HomePortfolios50W 10EM 7,5 SC 12,5 M&G 12,5KOP 7,5 POLAR

50W 10EM 7,5 SC 12,5 M&G 12,5KOP 7,5 POLAR

Created byuser-xmlq1n
Optimize
Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
12.0yr backtest

Performance Summary

Total Return+319.05%
Annualized Return+12.68%
Volatility+13.10%
Sharpe Ratio0.82
Max Drawdown+32.53%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with core index funds plus strategic tilts to Europe, emerging markets, technology, and small-caps 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
12.5%1.86%
IE00BH6XS969
Heptagon Fund ICAV - Kopernik Global All-Cap Equity Fund A USD Acc • IE00BH6XS969
FUND
12.5%1.45%
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
7.5%1.03%
IE00B42W4L06
Vanguard Global Small-Cap Index Fund EUR Acc • IE00B42W4L06
FUND
7.5%0.29%
Total100.0%0.61%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €41,905.38
Histogram of Monthly Returns
The portfolio had a positive return during 98 of the 145 months (68%)
Monthly Returns Heatmap
Best month: +12.5% • Worst month: -13.6% • Best year: 2019 (+26.1%) • Worst year: 2022 (-12.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.9%+3.3%-5.5%+8.7%+6.1%+0.5%-0.5%-----+16.9%
2025+3.5%-0.6%-5.8%-2.9%+6.6%+2.1%+3.9%+1.0%+4.2%+4.4%+0.0%+0.6%+17.3%
2024+1.7%+4.1%+3.6%-1.4%+2.5%+2.4%+1.0%-0.0%+1.7%+0.4%+5.3%-0.7%+22.4%
2023+5.7%+0.0%+0.2%-0.5%+2.5%+2.5%+2.9%-1.2%-1.1%-3.1%+5.6%+3.6%+18.2%
2022-2.9%-2.7%+2.4%-2.4%-1.4%-6.8%+8.7%-1.9%-7.2%+4.4%+4.0%-6.4%-12.7%
2021+0.8%+3.4%+5.4%+1.7%+1.0%+3.6%+0.0%+2.5%-1.4%+4.7%-0.7%+2.6%+26.0%
2020-0.6%-7.0%-13.6%+12.5%+3.6%+2.3%+0.3%+4.8%-1.8%-1.9%+9.9%+3.4%+9.8%
2019+7.8%+3.3%+1.6%+3.3%-5.3%+3.9%+2.3%-1.6%+2.7%+0.5%+3.3%+2.2%+26.1%
2018+1.5%-1.8%-2.5%+3.0%+3.6%-0.9%+1.8%+0.4%+0.5%-4.8%+0.9%-7.2%-6.1%
2017+1.3%+3.5%+0.6%-0.1%-1.1%-1.4%-0.2%+0.0%+2.7%+3.5%-0.6%+0.7%+9.1%
2016-6.6%+0.3%+3.1%+3.0%+2.4%+0.2%+4.8%+1.0%+0.1%+0.5%+3.5%+3.2%+16.1%
2015+5.9%+5.7%+3.1%-1.7%+2.4%-3.4%+1.3%-7.5%-2.7%+8.9%+3.3%-4.7%+9.7%
2014-------0.2%+3.4%-0.1%+0.1%+1.9%+1.1%+6.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.53% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -16.0%.

Detailed Metrics

Returns
Total Return
+319.05%
Annualized Return
+12.68%
Avg Monthly Return
+1.06%
Risk
Volatility (Annual)
+13.10%
Max Drawdown
+32.53%
Positive Months
68%
Average Drawdown
-4.8%
Risk-Adjusted
Sharpe Ratio
0.82
Risk-free rate: 2.0%
Sortino Ratio
0.74
Downside risk adjusted
Return/Volatility
0.97
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
6.26
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€41,905.38
Backtest Period
2014-07-15 to 2026-07-16
12.0 years
Rebalancing
monthly
Base Currency
EUR