Optimize
None Rebalancing
EUR
Moderate Risk
11.8yr backtest

Performance Summary

Total Return+218.23%
Annualized Return+10.29%
Volatility+15.98%
Sharpe Ratio0.52
Max Drawdown+33.20%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 70% developed markets ETF and 30% emerging markets ETF for a simple, diversified core holding.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
70.0%0.2%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
30.0%0.18%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €31,823.31
Histogram of Monthly Returns
The portfolio had a positive return during 94 of the 143 months (66%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -11.7% • Best year: 2019 (+28.6%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+1.9%-5.8%+2.1%---------0.1%
2025+4.0%-2.1%-7.0%-3.9%+6.0%+1.3%+4.7%-0.3%+3.1%+4.5%-0.7%+0.4%+9.6%
2024+2.5%+3.7%+3.5%-1.4%+0.9%+5.0%+0.1%-0.5%+2.0%+0.7%+6.2%-1.0%+23.6%
2023+5.2%-0.5%+0.3%-0.3%+2.1%+3.6%+2.9%-1.4%-1.3%-3.6%+5.8%+3.8%+17.3%
2022-4.2%-2.1%+3.4%-2.1%-3.1%-6.0%+8.5%-1.1%-6.3%+2.8%+2.1%-5.4%-13.7%
2021+1.4%+2.8%+5.1%+1.3%-0.1%+4.5%+0.1%+2.8%-1.7%+4.1%+0.2%+3.4%+26.3%
2020-1.2%-7.9%-11.7%+9.3%+1.7%+2.9%+0.5%+4.9%-0.7%-1.7%+9.1%+2.5%+5.9%
2019+8.3%+2.9%+2.5%+3.2%-5.2%+3.9%+2.8%-2.2%+3.2%+0.3%+3.7%+2.7%+28.6%
2018+1.8%-2.1%-3.1%+3.0%+2.6%-1.1%+2.5%+0.6%+0.5%-5.4%+1.4%-7.2%-6.8%
2017+0.1%+4.9%+1.0%-0.5%-1.0%-0.8%-0.1%-0.1%+2.2%+3.8%-0.5%+1.8%+11.0%
2016-6.6%+0.5%+2.6%-0.2%+3.0%+0.3%+4.2%+0.6%+0.6%+0.8%+3.5%+2.3%+11.7%
2015+5.9%+6.0%+2.8%-0.3%+0.8%-4.0%+0.5%-8.8%-3.0%+9.2%+3.1%-4.5%+6.5%
2014-----+0.3%+1.6%+4.1%+0.3%+1.1%+1.9%+0.3%+9.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.20% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -15.8%.

Detailed Metrics

Returns
Total Return
+218.23%
Annualized Return
+10.29%
Avg Monthly Return
+0.88%
Risk
Volatility (Annual)
+15.98%
Max Drawdown
+33.20%
Positive Months
66%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.52
Risk-free rate: 2.0%
Sortino Ratio
0.48
Downside risk adjusted
Return/Volatility
0.64
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
7.34
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
31,823.31
Backtest Period
2014-06-06 to 2026-04-02
11.8 years
Rebalancing
none
Base Currency
EUR