Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
12.0yr backtest

Performance Summary

Total Return+288.56%
Annualized Return+12.01%
Volatility+15.68%
Sharpe Ratio0.64
Max Drawdown+33.51%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 88% developed and 12% emerging markets via core iShares ETFs for diversified, long-term growth.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
88.0%0.2%
EIMI.SW
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
12.0%0.18%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €38,856.4
Histogram of Monthly Returns
The portfolio had a positive return during 95 of the 145 months (66%)
Monthly Returns Heatmap
Best month: +9.6% • Worst month: -11.1% • Best year: 2021 (+30.4%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.8%+1.5%-5.2%+8.7%+5.7%+1.3%-1.1%+3.5%----+15.5%
2025+4.3%-2.3%-7.6%-3.9%+6.2%+1.0%+4.7%-0.3%+2.7%+4.4%-0.4%+0.3%+8.5%
2024+3.1%+3.7%+3.6%-1.8%+1.1%+4.9%+0.2%-0.3%+1.6%+1.0%+7.0%-1.1%+25.1%
2023+5.1%+0.3%+0.2%+0.1%+2.3%+3.8%+2.5%-0.9%-1.5%-3.5%+5.8%+4.0%+19.2%
2022-5.0%-1.8%+4.2%-2.5%-3.4%-6.2%+9.6%-1.6%-5.9%+3.9%+0.9%-5.6%-13.7%
2021+0.8%+3.1%+5.7%+1.7%-0.2%+4.6%+1.1%+3.0%-1.8%+4.7%+0.4%+3.9%+30.4%
2020-0.2%-8.6%-11.1%+9.6%+2.2%+2.1%-0.0%+5.7%-1.1%-2.4%+9.3%+2.3%+5.7%
2019+8.0%+3.6%+2.5%+3.5%-4.9%+3.9%+3.4%-2.0%+3.3%+0.1%+4.2%+1.9%+30.3%
2018+1.2%-1.9%-3.4%+3.7%+3.1%-0.2%+2.4%+1.4%+0.6%-5.1%+0.8%-7.9%-5.8%
2017-0.5%+5.0%+0.6%-0.5%-1.1%-0.9%-0.5%-0.5%+2.6%+3.6%-0.4%+1.5%+9.0%
2016-6.9%+0.5%+1.7%+0.2%+3.6%-0.6%+4.0%+0.3%+0.3%+0.5%+4.7%+2.6%+11.0%
2015+5.3%+6.4%+2.8%-1.1%+1.5%-3.7%+2.1%-8.6%-3.3%+9.6%+3.5%-4.1%+9.2%
2014-------+1.7%+1.3%+1.1%+2.6%+1.0%+7.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.51% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.4%.

Detailed Metrics

Returns
Total Return
+288.56%
Annualized Return
+12.01%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+15.68%
Max Drawdown
+33.51%
Positive Months
66%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.64
Risk-free rate: 2.0%
Sortino Ratio
0.59
Downside risk adjusted
Return/Volatility
0.77
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
6.81
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
38,856.4
Backtest Period
2014-08-20 to 2026-08-07
12.0 years
Rebalancing
none
Base Currency
EUR
70/30 | +12.0% CAGR | ETF Backtest