Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
8.6yr backtest

Performance Summary

Total Return+131.55%
Annualized Return+10.26%
Volatility+15.48%
Sharpe Ratio0.53
Max Drawdown+33.64%

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 €23,154.97
Histogram of Monthly Returns
The portfolio had a positive return during 66 of the 104 months (63%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -12.5% • Best year: 2019 (+27.0%) • Worst year: 2022 (-12.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+3.2%-6.8%+8.9%--------+6.9%
2025+4.0%-1.1%-6.1%-3.2%+5.5%+0.7%+3.4%+0.8%+3.0%+4.0%-0.3%+0.8%+11.6%
2024+2.0%+3.1%+3.7%-1.0%+1.1%+3.9%+0.4%-0.2%+1.8%-0.4%+4.9%-0.4%+20.2%
2023+5.6%-0.2%+0.2%+0.1%+0.8%+3.5%+3.0%-2.0%-1.3%-3.8%+6.0%+3.8%+16.4%
2022-3.4%-2.4%+2.7%-1.9%-2.7%-6.3%+7.8%-1.3%-6.7%+2.9%+3.0%-4.4%-12.8%
2021+1.1%+2.7%+5.0%+1.3%+0.9%+3.4%-0.1%+2.6%-1.9%+3.9%-0.7%+3.4%+23.4%
2020-1.2%-8.0%-12.5%+8.5%+2.1%+3.1%+0.3%+4.6%-0.8%-2.0%+9.3%+3.5%+5.0%
2019+7.8%+2.9%+2.3%+3.3%-5.3%+3.9%+2.3%-2.8%+3.5%+0.6%+3.5%+2.7%+27.0%
2018+1.4%-2.4%-2.5%+3.4%+1.6%-0.9%+2.3%-0.8%+0.7%-5.9%+1.4%-6.0%-8.0%
2017--------+0.7%+3.5%-0.9%+1.8%+5.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.64% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and December 2023. It reached a trough of -16.1%.

Detailed Metrics

Returns
Total Return
+131.55%
Annualized Return
+10.26%
Avg Monthly Return
+0.88%
Risk
Volatility (Annual)
+15.48%
Max Drawdown
+33.64%
Positive Months
63%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.53
Risk-free rate: 2.0%
Sortino Ratio
0.48
Downside risk adjusted
Return/Volatility
0.66
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
6.76
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,154.97
Backtest Period
2017-09-19 to 2026-04-24
8.6 years
Rebalancing
none
Base Currency
EUR