HomePortfolios45 ACWI-IMI, 32 EM-IMI, 23 Eurp-600

45 ACWI-IMI, 32 EM-IMI, 23 Eurp-600

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Annual Rebalancing
EUR
Moderate Risk
11.8yr backtest

Performance Summary

Total Return+172.72%
Annualized Return+8.86%
Volatility+15.51%
Sharpe Ratio0.44
Max Drawdown+33.84%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio with 45% ACWI, 32% emerging markets, and 23% European equities for broad market exposure.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
45.0%0.17%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
32.0%0.18%
XSX6.XETRA
Xtrackers STOXX Europe 600 UCITS ETF 1CLU0328475792
ETF
23.0%0.2%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €27,271.99
Histogram of Monthly Returns
The portfolio had a positive return during 93 of the 143 months (65%)
Monthly Returns Heatmap
Best month: +9.9% • Worst month: -13.4% • Best year: 2019 (+26.7%) • Worst year: 2022 (-12.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.9%+3.4%-7.2%+2.1%--------+1.7%
2025+4.2%-0.4%-5.1%-3.3%+5.4%+1.2%+3.6%+0.2%+3.4%+4.3%-0.6%+1.2%+14.4%
2024+1.1%+3.1%+3.6%-0.6%+1.0%+3.5%+0.5%-0.4%+2.2%-0.9%+3.6%-1.0%+16.7%
2023+5.9%-0.9%+0.1%-0.4%+0.7%+3.2%+3.1%-2.4%-1.2%-3.9%+5.8%+3.6%+13.8%
2022-2.9%-2.9%+1.8%-1.3%-2.3%-6.2%+6.7%-1.3%-7.1%+2.1%+5.1%-4.5%-12.8%
2021+1.6%+2.4%+4.7%+0.9%+0.8%+3.4%-0.8%+2.4%-2.1%+3.6%-1.0%+3.4%+20.7%
2020-2.5%-7.2%-13.4%+8.7%+1.2%+3.8%+0.7%+3.8%-0.3%-1.6%+9.9%+3.4%+4.3%
2019+8.2%+2.5%+2.3%+3.0%-5.5%+3.9%+1.8%-2.5%+3.2%+0.8%+3.1%+3.6%+26.7%
2018+2.2%-2.7%-2.6%+2.8%+1.6%-1.7%+2.6%-0.7%+0.3%-5.8%+1.4%-6.4%-9.1%
2017+1.2%+4.0%+1.8%+0.2%-0.5%-1.0%+0.2%+0.1%+2.1%+3.4%-0.9%+1.8%+12.9%
2016-7.9%+1.3%+3.7%+1.3%+0.8%+0.0%+4.3%+0.9%+0.9%+0.5%+2.1%+2.5%+10.3%
2015+6.8%+6.0%+2.6%+0.6%+1.3%-4.8%-0.1%-11.2%-1.8%+9.9%+2.7%-4.5%+5.7%
2014------0.1%+1.1%+3.9%-0.4%+0.6%+1.8%-0.5%+6.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.84% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -16.7%.

Detailed Metrics

Returns
Total Return
+172.72%
Annualized Return
+8.86%
Avg Monthly Return
+0.77%
Risk
Volatility (Annual)
+15.51%
Max Drawdown
+33.84%
Positive Months
65%
Average Drawdown
-6.1%
Risk-Adjusted
Sharpe Ratio
0.44
Risk-free rate: 2.0%
Sortino Ratio
0.40
Downside risk adjusted
Return/Volatility
0.57
Calmar Ratio
0.26
Return/Max Drawdown
Ulcer Index
8.00
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
27,271.99
Backtest Period
2014-06-06 to 2026-04-02
11.8 years
Rebalancing
annual
Base Currency
EUR