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

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

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Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
6.8yr backtest

Performance Summary

Total Return+172.48%
Annualized Return+16.00%
Volatility+13.59%
Sharpe Ratio1.03
Max Drawdown+31.71%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio diversified across world, emerging markets, technology, and European stocks for long-term growth potential.
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%
IE00B42N9S52
Polar Capital Global Technology Fund I IncomeIE00B42N9S52
FUND
10.0%1.03%
IE00BH6XS969
Heptagon Fund ICAV - Kopernik Global All-Cap Equity Fund A USD AccIE00BH6XS969
FUND
10.0%1.45%
LU1670707527
M&G (Lux) European Strategic Value Fund A EUR AccLU1670707527
FUND
10.0%1.86%
LU3038482157
Hamco SICAV - Global Value F EUR AccLU3038482157
FUND
10.0%1.5%
Total100.0%0.68%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €27,247.51
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 82 months (65%)
Monthly Returns Heatmap
Best month: +11.6% • Worst month: -13.2% • Best year: 2021 (+27.7%) • Worst year: 2022 (-10.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.0%+3.3%-5.5%+9.1%+6.1%+0.0%-0.4%-----+17.1%
2025+3.2%-1.0%-6.2%-2.7%+7.0%+2.2%+4.1%+0.7%+4.0%+4.4%-0.1%+0.6%+16.7%
2024+2.1%+4.0%+3.4%-1.2%+2.3%+2.6%+0.5%+0.0%+1.7%+0.4%+5.1%-0.1%+22.7%
2023+5.7%+0.1%+0.3%-0.6%+2.8%+2.7%+2.9%-0.8%-1.0%-3.0%+5.4%+3.1%+18.9%
2022-2.2%-2.5%+2.9%-2.2%-0.8%-6.8%+8.6%-1.6%-7.0%+4.4%+4.1%-6.1%-10.0%
2021+0.8%+4.0%+5.1%+1.7%+1.1%+4.6%-0.4%+2.6%-0.7%+4.6%-0.8%+2.4%+27.7%
2020-0.5%-7.0%-13.2%+11.6%+3.4%+2.8%-0.1%+4.8%-1.9%-1.0%+11.0%+3.1%+11.1%
2019---------+2.0%+2.9%+1.9%+7.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +31.71% • The longest drawdown period lasted for 1 year and 8 months and was between November 2021 and July 2023. It reached a trough of -14.2%.

Detailed Metrics

Returns
Total Return
+172.48%
Annualized Return
+16.00%
Avg Monthly Return
+1.31%
Risk
Volatility (Annual)
+13.59%
Max Drawdown
+31.71%
Positive Months
65%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
1.03
Risk-free rate: 2.0%
Sortino Ratio
0.92
Downside risk adjusted
Return/Volatility
1.18
Calmar Ratio
0.50
Return/Max Drawdown
Ulcer Index
6.13
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
27,247.51
Backtest Period
2019-10-07 to 2026-07-09
6.8 years
Rebalancing
monthly
Base Currency
EUR
50W 10EM 10HAMCO 10M&G 10KOP 10POLAR | 1.03 Sharpe