HomePortfolios50W 10EM 10 SC 10M&G 10KOP 10POLAR

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

Created byuser-xmlq1n
Optimize
Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
12.0yr backtest

Performance Summary

Total Return+334.32%
Annualized Return+13.04%
Volatility+13.50%
Sharpe Ratio0.82
Max Drawdown+32.59%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio diversified across world, Europe, emerging markets, technology, and small-cap funds for broad growth exposure.
AssetTypeAllocationTER
IE00B03HD191
Vanguard Global Stock Index Fund EUR Acc • IE00B03HD191
FUND
50.0%0.18%
LU1670707527
M&G (Lux) European Strategic Value Fund A EUR Acc • LU1670707527
FUND
10.0%1.86%
IE0031786696
Vanguard Emerging Markets Stock Index Fund EUR Acc • IE0031786696
FUND
10.0%0.08%
IE00BH6XS969
Heptagon Fund ICAV - Kopernik Global All-Cap Equity Fund A USD Acc • IE00BH6XS969
FUND
10.0%1.45%
IE00B42N9S52
Polar Capital Global Technology Fund I Income • IE00B42N9S52
FUND
10.0%1.03%
IE00B42W4L06
Vanguard Global Small-Cap Index Fund EUR Acc • IE00B42W4L06
FUND
10.0%0.29%
Total100.0%0.56%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €43,431.85
Histogram of Monthly Returns
The portfolio had a positive return during 96 of the 145 months (66%)
Monthly Returns Heatmap
Best month: +12.3% • Worst month: -13.6% • Best year: 2019 (+27.0%) • Worst year: 2022 (-13.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.0%+3.2%-5.4%+9.4%+6.6%+0.8%-0.7%-----+18.5%
2025+3.5%-1.0%-6.4%-3.1%+6.8%+2.2%+4.2%+0.9%+4.2%+4.7%-0.2%+0.4%+16.5%
2024+1.8%+4.3%+3.5%-1.7%+2.5%+2.7%+0.8%-0.0%+1.7%+0.5%+5.7%-0.6%+23.1%
2023+5.9%+0.1%+0.3%-0.8%+3.0%+2.7%+2.9%-1.3%-1.3%-3.2%+5.9%+3.8%+19.0%
2022-3.4%-2.6%+2.4%-2.8%-1.5%-6.8%+9.1%-2.0%-7.3%+4.3%+3.8%-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%+25.7%
2020-0.3%-6.9%-13.6%+12.3%+3.8%+2.5%+0.3%+4.9%-1.6%-1.6%+9.8%+3.3%+10.6%
2019+8.0%+3.5%+1.8%+3.5%-5.5%+3.9%+2.4%-1.6%+2.6%+0.5%+3.5%+2.1%+27.0%
2018+1.6%-1.7%-2.5%+2.9%+4.0%-0.9%+1.9%+0.9%+0.3%-5.1%+1.0%-7.5%-5.6%
2017+1.3%+3.8%+0.7%-0.1%-0.9%-1.3%-0.2%-0.0%+2.7%+3.7%-0.6%+0.6%+9.9%
2016-6.6%-0.0%+3.1%+2.6%+2.8%+0.1%+4.8%+1.0%+0.1%+0.4%+3.6%+3.0%+15.4%
2015+5.8%+5.9%+3.1%-1.7%+2.5%-3.4%+1.3%-7.5%-2.8%+8.9%+3.5%-4.7%+9.9%
2014-------0.1%+3.5%+0.1%+0.5%+1.9%+1.2%+7.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.59% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -16.9%.

Detailed Metrics

Returns
Total Return
+334.32%
Annualized Return
+13.04%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+13.50%
Max Drawdown
+32.59%
Positive Months
66%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.82
Risk-free rate: 2.0%
Sortino Ratio
0.74
Downside risk adjusted
Return/Volatility
0.97
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
6.52
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€43,431.85
Backtest Period
2014-07-15 to 2026-07-09
12.0 years
Rebalancing
monthly
Base Currency
EUR
50W 10EM 10 SC 10M&G 10KOP 10POLAR | 11-Year Backtest