HomePortfolios60 WORLD 10 EME 10 M&G 10 HOROS 10 KOP

60 WORLD 10 EME 10 M&G 10 HOROS 10 KOP

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Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
8.1yr backtest

Performance Summary

Total Return+151.59%
Annualized Return+12.02%
Volatility+13.23%
Sharpe Ratio0.76
Max Drawdown+33.44%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity portfolio for growth, blending Vanguard world/emerging markets with European and value-focused funds.
AssetTypeAllocationTER
IE00B03HD191
Vanguard Global Stock Index Fund EUR AccIE00B03HD191
FUND
60.0%0.18%
LU1670707527
M&G (Lux) European Strategic Value Fund A EUR AccLU1670707527
FUND
10.0%1.86%
IE0031786696
Vanguard Emerging Markets Stock Index Fund EUR AccIE0031786696
FUND
10.0%0.08%
IE00BH6XS969
Heptagon Fund ICAV - Kopernik Global All-Cap Equity Fund A USD AccIE00BH6XS969
FUND
10.0%1.45%
ES0146309002
HOROS VALUE INTERNACIONALES0146309002
FUND
10.0%1.8%
Total100.0%0.63%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,158.68
Histogram of Monthly Returns
The portfolio had a positive return during 62 of the 99 months (63%)
Monthly Returns Heatmap
Best month: +12.4% • Worst month: -14.5% • Best year: 2021 (+28.3%) • Worst year: 2018 (-10.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+2.7%-5.2%+7.2%+4.8%-0.1%+0.3%-----+12.4%
2025+3.5%+0.2%-5.2%-3.2%+6.0%+1.5%+3.8%+1.0%+3.4%+3.6%-0.1%+0.8%+15.8%
2024+1.4%+3.8%+3.7%-0.9%+2.5%+1.6%+1.3%-0.1%+1.8%+0.1%+5.1%-0.6%+21.3%
2023+5.3%-0.0%-0.0%-0.1%+1.4%+2.8%+3.0%-1.4%-0.9%-2.9%+5.2%+3.2%+16.5%
2022-2.1%-2.7%+2.6%-1.8%-0.9%-6.4%+8.2%-2.1%-7.2%+4.8%+4.4%-5.6%-9.5%
2021+0.5%+4.0%+6.2%+1.6%+1.6%+3.1%+0.1%+2.4%-0.9%+4.7%-0.9%+3.0%+28.3%
2020-1.0%-7.0%-14.5%+12.4%+2.8%+1.8%-0.4%+4.8%-2.1%-2.1%+11.1%+3.2%+6.1%
2019+7.6%+3.0%+1.6%+3.0%-5.4%+3.6%+2.1%-2.0%+2.9%+0.7%+3.3%+2.3%+24.4%
2018-----1.0%-0.7%+2.0%-0.2%+0.4%-4.9%+0.9%-7.4%-10.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.44% • The longest drawdown period lasted for 1 year and 8 months and was between November 2021 and July 2023. It reached a trough of -13.7%.

Detailed Metrics

Returns
Total Return
+151.59%
Annualized Return
+12.02%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+13.23%
Max Drawdown
+33.44%
Positive Months
63%
Average Drawdown
-4.3%
Risk-Adjusted
Sharpe Ratio
0.76
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.91
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
5.92
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,158.68
Backtest Period
2018-05-22 to 2026-07-09
8.1 years
Rebalancing
monthly
Base Currency
EUR
60 WORLD 10 EME 10 M&G 10 HOROS 10 KOP | ETF Backtest