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

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

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Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
9.3yr backtest

Performance Summary

Total Return+199.76%
Annualized Return+12.46%
Volatility+13.13%
Sharpe Ratio0.80
Max Drawdown+32.89%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio with core Vanguard index funds plus targeted allocations to Europe, emerging markets, and technology sectors.
AssetTypeAllocationTER
IE00B03HD191
Vanguard Global Stock Index Fund EUR AccIE00B03HD191
FUND
50.0%0.18%
LU1670707527
M&G (Lux) European Strategic Value Fund A EUR AccLU1670707527
FUND
10.0%1.86%
IE0031786696
Vanguard Emerging Markets Stock Index Fund EUR AccIE0031786696
FUND
10.0%0.08%
IE00BH6XS969
Heptagon Fund ICAV - Kopernik Global All-Cap Equity Fund A USD AccIE00BH6XS969
FUND
10.0%1.45%
IE00B42N9S52
Polar Capital Global Technology Fund I IncomeIE00B42N9S52
FUND
10.0%1.03%
ES0119199000
COBAS INTERNACIONALES0119199000
FUND
10.0%1.56%
Total100.0%0.69%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €29,975.52
Histogram of Monthly Returns
The portfolio had a positive return during 74 of the 113 months (65%)
Monthly Returns Heatmap
Best month: +12.0% • Worst month: -14.4% • Best year: 2021 (+26.9%) • Worst year: 2022 (-11.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.5%+3.5%-5.2%+9.2%+6.3%+0.1%-0.4%-----+18.5%
2025+3.2%-0.6%-5.8%-2.9%+7.0%+2.0%+4.2%+1.0%+4.2%+4.7%-0.2%+1.0%+18.6%
2024+1.9%+4.3%+3.7%-1.0%+2.9%+2.7%+0.4%+0.0%+1.6%+0.2%+5.0%+0.3%+24.0%
2023+6.0%+0.2%+0.3%-0.6%+2.5%+2.4%+3.4%-1.2%-0.9%-3.1%+5.5%+3.4%+18.9%
2022-2.5%-2.4%+3.3%-2.6%-0.7%-7.2%+8.4%-1.7%-7.6%+4.9%+4.0%-6.6%-11.5%
2021+1.0%+3.6%+5.3%+1.8%+1.4%+3.5%-0.4%+2.7%-0.9%+4.5%-0.8%+2.4%+26.9%
2020-1.4%-6.9%-14.4%+12.0%+3.1%+2.2%+0.1%+5.2%-2.2%-2.0%+11.0%+3.3%+7.4%
2019+7.8%+3.1%+1.8%+3.5%-6.0%+3.8%+1.8%-2.0%+2.8%+1.0%+3.5%+2.5%+25.6%
2018+1.2%-1.9%-2.5%+3.2%+3.1%-0.9%+1.5%+0.3%+0.6%-5.0%+0.3%-7.7%-8.1%
2017--+0.1%-0.0%-1.1%-1.3%+0.2%-0.4%+2.5%+3.4%-0.6%+1.1%+4.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.89% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -15.0%.

Detailed Metrics

Returns
Total Return
+199.76%
Annualized Return
+12.46%
Avg Monthly Return
+1.05%
Risk
Volatility (Annual)
+13.13%
Max Drawdown
+32.89%
Positive Months
65%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.80
Risk-free rate: 2.0%
Sortino Ratio
0.71
Downside risk adjusted
Return/Volatility
0.95
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
5.96
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
29,975.52
Backtest Period
2017-03-03 to 2026-07-09
9.3 years
Rebalancing
monthly
Base Currency
EUR
50W 10EM 10M&G 10COBAS 10KOP 10POLAR | ETF Backtest