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

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

Created byuser-xmlq1n
Optimize
Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
10.8yr backtest

Performance Summary

Total Return+276.21%
Annualized Return+13.02%
Volatility+13.04%
Sharpe Ratio0.85
Max Drawdown+32.64%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 50% world index ETF plus Europe, emerging markets, and global tech funds for diversified growth.
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%
ES0112611001
AZVALOR INTERNACIONAL • ES0112611001
FUND
10.0%1.85%
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%
Total100.0%0.72%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €37,620.73
Histogram of Monthly Returns
The portfolio had a positive return during 86 of the 131 months (66%)
Monthly Returns Heatmap
Best month: +13.1% • Worst month: -14.0% • Best year: 2021 (+27.3%) • Worst year: 2022 (-9.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.7%+3.6%-4.8%+9.0%+6.0%-0.3%-0.7%+1.3%----+19.7%
2025+3.5%-0.9%-5.8%-3.4%+6.8%+2.3%+4.1%+1.1%+4.3%+5.0%-0.1%+0.7%+18.1%
2024+1.3%+3.7%+3.9%-1.1%+2.6%+2.5%+0.5%-0.2%+1.6%+0.4%+4.9%-0.5%+21.3%
2023+5.7%-0.2%+0.7%-0.8%+2.7%+2.5%+3.3%-1.2%-0.9%-3.0%+5.6%+3.3%+18.7%
2022-2.3%-1.5%+3.4%-1.8%-1.4%-6.7%+8.4%-1.7%-6.7%+4.6%+4.0%-6.4%-9.0%
2021+0.6%+3.9%+5.1%+1.5%+1.9%+3.6%-0.2%+2.3%-0.8%+4.9%-0.7%+2.5%+27.3%
2020-1.4%-7.1%-14.0%+13.1%+3.3%+2.7%+0.6%+5.0%-2.2%-1.8%+10.4%+3.5%+9.4%
2019+8.0%+3.2%+2.0%+3.0%-5.8%+4.3%+1.8%-1.5%+2.4%+0.4%+3.0%+2.2%+24.6%
2018+1.5%-1.8%-2.5%+3.5%+3.5%-0.9%+1.5%+0.4%+0.6%-4.7%+0.5%-6.8%-5.7%
2017+1.6%+3.4%+0.9%-0.1%-1.0%-1.5%+0.1%+0.0%+2.5%+3.3%-0.8%+0.9%+9.5%
2016-6.4%+0.7%+3.4%+2.9%+2.3%+0.4%+4.9%+0.9%+0.1%+0.4%+2.8%+3.0%+15.9%
2015----------0.6%+3.0%-4.6%-2.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.64% • The longest drawdown period lasted for 1 year and 8 months and was between November 2021 and July 2023. It reached a trough of -12.8%.

Detailed Metrics

Returns
Total Return
+276.21%
Annualized Return
+13.02%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+13.04%
Max Drawdown
+32.64%
Positive Months
66%
Average Drawdown
-3.9%
Risk-Adjusted
Sharpe Ratio
0.85
Risk-free rate: 2.0%
Sortino Ratio
0.76
Downside risk adjusted
Return/Volatility
1.00
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
5.36
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€37,620.73
Backtest Period
2015-10-23 to 2026-08-20
10.8 years
Rebalancing
monthly
Base Currency
EUR