Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
14.7yr backtest

Performance Summary

Total Return+360.61%
Annualized Return+10.91%
Volatility+15.87%
Sharpe Ratio0.56
Max Drawdown+33.09%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified 70/30 ETF portfolio blending core developed world and emerging markets equities for balanced growth.
AssetTypeAllocationTER
SWDA.SW
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
70.0%0.2%
SEMA.LSE
iShares MSCI EM UCITS ETF (Acc)IE00B4L5YC18
ETF
30.0%0.18%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €46,060.57
Histogram of Monthly Returns
The portfolio had a positive return during 119 of the 178 months (67%)
Monthly Returns Heatmap
Best month: +10.5% • Worst month: -11.9% • Best year: 2019 (+28.8%) • Worst year: 2022 (-14.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+2.7%-6.1%+9.4%--------+6.0%
2025+4.2%-2.1%-7.3%-3.8%+5.9%+0.7%+4.0%+0.9%+2.9%+4.3%-0.3%+0.5%+9.4%
2024+3.2%+3.4%+3.6%-1.4%+0.9%+4.9%+0.2%-0.4%+1.9%+0.5%+6.6%-0.7%+24.7%
2023+5.6%-0.0%+0.2%-0.2%+1.7%+3.9%+3.0%-1.4%-1.5%-3.7%+6.0%+3.5%+18.1%
2022-4.5%-1.7%+3.4%-2.2%-3.1%-6.0%+8.7%-0.9%-6.3%+3.1%+0.9%-5.1%-14.0%
2021+0.7%+2.9%+5.1%+1.5%+0.0%+4.3%+0.4%+2.8%-1.7%+4.2%+0.2%+3.6%+26.4%
2020+0.0%-8.3%-11.9%+9.7%+2.4%+2.4%-0.2%+6.3%-1.6%-2.0%+8.4%+3.9%+6.9%
2019+8.2%+3.3%+2.2%+3.5%-5.0%+3.7%+3.5%-3.0%+3.6%+0.3%+4.3%+1.7%+28.8%
2018+1.2%-1.8%-3.8%+4.4%+2.0%+0.3%+1.8%+0.4%+0.7%-5.9%+1.9%-7.2%-6.4%
2017+0.6%+4.9%+0.5%-0.4%-1.1%-1.4%-0.1%+0.0%+2.2%+3.9%-0.6%+1.5%+10.5%
2016-8.4%+1.1%+3.2%+1.3%+1.6%-0.5%+4.9%+0.2%+0.4%+0.1%+4.2%+2.6%+10.6%
2015+5.6%+6.3%+2.3%-0.5%+1.5%-3.3%+0.8%-9.9%-3.3%+10.5%+2.8%-3.6%+7.8%
2014+0.2%+2.4%+0.1%-0.3%+5.4%+1.8%+1.4%+4.0%+0.2%+1.1%+2.6%+0.8%+21.1%
2013+1.9%+2.5%+3.8%-2.9%+4.3%-5.5%+4.3%-1.0%+2.1%+3.9%+0.3%-3.0%+10.6%
2012+5.3%+4.4%-1.0%-0.3%-2.4%+1.3%+4.1%+1.6%+1.9%-2.7%-0.2%+1.6%+14.0%
2011------+0.3%-10.8%-3.1%+5.2%-0.4%+5.4%-4.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.09% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -16.6%.

Detailed Metrics

Returns
Total Return
+360.61%
Annualized Return
+10.91%
Avg Monthly Return
+0.93%
Risk
Volatility (Annual)
+15.87%
Max Drawdown
+33.09%
Positive Months
67%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.56
Risk-free rate: 2.0%
Sortino Ratio
0.53
Downside risk adjusted
Return/Volatility
0.69
Calmar Ratio
0.33
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
46,060.57
Backtest Period
2011-07-19 to 2026-04-17
14.7 years
Rebalancing
none
Base Currency
EUR
70 30 | +10.9% CAGR | ETF Backtest