for balance.
AssetTypeAllocationTER
IE00B03HD191
Vanguard Global Stock Index Fund EUR Acc • IE00B03HD191
FUND
40.0%0.18%
LU1670707527
M&G (Lux) European Strategic Value Fund A EUR Acc • LU1670707527
FUND
10.0%1.86%
IE0031786696
Vanguard Emerging Markets Stock Index Fund EUR Acc • IE0031786696
FUND
10.0%0.08%
IE00BH6XS969
Heptagon Fund ICAV - Kopernik Global All-Cap Equity Fund A USD Acc • IE00BH6XS969
FUND
10.0%1.45%
IE00B42N9S52
Polar Capital Global Technology Fund I Income • IE00B42N9S52
FUND
10.0%1.03%
IE00B42W4L06
Vanguard Global Small-Cap Index Fund EUR Acc • IE00B42W4L06
FUND
10.0%0.29%
IE00B18GC888
Vanguard Global Bond Index Fund EUR Hedged Acc • IE00B18GC888
FUND
10.0%0.15%
Total100.0%0.56%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €38,160.23
Histogram of Monthly Returns
The portfolio had a positive return during 97 of the 145 months (67%)
Monthly Returns Heatmap
Best month: +11.5% • Worst month: -12.5% • Best year: 2019 (+24.5%) • Worst year: 2022 (-13.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.0%+3.2%-5.2%+8.7%+6.2%+0.7%-1.3%-----+16.5%
2025+3.2%-0.8%-5.7%-2.6%+6.1%+2.2%+3.7%+0.9%+4.0%+4.4%-0.2%+0.4%+16.1%
2024+1.5%+3.8%+3.3%-1.6%+2.3%+2.5%+0.9%+0.0%+1.7%+0.2%+5.1%-0.7%+20.4%
2023+5.6%-0.2%+0.5%-0.8%+2.6%+2.3%+2.7%-1.2%-1.4%-3.0%+5.6%+3.7%+17.4%
2022-3.2%-2.5%+1.8%-2.8%-1.4%-6.3%+8.3%-2.0%-7.0%+3.6%+3.8%-6.1%-13.9%
2021+0.9%+2.8%+4.5%+1.5%+0.7%+3.5%-0.0%+2.3%-1.5%+4.1%-0.4%+2.1%+22.1%
2020-0.2%-6.0%-12.5%+11.5%+3.5%+2.4%+0.4%+4.3%-1.4%-1.4%+8.9%+3.1%+10.8%
2019+7.3%+3.1%+1.7%+3.1%-4.8%+3.6%+2.2%-1.3%+2.3%+0.5%+3.1%+1.9%+24.5%
2018+1.4%-1.5%-2.2%+2.6%+3.5%-0.9%+1.6%+0.7%+0.2%-4.7%+0.9%-6.5%-5.2%
2017+1.2%+3.5%+0.6%+0.0%-0.8%-1.2%-0.1%+0.1%+2.4%+3.4%-0.6%+0.5%+9.3%
2016-5.9%+0.2%+3.0%+2.5%+2.5%+0.4%+4.5%+0.9%+0.2%+0.3%+2.9%+2.7%+14.6%
2015+5.5%+5.2%+2.9%-1.6%+2.1%-3.1%+1.1%-6.8%-2.4%+8.0%+3.1%-4.3%+9.0%
2014-------0.1%+3.3%-0.1%+0.4%+1.8%+1.1%+6.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +29.71% • 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
+281.60%
Annualized Return
+11.78%
Avg Monthly Return
+0.99%
Risk
Volatility (Annual)
+11.99%
Max Drawdown
+29.71%
Positive Months
67%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.82
Risk-free rate: 2.0%
Sortino Ratio
0.74
Downside risk adjusted
Return/Volatility
0.98
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
6.16
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€38,160.23
Backtest Period
2014-07-15 to 2026-07-23
12.0 years
Rebalancing
monthly
Base Currency
EUR
40W 10EM 10 SC 10M&G 10BONOS 10KOP 10POLAR | ETF Backtest