HomePortfolios50W 10ROB EM 10JANUS SC 10M&G 10KOPERNIK 10 POLAR TECH

50W 10ROB EM 10JANUS SC 10M&G 10KOPERNIK 10 POLAR TECH

Optimize
Monthly Rebalancing
EUR
Moderate Risk
6.0yr backtest

Performance Summary

Total Return+165.01%
Annualized Return+17.56%
Volatility+12.03%
Sharpe Ratio1.29
Max Drawdown+18.64%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio with core index fund plus targeted allocations to technology, Europe, emerging markets, and smaller companies.
AssetTypeAllocationTER
IE00B03HD191
Vanguard Global Stock Index Fund EUR AccIE00B03HD191
FUND
50.0%0.18%
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%
LU1670707527
M&G (Lux) European Strategic Value Fund A EUR AccLU1670707527
FUND
10.0%1.86%
LU0329355670
Robeco Active Quant Emerging Markets Equities DLU0329355670
FUND
10.0%1.5%
LU1984712320
Janus Henderson Horizon Global Smaller Companies Fund A2 EUR AccLU1984712320
FUND
10.0%1.87%
Total100.0%0.92%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €26,501.16
Histogram of Monthly Returns
The portfolio had a positive return during 49 of the 74 months (66%)
Monthly Returns Heatmap
Best month: +9.9% • Worst month: -7.2% • Best year: 2021 (+27.5%) • Worst year: 2022 (-13.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.7%+3.2%-5.2%+9.5%+6.5%+0.7%-0.7%-----+18.4%
2025+3.3%-1.0%-6.5%-3.1%+7.2%+2.6%+4.1%+0.7%+4.2%+4.5%-0.2%+0.4%+16.7%
2024+2.5%+4.8%+3.4%-1.6%+2.9%+2.6%+0.8%-0.2%+1.6%+0.7%+5.8%-0.6%+24.9%
2023+5.8%+0.6%+0.4%-0.7%+3.2%+3.0%+2.7%-0.9%-1.1%-3.2%+6.0%+3.7%+20.9%
2022-3.5%-2.6%+2.2%-2.5%-1.5%-7.1%+9.3%-2.2%-7.2%+4.5%+3.8%-6.5%-13.6%
2021+1.0%+3.3%+5.7%+1.6%+0.8%+3.9%+0.5%+2.6%-1.6%+4.6%+0.0%+2.5%+27.5%
2020-----+0.0%+0.5%+4.8%-1.7%-1.6%+9.9%+3.0%+15.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.64% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -16.5%.

Detailed Metrics

Returns
Total Return
+165.01%
Annualized Return
+17.56%
Avg Monthly Return
+1.39%
Risk
Volatility (Annual)
+12.03%
Max Drawdown
+18.64%
Positive Months
66%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
1.29
Risk-free rate: 2.0%
Sortino Ratio
1.21
Downside risk adjusted
Return/Volatility
1.46
Calmar Ratio
0.94
Return/Max Drawdown
Ulcer Index
5.69
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
26,501.16
Backtest Period
2020-06-30 to 2026-07-09
6.0 years
Rebalancing
monthly
Base Currency
EUR
50W 10ROB EM 10JANUS SC 10M&G 10KOPERNIK 10 POLAR TECH