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

Created byuser-xmlq1n
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Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
10.7yr backtest

Performance Summary

Total Return+265.95%
Annualized Return+12.85%
Volatility+13.12%
Sharpe Ratio0.83
Max Drawdown+33.28%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio with ETFs targeting world markets, Europe, emerging markets, technology, and small-cap stocks for growth.
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%
ES0112611001
AZVALOR INTERNACIONAL • ES0112611001
FUND
10.0%1.85%
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%
Total100.0%0.73%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €36,595.42
Histogram of Monthly Returns
The portfolio had a positive return during 85 of the 130 months (65%)
Monthly Returns Heatmap
Best month: +13.3% • Worst month: -14.8% • Best year: 2021 (+26.7%) • Worst year: 2022 (-9.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.1%+3.9%-4.9%+9.0%+5.9%-0.1%-0.5%-----+19.1%
2025+3.5%-1.2%-5.8%-3.4%+6.8%+2.3%+4.1%+1.3%+4.2%+4.8%+0.0%+0.8%+18.0%
2024+0.9%+3.6%+4.0%-1.2%+2.6%+2.1%+1.0%-0.4%+1.6%+0.3%+5.1%-0.9%+20.3%
2023+5.9%-0.2%+0.2%-0.9%+2.5%+2.5%+3.5%-1.3%-1.0%-3.3%+5.6%+3.8%+18.0%
2022-2.5%-1.2%+3.2%-1.8%-1.4%-6.8%+8.5%-1.6%-6.8%+4.7%+4.0%-6.3%-9.0%
2021+0.9%+4.1%+5.0%+1.5%+1.8%+3.5%-0.5%+2.2%-0.7%+4.7%-1.0%+2.5%+26.7%
2020-1.6%-7.1%-14.8%+13.3%+3.5%+2.6%+0.5%+4.9%-2.1%-1.5%+10.6%+3.8%+9.5%
2019+8.3%+3.3%+1.8%+2.9%-5.8%+4.2%+1.8%-1.7%+2.4%+0.4%+3.0%+2.2%+24.4%
2018+1.3%-1.8%-2.3%+3.5%+3.7%-0.9%+1.3%+0.5%+0.4%-5.0%+0.4%-6.9%-6.2%
2017+1.6%+3.3%+0.8%+0.0%-1.2%-1.4%+0.1%+0.0%+2.7%+3.2%-0.8%+0.9%+9.5%
2016-6.6%+0.8%+3.5%+3.0%+2.4%+0.3%+5.1%+0.9%+0.2%+0.3%+3.1%+3.0%+16.4%
2015----------0.6%+3.1%-4.6%-2.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.28% • The longest drawdown period lasted for 1 year and 8 months and was between November 2021 and July 2023. It reached a trough of -13.3%.

Detailed Metrics

Returns
Total Return
+265.95%
Annualized Return
+12.85%
Avg Monthly Return
+1.07%
Risk
Volatility (Annual)
+13.12%
Max Drawdown
+33.28%
Positive Months
65%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
0.83
Risk-free rate: 2.0%
Sortino Ratio
0.75
Downside risk adjusted
Return/Volatility
0.98
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
5.58
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€36,595.42
Backtest Period
2015-10-23 to 2026-07-16
10.7 years
Rebalancing
monthly
Base Currency
EUR
40W 10EM 10SC 10AZ 10KOP 10POLAR 10M&G | 10-Year Backtest