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

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

Created byuser-xmlq1n
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Monthly Rebalancing
EUR
Moderate Risk
10.7yr backtest

Performance Summary

Total Return+255.86%
Annualized Return+12.56%
Volatility+13.87%
Sharpe Ratio0.76
Max Drawdown+34.42%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio blending low-cost index funds with specific tilts to technology, emerging markets, and European value stocks.
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%
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%
ES0112611001
AZVALOR INTERNACIONAL • ES0112611001
FUND
10.0%1.85%
Total100.0%0.60%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €35,586.29
Histogram of Monthly Returns
The portfolio had a positive return during 83 of the 130 months (64%)
Monthly Returns Heatmap
Best month: +12.2% • Worst month: -15.2% • Best year: 2021 (+26.8%) • Worst year: 2022 (-9.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.4%+3.3%-4.7%+9.4%+6.3%+0.8%-0.6%-----+19.8%
2025+3.4%-1.1%-6.9%-3.7%+6.8%+2.1%+4.3%+0.9%+3.6%+5.0%-0.4%+0.5%+14.4%
2024+1.3%+3.9%+4.0%-1.7%+2.8%+2.6%+0.7%-0.2%+1.3%+0.2%+5.6%-0.5%+21.7%
2023+6.0%+0.1%+0.1%-1.1%+2.7%+2.9%+3.4%-1.5%-1.5%-3.5%+5.9%+4.0%+18.5%
2022-2.8%-1.1%+3.6%-2.2%-1.2%-6.8%+8.9%-1.8%-7.0%+5.1%+3.7%-6.8%-9.4%
2021+0.8%+3.6%+5.2%+1.5%+1.2%+3.9%-0.1%+2.6%-1.3%+4.8%-0.7%+2.8%+26.8%
2020-1.2%-7.4%-15.2%+12.2%+3.1%+2.8%+0.3%+5.0%-1.8%-1.4%+11.0%+3.0%+7.5%
2019+8.3%+3.6%+2.1%+3.3%-6.4%+4.3%+1.9%-1.6%+2.7%+0.7%+3.4%+1.9%+26.2%
2018+1.7%-1.8%-2.5%+3.4%+4.1%-0.9%+1.9%+1.3%+0.2%-5.6%+0.6%-7.6%-5.9%
2017+1.1%+4.0%+1.1%+0.4%-0.8%-1.2%-0.1%-0.4%+2.9%+3.4%-0.7%+0.9%+10.7%
2016-6.5%-0.3%+3.0%+1.4%+3.1%-0.8%+4.6%+0.9%-0.1%+0.4%+3.4%+2.8%+12.3%
2015----------0.3%+3.7%-4.5%-1.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.42% • The longest drawdown period lasted for 1 year and 8 months and was between November 2021 and July 2023. It reached a trough of -13.3%.

Detailed Metrics

Returns
Total Return
+255.86%
Annualized Return
+12.56%
Avg Monthly Return
+1.06%
Risk
Volatility (Annual)
+13.87%
Max Drawdown
+34.42%
Positive Months
64%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
0.76
Risk-free rate: 2.0%
Sortino Ratio
0.68
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
5.90
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€35,586.29
Backtest Period
2015-10-23 to 2026-07-16
10.7 years
Rebalancing
monthly
Base Currency
EUR