Optimize
None Rebalancing
EUR
Moderate Risk
11.8yr backtest

Performance Summary

Total Return+181.11%
Annualized Return+9.14%
Volatility+15.76%
Sharpe Ratio0.45
Max Drawdown+33.82%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified 80/20 global ETF portfolio for growth, blending developed markets (IWDA) with emerging markets (EIMI).
AssetTypeAllocationTER
IWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
80.0%0.2%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
20.0%0.18%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €28,111.48
Histogram of Monthly Returns
The portfolio had a positive return during 95 of the 143 months (66%)
Monthly Returns Heatmap
Best month: +12.1% • Worst month: -11.6% • Best year: 2019 (+25.3%) • Worst year: 2022 (-18.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+1.3%-7.9%+2.4%---------2.1%
2025+3.6%-2.3%-3.8%+0.8%+6.3%+4.8%+2.0%+1.9%+3.2%+2.7%+0.0%+1.5%+22.3%
2024+0.8%+3.3%+3.5%-2.6%+2.5%+3.8%+1.2%+1.7%+2.6%-1.8%+3.6%-1.9%+17.6%
2023+6.8%-2.4%+2.6%+1.5%-1.3%+6.2%+3.7%-2.7%-3.9%-3.6%+9.1%+5.4%+22.4%
2022-5.4%-1.8%+2.7%-7.2%-1.6%-8.4%+6.4%-2.8%-8.4%+4.3%+6.0%-2.1%-18.3%
2021+0.0%+2.5%+2.3%+4.1%+1.7%+1.1%+0.8%+2.4%-3.6%+4.3%-2.2%+3.9%+18.4%
2020-1.1%-8.9%-11.6%+9.0%+3.6%+3.7%+5.3%+6.7%-2.9%-2.8%+12.1%+5.1%+16.5%
2019+7.6%+2.6%+1.1%+3.2%-5.6%+6.1%+0.8%-3.2%+2.4%+2.4%+2.8%+3.3%+25.3%
2018+5.2%-3.7%-2.5%+1.3%-0.5%-0.6%+2.7%+0.2%+0.8%-7.8%+1.1%-6.0%-10.0%
2017+2.3%+3.2%+1.5%+1.4%+2.1%+0.5%+3.0%+0.3%+2.0%+2.3%+1.7%+2.4%+25.2%
2016-7.2%+1.0%+7.1%+0.6%+0.4%-0.6%+4.6%+0.5%+1.1%-1.7%+0.3%+2.2%+7.9%
2015-2.1%+5.5%-1.4%+3.3%-0.9%-2.4%+0.4%-6.6%-4.2%+7.9%-0.9%-1.6%-3.7%
2014-----+0.4%-0.9%+2.0%-3.1%+0.3%+1.5%-1.5%-1.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.82% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -26.2%.

Detailed Metrics

Returns
Total Return
+181.11%
Annualized Return
+9.14%
Avg Monthly Return
+0.80%
Risk
Volatility (Annual)
+15.76%
Max Drawdown
+33.82%
Positive Months
66%
Average Drawdown
-6.0%
Risk-Adjusted
Sharpe Ratio
0.45
Risk-free rate: 2.0%
Sortino Ratio
0.42
Downside risk adjusted
Return/Volatility
0.58
Calmar Ratio
0.27
Return/Max Drawdown
Ulcer Index
7.91
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
28,111.48
Backtest Period
2014-06-09 to 2026-04-02
11.8 years
Rebalancing
none
Base Currency
EUR