HomePortfolios55W 10EM 10M&G 10KOP 10POLAR 5 AZ

55W 10EM 10M&G 10KOP 10POLAR 5 AZ

Created byuser-xmlq1n
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Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
10.7yr backtest

Performance Summary

Total Return+270.37%
Annualized Return+13.00%
Volatility+13.14%
Sharpe Ratio0.84
Max Drawdown+32.29%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity portfolio blending broad market ETFs with targeted European, emerging markets, and technology funds for growth.
AssetTypeAllocationTER
IE00B03HD191
Vanguard Global Stock Index Fund EUR Acc • IE00B03HD191
FUND
55.0%0.18%
LU1670707527
M&G (Lux) European Strategic Value Fund A EUR Acc • LU1670707527
FUND
10.0%1.86%
IE0031786696
Vanguard Emerging Markets Stock Index Fund EUR Acc • IE0031786696
FUND
10.0%0.08%
IE00BH6XS969
Heptagon Fund ICAV - Kopernik Global All-Cap Equity Fund A USD Acc • IE00BH6XS969
FUND
10.0%1.45%
IE00B42N9S52
Polar Capital Global Technology Fund I Income • IE00B42N9S52
FUND
10.0%1.03%
ES0112611001
AZVALOR INTERNACIONAL • ES0112611001
FUND
5.0%1.85%
Total100.0%0.63%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €37,036.56
Histogram of Monthly Returns
The portfolio had a positive return during 87 of the 130 months (67%)
Monthly Returns Heatmap
Best month: +12.6% • Worst month: -13.4% • Best year: 2021 (+26.8%) • Worst year: 2022 (-11.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.2%+3.2%-5.0%+9.3%+6.3%+0.1%-0.5%-----+18.3%
2025+3.5%-0.8%-6.2%-3.2%+6.8%+2.2%+4.1%+0.9%+4.3%+4.9%-0.3%+0.6%+17.4%
2024+1.8%+4.0%+3.7%-1.3%+2.6%+2.8%+0.4%+0.0%+1.6%+0.5%+5.2%-0.4%+22.8%
2023+5.7%-0.1%+0.8%-0.7%+2.9%+2.6%+3.0%-1.2%-1.1%-2.9%+5.8%+3.3%+19.2%
2022-2.7%-2.2%+3.0%-2.3%-1.4%-6.7%+8.7%-1.9%-7.0%+4.4%+4.0%-6.6%-11.4%
2021+0.6%+3.4%+5.2%+1.6%+1.3%+3.8%+0.0%+2.4%-1.2%+4.9%-0.5%+2.5%+26.8%
2020-0.7%-6.9%-13.4%+12.6%+3.4%+2.6%+0.5%+5.0%-2.0%-1.8%+10.0%+3.2%+10.0%
2019+7.9%+3.3%+2.0%+3.2%-5.6%+4.1%+2.1%-1.5%+2.5%+0.5%+3.2%+2.1%+25.9%
2018+1.6%-1.8%-2.6%+3.2%+3.6%-0.9%+1.8%+0.6%+0.6%-4.8%+0.8%-7.0%-5.4%
2017+1.4%+3.6%+0.8%-0.1%-0.9%-1.5%-0.0%+0.0%+2.5%+3.5%-0.7%+0.8%+9.7%
2016-6.4%+0.3%+3.1%+2.7%+2.5%+0.3%+4.8%+0.9%+0.1%+0.5%+3.1%+3.0%+15.4%
2015----------0.6%+3.2%-4.6%-2.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.29% • The longest drawdown period lasted for 1 year and 10 months and was between November 2021 and September 2023. It reached a trough of -14.6%.

Detailed Metrics

Returns
Total Return
+270.37%
Annualized Return
+13.00%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+13.14%
Max Drawdown
+32.29%
Positive Months
67%
Average Drawdown
-4.2%
Risk-Adjusted
Sharpe Ratio
0.84
Risk-free rate: 2.0%
Sortino Ratio
0.76
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
5.68
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€37,036.56
Backtest Period
2015-10-23 to 2026-07-09
10.7 years
Rebalancing
monthly
Base Currency
EUR
55W 10EM 10M&G 10KOP 10POLAR 5 AZ | 10-Year Backtest