HomePortfolios40W 10EM 20M&G 20KOP 10POLAR

40W 10EM 20M&G 20KOP 10POLAR

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Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
12.0yr backtest

Performance Summary

Total Return+338.63%
Annualized Return+13.13%
Volatility+12.42%
Sharpe Ratio0.90
Max Drawdown+31.38%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio diversified across world, European, emerging markets, and technology funds for targeted growth potential.
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
20.0%1.86%
IE00BH6XS969
Heptagon Fund ICAV - Kopernik Global All-Cap Equity Fund A USD AccIE00BH6XS969
FUND
20.0%1.45%
IE0031786696
Vanguard Emerging Markets Stock Index Fund EUR AccIE0031786696
FUND
10.0%0.08%
IE00B42N9S52
Polar Capital Global Technology Fund I IncomeIE00B42N9S52
FUND
10.0%1.03%
Total100.0%0.84%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €43,862.9
Histogram of Monthly Returns
The portfolio had a positive return during 96 of the 145 months (66%)
Monthly Returns Heatmap
Best month: +13.1% • Worst month: -13.0% • Best year: 2021 (+25.7%) • Worst year: 2022 (-12.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.7%+3.6%-5.8%+8.7%+6.2%-0.3%-0.6%-----+17.0%
2025+3.9%-0.2%-4.8%-2.3%+6.8%+2.4%+3.8%+1.1%+4.8%+4.6%+0.3%+1.1%+22.9%
2024+1.7%+3.8%+3.7%-0.6%+2.4%+2.0%+0.8%+0.1%+1.8%+0.4%+4.3%-0.5%+21.7%
2023+5.5%+0.2%+0.5%-0.4%+2.5%+2.0%+3.0%-0.9%-0.5%-2.9%+5.4%+3.0%+18.6%
2022-2.1%-2.9%+2.1%-2.0%-1.3%-7.0%+7.9%-1.8%-7.1%+3.9%+4.5%-5.8%-12.0%
2021+0.7%+3.7%+5.3%+1.6%+1.8%+3.1%-0.2%+2.1%-0.8%+4.5%-1.0%+2.5%+25.7%
2020-0.9%-6.7%-13.0%+13.1%+3.8%+2.4%+0.5%+4.8%-2.2%-2.3%+10.0%+3.7%+11.0%
2019+7.7%+3.0%+1.2%+3.1%-5.1%+3.7%+2.0%-1.6%+2.5%+0.6%+3.0%+2.4%+24.4%
2018+1.4%-1.8%-2.5%+3.2%+3.1%-1.1%+1.4%-0.4%+0.7%-4.3%+0.6%-6.5%-6.5%
2017+1.8%+3.0%+0.7%-0.2%-1.0%-1.7%+0.0%+0.3%+2.6%+3.3%-0.7%+0.6%+9.0%
2016-6.8%+0.9%+3.4%+4.2%+1.9%+0.6%+5.3%+1.1%+0.1%+0.6%+2.7%+3.6%+18.4%
2015+6.1%+5.3%+3.1%-1.7%+2.4%-3.2%+1.4%-7.2%-2.3%+9.1%+2.7%-4.7%+10.1%
2014-------0.2%+2.9%-0.3%-0.9%+2.0%+0.8%+4.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.38% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -15.9%.

Detailed Metrics

Returns
Total Return
+338.63%
Annualized Return
+13.13%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+12.42%
Max Drawdown
+31.38%
Positive Months
66%
Average Drawdown
-4.4%
Risk-Adjusted
Sharpe Ratio
0.90
Risk-free rate: 2.0%
Sortino Ratio
0.82
Downside risk adjusted
Return/Volatility
1.06
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
5.85
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
43,862.9
Backtest Period
2014-07-15 to 2026-07-09
12.0 years
Rebalancing
monthly
Base Currency
EUR
40W 10EM 20M&G 20KOP 10POLAR | +13.1% CAGR | ETF Backtest