HomePortfoliosA_(80%ACWI_20%Stoxx600)

A_(80%ACWI_20%Stoxx600)

Created byuser-x1ptg4
Optimize
None Rebalancing
EUR
Moderate Risk
8.8yr backtest

Performance Summary

Total Return+167.41%
Annualized Return+11.85%
Volatility+15.31%
Sharpe Ratio0.64
Max Drawdown+33.83%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 80% world ETF and 20% European ETF for diversified, long-term growth exposure.
AssetTypeAllocationTER
IUSQ.XETRA
iShares MSCI ACWI UCITS ETF USD (Acc) • IE00B6R52259
ETF
80.0%0.2%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF Acc • LU0908500753
ETF
20.0%0.07%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €26,741.32
Histogram of Monthly Returns
The portfolio had a positive return during 71 of the 107 months (66%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -11.9% • Best year: 2019 (+29.9%) • Worst year: 2022 (-13.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+2.0%-5.7%+8.2%+5.4%+1.6%+0.6%-----+13.8%
2025+4.6%-1.4%-6.8%-3.4%+6.0%+0.7%+4.1%-0.1%+2.7%+4.1%-0.3%+0.8%+10.8%
2024+2.5%+3.4%+3.7%-1.6%+1.5%+3.9%+0.4%-0.1%+1.4%+0.2%+5.8%-1.0%+21.7%
2023+5.3%+0.3%+0.1%+0.4%+1.5%+3.4%+2.6%-1.2%-1.5%-3.6%+5.9%+4.0%+18.1%
2022-4.5%-2.2%+3.3%-1.9%-2.9%-6.6%+9.2%-2.1%-6.0%+4.0%+2.2%-5.2%-13.0%
2021+0.7%+2.8%+5.7%+1.6%+0.4%+4.0%+1.0%+2.9%-2.2%+4.7%-0.1%+4.0%+28.4%
2020-0.9%-8.4%-11.9%+8.9%+2.1%+2.5%-0.1%+5.0%-1.1%-2.7%+10.1%+2.2%+3.7%
2019+7.7%+3.7%+2.4%+3.5%-5.0%+4.0%+2.8%-1.8%+3.2%+0.4%+3.9%+2.3%+29.9%
2018+1.5%-2.4%-3.1%+3.6%+2.6%-0.3%+2.5%+0.6%+0.5%-5.2%+0.6%-7.4%-7.0%
2017--------+1.2%+3.3%-0.4%+1.4%+5.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.83% • 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%.

Detailed Metrics

Returns
Total Return
+167.41%
Annualized Return
+11.85%
Avg Monthly Return
+1.00%
Risk
Volatility (Annual)
+15.31%
Max Drawdown
+33.83%
Positive Months
66%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.64
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.77
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
6.57
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€26,741.32
Backtest Period
2017-09-19 to 2026-07-03
8.8 years
Rebalancing
none
Base Currency
EUR
A_(80%ACWI_20%Stoxx600) | +11.8% CAGR | ETF Backtest