None Rebalancing
EUR
Moderate Risk
4.5yr backtest

Performance Summary

Total Return+167.73%
Annualized Return+24.74%
Volatility+17.81%
Sharpe Ratio1.28
Max Drawdown+20.72%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Fully invested equity ETF portfolio spanning global value, semiconductors, European banks, and Asian markets for diversified long-term growth.
AssetTypeAllocationTER
XDEV.XETRA
Xtrackers MSCI World Value UCITS ETF 1CIE00BL25JM42
ETF
25.0%0.25%
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
17.5%0.35%
LBNK.XETRA
Amundi STOXX Europe 600 Banks UCITS ETF AccLU1834983477
ETF
15.0%0.3%
FLXK.XETRA
Franklin FTSE Korea UCITS ETFIE00BHZRR030
ETF
12.5%0.09%
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
10.0%0.29%
FLXT.XETRA
Franklin FTSE Taiwan UCITS ETF EURIE000CM02H85
ETF
10.0%0.19%
VJPA.XETRA
Vanguard FTSE Japan UCITS ETF (USD) AccumulatingIE00BFMXYX26
ETF
10.0%0.1%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €26,772.52
Histogram of Monthly Returns
The portfolio had a positive return during 36 of the 55 months (65%)
Monthly Returns Heatmap
Best month: +19.4% • Worst month: -9.8% • Best year: 2026 (+49.6%) • Worst year: 2022 (-10.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+9.8%+5.6%-9.7%+19.4%+16.9%+6.3%-9.3%+3.9%+2.3%---+49.6%
2025+5.3%+1.6%-5.5%-2.9%+7.9%+3.6%+4.2%+1.0%+6.1%+8.4%-0.1%+4.5%+38.6%
2024+1.4%+4.3%+6.2%-1.8%+2.4%+3.3%+0.0%-2.1%+0.0%-0.9%+2.5%+0.2%+16.1%
2023+8.6%+1.1%-1.7%-2.0%+5.0%+3.4%+3.4%-2.7%+0.1%-4.8%+7.3%+5.4%+24.4%
2022---0.7%-2.9%+1.1%-9.8%+6.7%-2.3%-8.3%+4.0%+7.3%-4.8%-10.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.72% • The longest drawdown period lasted for 1 year and 1 month and was between March 2022 and May 2023. It reached a trough of -17.0%.
When could this portfolio get you to financial independence?

Adolfo 2 returned +24.74% a year over the 4 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+167.73%
Annualized Return
+24.74%
Avg Monthly Return
+1.96%
Risk
Volatility (Annual)
+17.81%
Max Drawdown
+20.72%
Positive Months
65%
Average Drawdown
-4.6%
Risk-Adjusted
Sharpe Ratio
1.28
Risk-free rate: 2.0%
Sortino Ratio
1.23
Downside risk adjusted
Return/Volatility
1.39
Calmar Ratio
1.19
Return/Max Drawdown
Ulcer Index
5.58
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
26,772.52
Backtest Period
2022-03-22 to 2026-09-04
4.5 years
Rebalancing
none
Base Currency
EUR