HomePortfolios45W 10EM 20M&G 20KOP 5POLAR

45W 10EM 20M&G 20KOP 5POLAR

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Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
12.0yr backtest

Performance Summary

Total Return+306.17%
Annualized Return+12.41%
Volatility+12.29%
Sharpe Ratio0.85
Max Drawdown+31.88%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio blending world, Europe, emerging markets, and tech funds for diversified growth.
AssetTypeAllocationTER
IE00B03HD191
Vanguard Global Stock Index Fund EUR AccIE00B03HD191
FUND
45.0%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
5.0%1.03%
Total100.0%0.80%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €40,616.79
Histogram of Monthly Returns
The portfolio had a positive return during 95 of the 145 months (66%)
Monthly Returns Heatmap
Best month: +13.1% • Worst month: -13.3% • Best year: 2021 (+26.3%) • Worst year: 2022 (-10.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.1%+3.5%-5.7%+7.6%+5.5%-0.4%-0.2%-----+14.6%
2025+3.8%+0.1%-4.5%-2.4%+6.3%+2.0%+3.4%+1.1%+4.4%+4.0%+0.5%+1.1%+21.3%
2024+1.5%+3.6%+3.7%-0.5%+2.4%+1.6%+1.3%+0.1%+1.8%+0.3%+4.3%-0.8%+20.9%
2023+5.3%+0.1%+0.3%-0.1%+1.8%+2.1%+3.0%-0.9%-0.5%-2.9%+5.1%+3.0%+17.2%
2022-1.8%-2.9%+2.2%-1.7%-1.2%-6.9%+7.8%-1.8%-6.9%+4.2%+4.6%-5.6%-10.7%
2021+0.6%+3.8%+5.6%+1.6%+1.9%+2.9%-0.1%+2.1%-0.7%+4.6%-1.2%+2.8%+26.3%
2020-1.1%-7.0%-13.3%+13.1%+3.5%+2.1%+0.3%+4.7%-2.2%-2.5%+10.2%+3.7%+9.2%
2019+7.6%+2.9%+1.1%+3.0%-4.9%+3.7%+1.9%-1.6%+2.7%+0.5%+2.9%+2.4%+23.9%
2018+1.3%-2.0%-2.5%+3.3%+2.8%-1.0%+1.5%-0.8%+0.8%-4.1%+0.5%-6.5%-7.1%
2017+1.6%+2.9%+0.6%-0.3%-1.2%-1.6%-0.1%+0.2%+2.6%+3.1%-0.7%+0.8%+7.9%
2016-6.6%+1.0%+3.3%+4.3%+1.6%+0.5%+5.1%+1.0%-0.1%+0.6%+2.9%+3.7%+18.1%
2015+6.1%+5.2%+3.1%-1.6%+2.3%-3.3%+1.4%-7.2%-2.4%+9.0%+2.5%-4.7%+9.6%
2014-------0.3%+2.9%-0.3%-1.0%+1.9%+0.8%+4.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.88% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -14.9%.

Detailed Metrics

Returns
Total Return
+306.17%
Annualized Return
+12.41%
Avg Monthly Return
+1.04%
Risk
Volatility (Annual)
+12.29%
Max Drawdown
+31.88%
Positive Months
66%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
0.85
Risk-free rate: 2.0%
Sortino Ratio
0.77
Downside risk adjusted
Return/Volatility
1.01
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
5.71
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
40,616.79
Backtest Period
2014-07-15 to 2026-07-09
12.0 years
Rebalancing
monthly
Base Currency
EUR
45W 10EM 20M&G 20KOP 5POLAR | +12.4% CAGR | ETF Backtest