HomePortfolios50W 10EM 10M&G 10HOROS 10 KOPERNIK 10TECH

50W 10EM 10M&G 10HOROS 10 KOPERNIK 10TECH

Optimize
Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
8.2yr backtest

Performance Summary

Total Return+175.34%
Annualized Return+13.17%
Volatility+13.48%
Sharpe Ratio0.83
Max Drawdown+32.45%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity portfolio with core index funds, emerging markets, European value, and targeted technology exposure.
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%
LU1670707527
M&G (Lux) European Strategic Value Fund A EUR AccLU1670707527
FUND
10.0%1.86%
ES0146309002
HOROS VALUE INTERNACIONALES0146309002
FUND
10.0%1.8%
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%
Total100.0%0.71%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €27,533.62
Histogram of Monthly Returns
The portfolio had a positive return during 63 of the 99 months (64%)
Monthly Returns Heatmap
Best month: +12.5% • Worst month: -13.9% • Best year: 2021 (+27.1%) • Worst year: 2022 (-12.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.6%+2.8%-5.3%+9.4%+6.3%+0.1%-2.0%-----+15.2%
2025+3.6%-0.5%-5.9%-2.9%+6.9%+2.3%+4.4%+0.9%+4.1%+4.7%-0.5%+0.8%+18.8%
2024+1.8%+4.1%+3.7%-1.1%+2.6%+2.4%+0.4%-0.1%+1.9%+0.3%+5.1%-0.1%+22.8%
2023+5.9%+0.2%+0.5%-0.7%+2.8%+2.7%+3.0%-1.5%-1.0%-2.9%+5.8%+3.3%+19.2%
2022-2.6%-2.8%+2.4%-2.4%-1.1%-6.5%+8.4%-2.0%-7.5%+4.2%+4.3%-5.9%-12.1%
2021+0.9%+3.8%+5.5%+1.5%+1.3%+3.6%-0.1%+2.5%-1.1%+4.7%-0.5%+2.5%+27.1%
2020-0.6%-6.6%-13.9%+12.5%+3.3%+2.3%-0.1%+4.9%-2.1%-1.8%+10.7%+3.3%+9.6%
2019+7.9%+3.2%+1.7%+3.3%-5.7%+3.6%+2.3%-2.0%+2.5%+0.8%+3.6%+2.3%+25.5%
2018-----0.8%-0.9%+1.8%+0.5%+0.2%-5.2%+1.0%-7.5%-10.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.45% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -15.7%.

Detailed Metrics

Returns
Total Return
+175.34%
Annualized Return
+13.17%
Avg Monthly Return
+1.11%
Risk
Volatility (Annual)
+13.48%
Max Drawdown
+32.45%
Positive Months
64%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.83
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
0.98
Calmar Ratio
0.41
Return/Max Drawdown
Ulcer Index
6.24
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
27,533.62
Backtest Period
2018-05-22 to 2026-07-30
8.2 years
Rebalancing
monthly
Base Currency
EUR
50W 10EM 10M&G 10HOROS 10 KOPERNIK 10TECH | ETF Backtest