Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
11.9yr backtest

Performance Summary

Total Return+257.45%
Annualized Return+11.32%
Volatility+16.85%
Sharpe Ratio0.55
Max Drawdown+33.87%

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 €35,744.89
Histogram of Monthly Returns
The portfolio had a positive return during 95 of the 143 months (66%)
Monthly Returns Heatmap
Best month: +10.0% • Worst month: -11.2% • Best year: 2019 (+28.4%) • Worst year: 2022 (-13.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%+2.6%-5.9%+8.9%--------+5.4%
2025+3.8%-2.3%-7.5%-3.7%+5.8%+0.6%+3.9%+1.1%+2.7%+4.0%-0.2%+0.2%+8.0%
2024+3.1%+3.3%+3.7%-1.6%+0.8%+5.1%+0.2%-0.3%+1.6%+0.6%+6.9%-0.4%+25.2%
2023+5.1%+0.4%+0.1%+0.0%+1.7%+4.1%+2.8%-1.2%-1.5%-3.6%+6.0%+4.1%+19.2%
2022-4.3%-1.6%+4.2%-2.6%-3.4%-6.2%+9.3%-1.1%-6.1%+3.7%+0.2%-4.7%-13.1%
2021+0.6%+3.1%+5.5%+1.7%+0.3%+3.9%+1.0%+2.9%-1.7%+4.6%-0.1%+3.5%+28.2%
2020+0.7%-8.8%-11.2%+8.9%+2.8%+1.9%-0.3%+7.2%-2.3%-2.4%+8.5%+3.6%+6.7%
2019+7.4%+3.6%+2.2%+3.6%-5.0%+3.8%+3.6%-2.9%+3.6%+0.2%+4.3%+1.4%+28.4%
2018+0.3%-1.8%-3.1%+4.2%+2.6%+0.4%+1.9%+0.3%+1.1%-5.8%+1.1%-6.6%-5.8%
2017+0.3%+5.4%+0.0%-0.2%-1.1%-1.5%-0.2%-0.3%+2.8%+3.7%-0.6%+1.9%+10.3%
2016-7.2%+1.6%+1.9%+0.9%+2.1%-0.3%+5.0%-0.6%+0.8%-0.3%+4.3%+3.1%+11.5%
2015+4.9%+6.8%+2.7%-0.9%+1.4%-3.1%+1.9%-9.1%-3.9%+10.0%+2.6%-4.2%+7.8%
2014------0.5%+0.8%+3.8%+1.5%+0.4%+2.9%+1.1%+10.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.87% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.8%.

Detailed Metrics

Returns
Total Return
+257.45%
Annualized Return
+11.32%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+16.85%
Max Drawdown
+33.87%
Positive Months
66%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.55
Risk-free rate: 2.0%
Sortino Ratio
0.52
Downside risk adjusted
Return/Volatility
0.67
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
6.89
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
35,744.89
Backtest Period
2014-06-09 to 2026-04-24
11.9 years
Rebalancing
none
Base Currency
EUR