Optimize
Annual Rebalancing
EUR
Moderate Risk
7.9yr backtest

Performance Summary

Total Return+120.12%
Annualized Return+10.45%
Volatility+16.03%
Sharpe Ratio0.53
Max Drawdown+34.59%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio with 60% developed, 20% emerging markets, and 20% small-cap stocks for broad equity exposure.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
60.0%0.2%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
20.0%0.18%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
20.0%0.35%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,012.19
Histogram of Monthly Returns
The portfolio had a positive return during 61 of the 97 months (63%)
Monthly Returns Heatmap
Best month: +10.0% • Worst month: -13.1% • Best year: 2019 (+28.8%) • Worst year: 2022 (-13.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+2.5%-6.1%+2.2%--------+1.0%
2025+4.0%-2.5%-6.8%-4.0%+5.9%+1.4%+4.6%+0.2%+2.9%+4.3%-0.4%+0.4%+9.7%
2024+1.6%+3.4%+3.7%-1.7%+0.9%+4.0%+1.2%-0.9%+2.1%+0.5%+6.5%-1.8%+21.0%
2023+5.6%-0.3%-0.8%-0.6%+1.7%+3.8%+3.1%-1.6%-1.5%-4.2%+5.7%+4.7%+16.1%
2022-4.7%-1.5%+3.0%-1.9%-3.2%-6.2%+8.9%-1.1%-6.5%+3.1%+2.0%-5.4%-13.8%
2021+1.9%+3.2%+5.1%+1.4%-0.3%+4.2%-0.0%+2.8%-1.5%+4.0%-0.3%+3.4%+26.3%
2020-1.4%-8.3%-13.1%+10.0%+2.2%+2.7%+0.2%+4.9%-0.5%-1.3%+9.7%+2.9%+5.7%
2019+8.6%+3.3%+2.1%+3.3%-5.4%+3.8%+3.1%-2.5%+3.2%+0.3%+4.0%+2.5%+28.8%
2018---+2.3%+3.5%-0.9%+2.1%+1.2%+0.2%-5.7%+1.1%-7.8%-4.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.59% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -16.6%.

Detailed Metrics

Returns
Total Return
+120.12%
Annualized Return
+10.45%
Avg Monthly Return
+0.90%
Risk
Volatility (Annual)
+16.03%
Max Drawdown
+34.59%
Positive Months
63%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.53
Risk-free rate: 2.0%
Sortino Ratio
0.47
Downside risk adjusted
Return/Volatility
0.65
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
7.29
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,012.19
Backtest Period
2018-04-25 to 2026-04-02
7.9 years
Rebalancing
annual
Base Currency
EUR