HomePortfolios50W 10EM 10 SC 10 M&G 10 KOPERNIK 10 POLAR TECH

50W 10EM 10 SC 10 M&G 10 KOPERNIK 10 POLAR TECH

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Monthly Rebalancing
EUR
Moderate Risk
6.0yr backtest

Performance Summary

Total Return+152.08%
Annualized Return+16.59%
Volatility+12.39%
Sharpe Ratio1.18
Max Drawdown+18.76%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity portfolio blending core index funds with targeted allocations to technology, Europe, emerging markets, and small-cap stocks.
AssetTypeAllocationTER
IE00B03HD191
Vanguard Global Stock Index Fund EUR AccIE00B03HD191
FUND
50.0%0.18%
IE00BH6XSF26
Heptagon Fund ICAV - Kopernik Global All-Cap Equity Fund AE EUR AccIE00BH6XSF26
FUND
10.0%1.45%
IE00BM95B621
Polar Capital Funds PLC - Polar Capital Global Technology Fund R EUR AccumulationIE00BM95B621
FUND
10.0%1.64%
LU1670707527
M&G (Lux) European Strategic Value Fund A EUR AccLU1670707527
FUND
10.0%1.86%
IE0031786696
Vanguard Emerging Markets Stock Index Fund EUR AccIE0031786696
FUND
10.0%0.08%
IE00B42W4L06
Vanguard Global Small-Cap Index Fund EUR AccIE00B42W4L06
FUND
10.0%0.29%
Total100.0%0.62%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,207.76
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 74 months (65%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -7.3% • Best year: 2021 (+25.6%) • Worst year: 2022 (-13.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.8%+3.4%-5.5%+9.6%+6.5%+0.9%-0.8%-----+18.4%
2025+3.4%-0.9%-6.5%-3.0%+6.8%+2.4%+4.2%+0.6%+4.4%+4.7%-0.2%+0.4%+16.4%
2024+1.8%+4.5%+3.3%-1.8%+2.7%+2.7%+1.0%-0.2%+1.7%+0.5%+5.7%-0.6%+23.2%
2023+5.9%+0.0%+0.3%-0.8%+3.0%+2.7%+2.9%-1.3%-1.3%-3.2%+5.8%+3.8%+18.8%
2022-3.4%-2.7%+2.4%-2.7%-1.5%-6.8%+9.1%-2.0%-7.3%+4.3%+4.0%-6.7%-13.8%
2021+0.9%+3.2%+5.2%+1.7%+0.7%+3.9%+0.1%+2.6%-1.6%+4.7%-0.4%+2.4%+25.6%
2020-----+0.0%+0.3%+4.9%-1.6%-1.6%+9.8%+3.2%+15.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.76% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and December 2023. It reached a trough of -16.9%.

Detailed Metrics

Returns
Total Return
+152.08%
Annualized Return
+16.59%
Avg Monthly Return
+1.32%
Risk
Volatility (Annual)
+12.39%
Max Drawdown
+18.76%
Positive Months
65%
Average Drawdown
-4.8%
Risk-Adjusted
Sharpe Ratio
1.18
Risk-free rate: 2.0%
Sortino Ratio
1.10
Downside risk adjusted
Return/Volatility
1.34
Calmar Ratio
0.88
Return/Max Drawdown
Ulcer Index
6.04
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,207.76
Backtest Period
2020-06-30 to 2026-07-09
6.0 years
Rebalancing
monthly
Base Currency
EUR
50W 10EM 10 SC 10 M&G 10 KOPERNIK 10 POLAR TECH