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

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

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Monthly Rebalancing
EUR
Moderate Risk
6.0yr backtest

Performance Summary

Total Return+161.22%
Annualized Return+17.28%
Volatility+11.89%
Sharpe Ratio1.29
Max Drawdown+17.99%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified 100% equity portfolio targeting growth through core index funds and strategic regional & sector allocations.
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%
IE00BH6XSF26
Heptagon Fund ICAV - Kopernik Global All-Cap Equity Fund AE EUR AccIE00BH6XSF26
FUND
10.0%1.45%
IE00BM95B621
Polar Capital Funds PLC - Polar Capital Global Technology Fund R EUR AccumulationIE00BM95B621
FUND
10.0%1.64%
ES0146309002
HOROS VALUE INTERNACIONALES0146309002
FUND
10.0%1.8%
Total100.0%0.77%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €26,122.46
Histogram of Monthly Returns
The portfolio had a positive return during 46 of the 74 months (62%)
Monthly Returns Heatmap
Best month: +10.7% • Worst month: -7.4% • Best year: 2021 (+27.1%) • Worst year: 2022 (-12.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.4%+3.0%-5.3%+9.5%+6.1%+0.2%-0.5%-----+16.9%
2025+3.5%-0.4%-6.0%-2.9%+6.9%+2.5%+4.4%+0.6%+4.3%+4.7%-0.5%+0.7%+18.7%
2024+1.8%+4.3%+3.4%-1.2%+2.7%+2.3%+0.6%-0.2%+1.8%+0.4%+5.1%-0.1%+22.8%
2023+5.8%+0.2%+0.5%-0.7%+2.8%+2.7%+3.0%-1.5%-1.0%-2.9%+5.7%+3.3%+19.1%
2022-2.6%-2.8%+2.4%-2.3%-1.1%-6.5%+8.4%-2.1%-7.4%+4.1%+4.5%-6.0%-12.1%
2021+0.9%+3.7%+5.5%+1.6%+1.4%+3.5%-0.1%+2.4%-1.1%+4.7%-0.5%+2.4%+27.1%
2020-----+0.0%-0.1%+4.9%-2.1%-1.8%+10.7%+3.1%+15.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.99% • 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
+161.22%
Annualized Return
+17.28%
Avg Monthly Return
+1.37%
Risk
Volatility (Annual)
+11.89%
Max Drawdown
+17.99%
Positive Months
62%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
1.29
Risk-free rate: 2.0%
Sortino Ratio
1.19
Downside risk adjusted
Return/Volatility
1.45
Calmar Ratio
0.96
Return/Max Drawdown
Ulcer Index
5.30
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
26,122.46
Backtest Period
2020-06-30 to 2026-07-09
6.0 years
Rebalancing
monthly
Base Currency
EUR
50W 10EM 10M&G 10HOROS 10 KOPERNIK 10TECH | 1.29 Sharpe