HomePortfolios50W 10EM 10EUR 10AZ 10KOP 10POLAR

50W 10EM 10EUR 10AZ 10KOP 10POLAR

Created byuser-xmlq1n
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Monthly Rebalancing
EUR
Moderate Risk
6.0yr backtest

Performance Summary

Total Return+162.42%
Annualized Return+17.37%
Volatility+12.21%
Sharpe Ratio1.26
Max Drawdown+18.60%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with core Vanguard index funds, plus targeted allocations to technology, emerging markets, and active global strategies.
AssetTypeAllocationTER
IE00B03HD191
Vanguard Global Stock Index Fund EUR Acc • IE00B03HD191
FUND
50.0%0.18%
IE00BH6XSF26
Heptagon Fund ICAV - Kopernik Global All-Cap Equity Fund AE EUR Acc • IE00BH6XSF26
FUND
10.0%1.45%
IE00BM95B621
Polar Capital Funds PLC - Polar Capital Global Technology Fund R EUR Accumulation • IE00BM95B621
FUND
10.0%1.64%
IE0031786696
Vanguard Emerging Markets Stock Index Fund EUR Acc • IE0031786696
FUND
10.0%0.08%
ES0112611001
AZVALOR INTERNACIONAL • ES0112611001
FUND
10.0%1.85%
IE0007987708
Vanguard European Stock Index Fund EUR Acc • IE0007987708
FUND
10.0%0.12%
Total100.0%0.60%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €26,242.48
Histogram of Monthly Returns
The portfolio had a positive return during 45 of the 74 months (61%)
Monthly Returns Heatmap
Best month: +10.0% • Worst month: -6.7% • Best year: 2021 (+27.3%) • Worst year: 2022 (-10.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.4%+3.9%-4.9%+9.3%+5.6%-0.0%-0.4%-----+18.5%
2025+3.5%-1.0%-6.2%-3.5%+6.6%+2.3%+4.0%+0.8%+4.6%+4.9%-0.2%+0.7%+16.8%
2024+1.3%+3.9%+3.5%-1.5%+2.8%+2.7%+0.5%-0.3%+1.5%+0.4%+5.0%-0.6%+20.7%
2023+5.8%-0.6%+1.0%-0.6%+2.7%+2.6%+3.1%-1.4%-1.2%-2.9%+5.9%+3.3%+18.8%
2022-2.9%-1.6%+3.1%-1.9%-1.6%-6.6%+8.8%-2.0%-6.7%+4.4%+4.3%-6.5%-10.0%
2021+0.5%+3.7%+5.0%+1.7%+1.7%+3.9%-0.1%+2.3%-1.1%+5.1%-0.5%+2.4%+27.3%
2020-----+0.0%+0.6%+4.8%-2.1%-1.7%+10.0%+3.4%+15.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.60% • The longest drawdown period lasted for 1 year and 8 months and was between November 2021 and July 2023. It reached a trough of -14.0%.

Detailed Metrics

Returns
Total Return
+162.42%
Annualized Return
+17.37%
Avg Monthly Return
+1.37%
Risk
Volatility (Annual)
+12.21%
Max Drawdown
+18.60%
Positive Months
61%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
1.26
Risk-free rate: 2.0%
Sortino Ratio
1.17
Downside risk adjusted
Return/Volatility
1.42
Calmar Ratio
0.93
Return/Max Drawdown
Ulcer Index
4.68
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€26,242.48
Backtest Period
2020-06-30 to 2026-07-09
6.0 years
Rebalancing
monthly
Base Currency
EUR
50W 10EM 10EUR 10AZ 10KOP 10POLAR | 1.26 Sharpe