Optimize
None Rebalancing
EUR
Moderate Risk
11.8yr backtest

Performance Summary

Total Return+187.31%
Annualized Return+9.34%
Volatility+15.73%
Sharpe Ratio0.47
Max Drawdown+33.90%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global ETF portfolio with 85% developed and 15% emerging markets for a diversified, long-term growth investment strategy.
AssetTypeAllocationTER
IWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
85.0%0.2%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
15.0%0.18%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €28,730.56
Histogram of Monthly Returns
The portfolio had a positive return during 94 of the 143 months (66%)
Monthly Returns Heatmap
Best month: +12.2% • Worst month: -11.4% • Best year: 2019 (+25.7%) • Worst year: 2022 (-18.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+1.2%-7.8%+2.4%---------2.3%
2025+3.7%-2.3%-3.9%+0.8%+6.3%+4.7%+2.0%+1.9%+3.1%+2.6%+0.1%+1.5%+22.0%
2024+1.0%+3.3%+3.6%-2.7%+2.5%+3.8%+1.2%+1.7%+2.5%-1.7%+3.9%-2.0%+18.0%
2023+6.7%-2.2%+2.6%+1.6%-1.3%+6.2%+3.6%-2.6%-3.9%-3.6%+9.2%+5.5%+22.9%
2022-5.6%-1.8%+2.9%-7.3%-1.7%-8.5%+6.7%-2.9%-8.3%+4.6%+5.6%-2.2%-18.3%
2021-0.1%+2.6%+2.5%+4.2%+1.7%+1.1%+1.1%+2.4%-3.6%+4.5%-2.1%+4.0%+19.4%
2020-0.9%-9.1%-11.4%+9.0%+3.8%+3.5%+5.2%+6.8%-2.9%-2.9%+12.2%+4.9%+16.4%
2019+7.5%+2.8%+1.1%+3.3%-5.5%+6.1%+0.9%-3.1%+2.4%+2.3%+2.9%+3.1%+25.7%
2018+5.0%-3.6%-2.6%+1.4%-0.3%-0.4%+2.7%+0.4%+0.8%-7.7%+1.0%-6.2%-9.7%
2017+2.1%+3.3%+1.4%+1.4%+2.0%+0.5%+2.9%+0.2%+2.1%+2.2%+1.7%+2.3%+24.6%
2016-7.2%+1.0%+6.8%+0.7%+0.6%-0.8%+4.6%+0.4%+1.0%-1.8%+0.6%+2.3%+7.8%
2015-2.2%+5.6%-1.4%+3.1%-0.7%-2.3%+0.8%-6.5%-4.3%+8.0%-0.8%-1.5%-3.1%
2014-----+0.4%-1.0%+1.9%-2.8%+0.3%+1.7%-1.3%-0.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.90% • The longest drawdown period lasted for 1 year and 12 months and was between December 2021 and December 2023. It reached a trough of -26.1%.

Detailed Metrics

Returns
Total Return
+187.31%
Annualized Return
+9.34%
Avg Monthly Return
+0.82%
Risk
Volatility (Annual)
+15.73%
Max Drawdown
+33.90%
Positive Months
66%
Average Drawdown
-5.8%
Risk-Adjusted
Sharpe Ratio
0.47
Risk-free rate: 2.0%
Sortino Ratio
0.43
Downside risk adjusted
Return/Volatility
0.59
Calmar Ratio
0.28
Return/Max Drawdown
Ulcer Index
7.72
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
28,730.56
Backtest Period
2014-06-09 to 2026-04-02
11.8 years
Rebalancing
none
Base Currency
EUR