Optimize
Annual Rebalancing
EUR
Moderate Risk
11.8yr backtest

Performance Summary

Total Return+214.53%
Annualized Return+10.18%
Volatility+15.99%
Sharpe Ratio0.51
Max Drawdown+33.11%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global ETF portfolio with 70% developed and 30% emerging markets for broad equity exposure and growth potential.
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 €31,453.18
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: -11.9% • Best year: 2019 (+28.3%) • Worst year: 2022 (-13.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.7%+2.3%-6.3%+2.1%--------+0.5%
2025+3.7%-1.9%-6.4%-4.0%+5.8%+1.6%+4.6%-0.3%+3.5%+4.7%-0.9%+0.4%+10.7%
2024+2.0%+3.6%+3.5%-1.0%+0.7%+5.0%+0.1%-0.6%+2.4%+0.4%+5.5%-0.9%+22.3%
2023+5.3%-0.9%+0.3%-0.5%+2.0%+3.5%+3.1%-1.7%-1.2%-3.7%+5.7%+3.7%+16.2%
2022-3.8%-2.3%+3.0%-1.9%-3.0%-5.8%+7.9%-0.8%-6.6%+2.2%+2.8%-5.3%-13.8%
2021+1.6%+2.7%+4.9%+1.2%-0.0%+4.4%-0.2%+2.8%-1.7%+3.9%+0.1%+3.3%+25.2%
2020-1.5%-7.7%-11.9%+9.3%+1.5%+3.2%+0.7%+4.7%-0.6%-1.5%+9.0%+2.6%+6.0%
2019+8.3%+2.8%+2.5%+3.1%-5.3%+3.9%+2.7%-2.3%+3.3%+0.3%+3.6%+2.9%+28.3%
2018+1.9%-2.2%-3.0%+2.9%+2.5%-1.2%+2.5%+0.6%+0.5%-5.4%+1.5%-7.1%-6.9%
2017+0.2%+4.9%+1.0%-0.4%-0.9%-0.8%+0.0%-0.0%+2.1%+3.8%-0.5%+1.8%+11.5%
2016-6.5%+0.5%+2.9%-0.2%+2.8%+0.5%+4.2%+0.6%+0.7%+0.9%+3.2%+2.1%+11.8%
2015+5.9%+6.0%+2.8%-0.2%+0.8%-4.0%+0.4%-8.9%-3.0%+9.2%+3.1%-4.5%+6.2%
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: +33.11% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -15.6%.

Detailed Metrics

Returns
Total Return
+214.53%
Annualized Return
+10.18%
Avg Monthly Return
+0.87%
Risk
Volatility (Annual)
+15.99%
Max Drawdown
+33.11%
Positive Months
66%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.51
Risk-free rate: 2.0%
Sortino Ratio
0.47
Downside risk adjusted
Return/Volatility
0.64
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
7.41
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
31,453.18
Backtest Period
2014-06-06 to 2026-04-02
11.8 years
Rebalancing
annual
Base Currency
EUR