HomePortfolios50/25/25 em
Optimize FIRE Projection
Annual Rebalancing
EUR
Moderate Risk
11.9yr backtest

Performance Summary

Total Return+304.96%
Annualized Return+12.46%
Volatility+16.50%
Sharpe Ratio0.63
Max Drawdown+31.40%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio blending momentum, quality, and emerging markets ETFs for diversified, long-term growth potential.
AssetTypeAllocationTER
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
50.0%0.25%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
25.0%0.25%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
25.0%0.18%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €40,496.25
Histogram of Monthly Returns
The portfolio had a positive return during 92 of the 144 months (64%)
Monthly Returns Heatmap
Best month: +12.6% • Worst month: -9.3% • Best year: 2019 (+29.5%) • Worst year: 2022 (-14.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.1%+2.2%-7.2%+12.6%+7.3%+5.8%-7.0%+1.4%+1.4%---+19.6%
2025+4.5%-1.6%-7.2%-2.9%+6.1%+0.9%+3.2%-0.7%+4.2%+3.2%-0.9%+0.9%+9.2%
2024+4.4%+6.5%+4.1%-1.5%+1.6%+5.9%-2.0%-0.3%+1.9%+0.9%+5.4%-1.3%+28.4%
2023+2.1%-1.1%-0.5%+0.2%+0.2%+3.6%+2.6%-0.8%-1.4%-2.7%+5.6%+3.4%+11.3%
2022-5.9%-2.1%+4.3%-3.5%-3.6%-5.4%+6.5%-0.3%-5.8%+4.0%+2.6%-4.9%-14.1%
2021+1.9%+1.1%+3.6%+2.6%-1.4%+4.4%+0.4%+3.2%-2.0%+5.4%-0.2%+2.0%+22.7%
2020+0.5%-7.4%-9.3%+8.7%+1.8%+3.8%+1.3%+5.4%-0.4%-1.9%+7.1%+2.6%+11.1%
2019+7.4%+3.8%+3.1%+3.1%-4.2%+3.7%+3.4%-1.3%+1.6%-0.2%+3.7%+2.5%+29.5%
2018+2.8%-0.6%-3.6%+3.1%+4.2%-1.3%+1.9%+2.6%+0.8%-6.6%+1.2%-7.1%-3.4%
2017+0.4%+4.9%+1.5%-0.3%+0.1%-0.9%-0.0%+0.4%+2.3%+5.1%-0.4%+1.3%+15.2%
2016-5.6%+0.4%+1.9%-1.2%+3.8%+2.1%+3.2%-1.0%+0.6%-0.1%+3.2%+1.5%+9.0%
2015+6.9%+5.4%+3.4%-1.5%+1.5%-3.5%+1.5%-8.6%-2.8%+8.7%+3.8%-3.5%+10.4%
2014---------+0.6%+5.2%+1.0%+6.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.40% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -18.8%.
When could this portfolio get you to financial independence?

50/25/25 em returned +12.46% a year over the 12 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+304.96%
Annualized Return
+12.46%
Avg Monthly Return
+1.05%
Risk
Volatility (Annual)
+16.50%
Max Drawdown
+31.40%
Positive Months
64%
Average Drawdown
-6.2%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.59
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
7.75
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
40,496.25
Backtest Period
2014-10-07 to 2026-09-04
11.9 years
Rebalancing
annual
Base Currency
EUR