None Rebalancing
EUR
Moderate Risk
Multi-currency
12.0yr backtest

Performance Summary

Total Return+286.25%
Annualized Return+11.88%
Volatility+15.64%
Sharpe Ratio0.63
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 €38,625.33
Histogram of Monthly Returns
The portfolio had a positive return during 96 of the 146 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%+2.2%+0.7%---+14.8%
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%.
When could this portfolio get you to financial independence?

70/30 returned +11.88% a year over the 12 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+286.25%
Annualized Return
+11.88%
Avg Monthly Return
+1.00%
Risk
Volatility (Annual)
+15.64%
Max Drawdown
+33.51%
Positive Months
66%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
6.79
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
38,625.33
Backtest Period
2014-08-20 to 2026-09-04
12.0 years
Rebalancing
none
Base Currency
EUR