HomePortfolios60W 10EM 10M&G 5AZ 10KOP 5POLAR

60W 10EM 10M&G 5AZ 10KOP 5POLAR

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Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
10.7yr backtest

Performance Summary

Total Return+245.14%
Annualized Return+12.24%
Volatility+12.98%
Sharpe Ratio0.79
Max Drawdown+32.78%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 60% world index, plus Europe, emerging markets, and global stock funds for diversified growth.
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%
ES0112611001
AZVALOR INTERNACIONALES0112611001
FUND
5.0%1.85%
IE00B42N9S52
Polar Capital Global Technology Fund I IncomeIE00B42N9S52
FUND
5.0%1.03%
Total100.0%0.59%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €34,513.85
Histogram of Monthly Returns
The portfolio had a positive return during 85 of the 130 months (65%)
Monthly Returns Heatmap
Best month: +12.5% • Worst month: -13.7% • Best year: 2021 (+27.5%) • Worst year: 2022 (-10.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.6%+3.1%-5.0%+8.2%+5.6%+0.0%+0.0%-----+16.1%
2025+3.4%-0.5%-5.8%-3.4%+6.3%+1.8%+3.8%+0.9%+4.0%+4.3%-0.0%+0.6%+15.9%
2024+1.6%+3.9%+3.7%-1.2%+2.5%+2.5%+0.9%-0.0%+1.6%+0.4%+5.2%-0.6%+22.1%
2023+5.4%-0.2%+0.5%-0.4%+2.2%+2.6%+3.0%-1.1%-1.0%-2.9%+5.5%+3.3%+17.8%
2022-2.4%-2.2%+3.1%-2.0%-1.3%-6.6%+8.6%-1.9%-6.8%+4.7%+4.0%-6.4%-10.1%
2021+0.4%+3.5%+5.6%+1.7%+1.4%+3.6%+0.1%+2.4%-1.1%+5.0%-0.6%+2.8%+27.5%
2020-1.0%-7.2%-13.7%+12.5%+3.2%+2.3%+0.3%+4.9%-2.0%-2.0%+10.2%+3.2%+8.2%
2019+7.7%+3.2%+1.9%+3.1%-5.4%+4.1%+2.0%-1.5%+2.7%+0.4%+3.1%+2.1%+25.4%
2018+1.4%-2.0%-2.6%+3.3%+3.3%-0.8%+1.9%+0.2%+0.7%-4.6%+0.8%-7.0%-6.0%
2017+1.2%+3.5%+0.7%-0.2%-1.1%-1.4%-0.2%-0.1%+2.5%+3.2%-0.7%+0.9%+8.6%
2016-6.2%+0.3%+3.1%+2.8%+2.2%+0.2%+4.6%+0.8%-0.1%+0.5%+3.2%+3.2%+15.2%
2015----------0.7%+3.0%-4.6%-2.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.78% • 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
+245.14%
Annualized Return
+12.24%
Avg Monthly Return
+1.02%
Risk
Volatility (Annual)
+12.98%
Max Drawdown
+32.78%
Positive Months
65%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
0.79
Risk-free rate: 2.0%
Sortino Ratio
0.71
Downside risk adjusted
Return/Volatility
0.94
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
5.53
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
34,513.85
Backtest Period
2015-10-23 to 2026-07-16
10.7 years
Rebalancing
monthly
Base Currency
EUR
60W 10EM 10M&G 5AZ 10KOP 5POLAR | +12.2% CAGR | ETF Backtest