None Rebalancing
EUR
Moderate Risk
14.6yr backtest

Performance Summary

Total Return+463.17%
Annualized Return+12.59%
Volatility+19.63%
Sharpe Ratio0.54
Max Drawdown+33.44%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in global markets with this diversified ETF portfolio. It offers 100% equity exposure across developed and emerging economies for growth.
AssetTypeAllocationTER
ACWE.PA
State Street SPDR MSCI All Country World UCITS ETF USD Unhedged (Acc)IE00B44Z5B48
ETF
100.0%0.12%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €56,317.19
Histogram of Monthly Returns
The portfolio had a positive return during 113 of the 172 months (66%)
Monthly Returns Heatmap
Best month: +14.9% • Worst month: -11.5% • Best year: 2021 (+28.8%) • Worst year: 2022 (-13.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+1.8%-5.3%+8.7%+3.4%-------+9.7%
2025+3.9%-2.4%-7.3%-3.9%+6.3%+1.0%+4.8%-0.3%+2.9%+4.6%-0.5%+0.3%+8.7%
2024+3.4%+3.8%+3.5%-1.8%+1.1%+5.0%+0.1%-0.4%+1.9%+1.0%+6.7%-0.6%+25.7%
2023+5.0%+0.6%-0.5%+0.2%+2.8%+2.5%+3.6%-1.0%-1.6%-3.6%+5.8%+3.5%+18.0%
2022-4.5%-2.2%+4.1%-2.5%-3.2%-6.0%+9.1%-1.7%-5.8%+3.5%+0.9%-5.5%-13.8%
2021+1.1%+2.8%+5.6%+1.6%-0.2%+4.5%+0.7%+2.8%-1.9%+4.8%+0.4%+3.5%+28.8%
2020+0.3%-8.2%-11.5%+9.5%+1.9%+2.6%+0.0%+5.2%-0.9%-2.1%+8.9%+2.2%+6.0%
2019+7.5%+3.3%+2.4%+3.4%-4.9%+3.9%+3.3%-2.1%+3.3%+0.0%+4.2%+1.1%+28.2%
2018+1.5%-2.0%-4.8%+5.1%+3.0%-0.2%+2.3%+1.0%+1.0%-7.4%+1.4%-5.6%-5.3%
2017+0.5%+4.2%+0.3%-0.5%-0.7%-1.7%-0.4%-1.5%+3.4%+3.7%-0.1%+1.2%+8.6%
2016-6.1%-3.9%+6.2%+3.4%+0.8%-1.3%+5.9%-1.2%+0.5%+1.4%+4.3%+2.7%+12.7%
2015+4.8%+6.4%+2.8%-1.0%+3.0%-5.3%+1.9%-8.4%-3.3%+10.4%+2.0%-3.7%+8.3%
2014-3.4%+3.4%+0.2%-0.1%+4.4%+1.8%+2.4%+2.2%+1.7%+1.3%+2.4%+1.2%+18.8%
2013+2.8%-+6.6%+0.3%+4.2%-9.8%+6.8%-2.1%+3.9%+1.3%+3.3%-0.2%+17.3%
2012+14.9%+2.6%+2.9%-2.6%--+2.7%+3.4%-0.6%+0.2%-1.1%+0.9%+24.8%
2011---------+0.0%-3.3%--3.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.44% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.3%.

Detailed Metrics

Returns
Total Return
+463.17%
Annualized Return
+12.59%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+19.63%
Max Drawdown
+33.44%
Positive Months
66%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.54
Risk-free rate: 2.0%
Sortino Ratio
0.51
Downside risk adjusted
Return/Volatility
0.64
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
6.83
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
56,317.19
Backtest Period
2011-10-17 to 2026-05-15
14.6 years
Rebalancing
none
Base Currency
EUR