HomePortfolios50 W 10EM 10SC 10M&G 5AZ 5KOP 10POLAR

50 W 10EM 10SC 10M&G 5AZ 5KOP 10POLAR

Optimize
Monthly Rebalancing
EUR
Moderate Risk
6.0yr backtest

Performance Summary

Total Return+158.02%
Annualized Return+17.04%
Volatility+12.41%
Sharpe Ratio1.21
Max Drawdown+19.05%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio with core index funds, targeted European, emerging markets, small-cap, and technology allocations for growth.
AssetTypeAllocationTER
IE00B03HD191
Vanguard Global Stock Index Fund EUR AccIE00B03HD191
FUND
50.0%0.18%
IE0031786696
Vanguard Emerging Markets Stock Index Fund EUR AccIE0031786696
FUND
10.0%0.08%
LU1670707527
M&G (Lux) European Strategic Value Fund A EUR AccLU1670707527
FUND
10.0%1.86%
IE00B42W4L06
Vanguard Global Small-Cap Index Fund EUR AccIE00B42W4L06
FUND
10.0%0.29%
IE00BM95B621
Polar Capital Funds PLC - Polar Capital Global Technology Fund R EUR AccumulationIE00BM95B621
FUND
10.0%1.64%
ES0112611001
AZVALOR INTERNACIONALES0112611001
FUND
5.0%1.85%
IE00BH6XSF26
Heptagon Fund ICAV - Kopernik Global All-Cap Equity Fund AE EUR AccIE00BH6XSF26
FUND
5.0%1.45%
Total100.0%0.64%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,802.19
Histogram of Monthly Returns
The portfolio had a positive return during 47 of the 74 months (64%)
Monthly Returns Heatmap
Best month: +10.4% • Worst month: -7.1% • Best year: 2021 (+26.2%) • Worst year: 2022 (-11.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.0%+3.5%-5.1%+9.6%+6.3%+0.9%-0.7%-----+19.0%
2025+3.3%-1.0%-6.7%-3.3%+6.8%+2.3%+4.2%+0.7%+4.1%+4.8%-0.3%+0.4%+15.4%
2024+1.5%+4.3%+3.5%-1.8%+2.8%+2.6%+0.9%-0.3%+1.5%+0.4%+5.7%-0.6%+22.4%
2023+5.9%+0.0%+0.2%-0.9%+2.9%+2.8%+3.1%-1.4%-1.4%-3.3%+5.9%+3.9%+18.6%
2022-3.1%-1.9%+3.0%-2.5%-1.4%-6.8%+9.0%-1.9%-7.1%+4.7%+3.9%-6.8%-11.6%
2021+0.9%+3.4%+5.2%+1.6%+0.9%+3.9%-0.0%+2.6%-1.5%+4.8%-0.5%+2.6%+26.2%
2020-----+0.0%+0.3%+5.0%-1.7%-1.5%+10.4%+3.1%+16.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.05% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -15.1%.

Detailed Metrics

Returns
Total Return
+158.02%
Annualized Return
+17.04%
Avg Monthly Return
+1.35%
Risk
Volatility (Annual)
+12.41%
Max Drawdown
+19.05%
Positive Months
64%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
1.21
Risk-free rate: 2.0%
Sortino Ratio
1.13
Downside risk adjusted
Return/Volatility
1.37
Calmar Ratio
0.89
Return/Max Drawdown
Ulcer Index
5.18
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,802.19
Backtest Period
2020-06-30 to 2026-07-09
6.0 years
Rebalancing
monthly
Base Currency
EUR
50 W 10EM 10SC 10M&G 5AZ 5KOP 10POLAR | 1.21 Sharpe