Optimize
None Rebalancing
EUR
Moderate Risk
3.6yr backtest

Performance Summary

Total Return+133.72%
Annualized Return+26.35%
Volatility+17.51%
Sharpe Ratio1.39
Max Drawdown+25.12%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio with 100% equity exposure, split evenly between a broad world index and a targeted technology ESG fund.
AssetTypeAllocationTER
ACWE.PA
State Street SPDR MSCI All Country World UCITS ETF USD Unhedged (Acc)IE00B44Z5B48
ETF
50.0%0.12%
WELU.XETRA
Amundi S&P Global Information Technology ESG UCITS ETF DR EUR (A)IE000E7EI9P0
ETF
50.0%0.18%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,372.43
Histogram of Monthly Returns
The portfolio had a positive return during 27 of the 44 months (61%)
Monthly Returns Heatmap
Best month: +13.3% • Worst month: -9.9% • Best year: 2023 (+37.8%) • Worst year: 2022 (-0.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.3%-1.2%-4.8%+13.3%+11.1%-------+16.9%
2025+1.6%-3.6%-9.9%-3.8%+9.1%+3.6%+7.1%-1.7%+5.0%+7.2%-3.6%-0.3%+9.2%
2024+5.7%+5.3%+3.1%-3.1%+3.1%+9.6%-2.9%-1.0%+1.4%+1.4%+6.8%+0.3%+33.1%
2023+7.3%+2.2%+3.5%-0.7%+9.5%+3.1%+2.6%-0.1%-3.2%-2.4%+8.3%+3.3%+37.8%
2022---------+7.2%+0.0%-6.9%-0.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +25.12% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -25.1%.

Detailed Metrics

Returns
Total Return
+133.72%
Annualized Return
+26.35%
Avg Monthly Return
+2.07%
Risk
Volatility (Annual)
+17.51%
Max Drawdown
+25.12%
Positive Months
61%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
1.39
Risk-free rate: 2.0%
Sortino Ratio
1.32
Downside risk adjusted
Return/Volatility
1.50
Calmar Ratio
1.05
Return/Max Drawdown
Ulcer Index
5.36
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,372.43
Backtest Period
2022-10-11 to 2026-05-29
3.6 years
Rebalancing
none
Base Currency
EUR
ACWI | +26.4% CAGR | ETF Backtest