Optimize
None Rebalancing
EUR
Moderate Risk
8.5yr backtest

Performance Summary

Total Return+114.29%
Annualized Return+9.34%
Volatility+15.64%
Sharpe Ratio0.47
Max Drawdown+33.61%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio with 50% world, 30% emerging markets, and 20% European stocks for balanced growth.
AssetTypeAllocationTER
IWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
50.0%0.2%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
30.0%0.18%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
20.0%0.07%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,429.42
Histogram of Monthly Returns
The portfolio had a positive return during 67 of the 104 months (64%)
Monthly Returns Heatmap
Best month: +11.3% • Worst month: -12.7% • Best year: 2019 (+25.6%) • Worst year: 2022 (-15.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.3%+2.3%-7.9%+2.4%---------0.4%
2025+4.0%-1.0%-3.9%-0.6%+5.8%+3.1%+2.3%+1.3%+3.2%+3.2%-0.1%+1.5%+20.1%
2024+0.7%+3.1%+3.6%-1.7%+2.1%+3.1%+1.0%+1.0%+2.3%-1.8%+3.0%-1.4%+15.8%
2023+6.5%-1.7%+1.5%+1.0%-0.9%+4.7%+3.5%-2.8%-2.6%-3.8%+7.8%+4.6%+18.3%
2022-4.0%-2.5%+1.9%-4.5%-1.7%-7.5%+6.2%-2.3%-8.0%+3.1%+6.4%-3.0%-15.7%
2021+0.7%+2.4%+3.3%+2.6%+1.7%+1.8%-0.1%+2.3%-3.0%+3.8%-1.9%+3.6%+18.6%
2020-2.1%-8.0%-12.7%+8.5%+2.6%+4.1%+3.2%+4.8%-1.6%-2.3%+11.3%+4.2%+10.0%
2019+7.8%+2.4%+1.7%+3.1%-5.6%+5.1%+0.9%-2.9%+2.9%+1.7%+2.7%+3.7%+25.6%
2018+3.7%-3.4%-2.3%+2.0%+0.1%-1.3%+2.8%-0.8%+0.5%-6.9%+1.4%-5.8%-10.1%
2017--------+0.2%+2.8%+0.3%+2.0%+5.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.61% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and February 2024. It reached a trough of -22.7%.

Detailed Metrics

Returns
Total Return
+114.29%
Annualized Return
+9.34%
Avg Monthly Return
+0.81%
Risk
Volatility (Annual)
+15.64%
Max Drawdown
+33.61%
Positive Months
64%
Average Drawdown
-5.9%
Risk-Adjusted
Sharpe Ratio
0.47
Risk-free rate: 2.0%
Sortino Ratio
0.42
Downside risk adjusted
Return/Volatility
0.60
Calmar Ratio
0.28
Return/Max Drawdown
Ulcer Index
7.72
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,429.42
Backtest Period
2017-09-19 to 2026-04-02
8.5 years
Rebalancing
none
Base Currency
EUR