Optimize
Annual Rebalancing
EUR
Moderate Risk
12.2yr backtest

Performance Summary

Total Return+219.30%
Annualized Return+9.96%
Volatility+16.54%
Sharpe Ratio0.48
Max Drawdown+37.09%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Aggressive EUR portfolio with 80% European equity ETFs and 40% global diversification. Annual rebalancing for growth-focused investors seeking maximum returns.
AssetTypeAllocationTER
CW8.PA
Amundi MSCI World Swap UCITS ETF EUR AccLU1681043599
ETF
40.0%0.38%
SXR7.XETRA
iShares Core MSCI EMU UCITS ETF EUR (Acc)IE00B53QG562
ETF
20.0%0.12%
MEUD.PA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
20.0%0.07%
BNKE.PA
Amundi Euro Stoxx Banks UCITS ETF AccLU1829219390
ETF
20.0%0.3%
Total100.0%0.25%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €31,930.3
Histogram of Monthly Returns
The portfolio had a positive return during 90 of the 148 months (61%)
Monthly Returns Heatmap
Best month: +15.7% • Worst month: -17.3% • Best year: 2021 (+30.5%) • Worst year: 2018 (-12.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+1.3%-7.3%+2.3%---------1.4%
2025+6.4%+3.2%-3.9%-1.3%+7.2%-0.2%+4.5%+0.7%+2.9%+2.4%+1.6%+3.3%+29.6%
2024+2.9%+2.6%+6.1%-0.5%+2.8%-0.3%+1.6%+0.3%+1.0%-0.7%+2.6%+1.1%+21.0%
2023+8.4%+2.3%-2.9%+1.6%-0.6%+4.6%+3.0%-1.7%-1.6%-3.4%+7.0%+3.3%+20.8%
2022-2.2%-5.2%+1.5%-2.3%+0.0%-8.3%+7.0%-2.9%-5.0%+6.8%+5.0%-3.3%-9.7%
2021-1.3%+6.3%+5.9%+2.7%+2.6%+1.3%+1.2%+2.9%-1.1%+4.7%-2.7%+4.9%+30.5%
2020-1.3%-8.4%-17.3%+7.2%+3.3%+3.8%-1.6%+4.7%-2.9%-3.6%+15.7%+1.9%-2.5%
2019+6.3%+4.8%+0.7%+5.0%-6.4%+4.0%+1.2%-2.4%+4.4%+0.9%+3.7%+1.7%+25.7%
2018+3.2%-3.2%-3.6%+4.2%-1.4%-0.1%+3.4%-2.1%+0.6%-6.0%-0.1%-7.2%-12.3%
2017-0.2%+2.4%+4.3%+1.6%+0.0%-1.1%+0.5%-1.3%+3.8%+1.8%-1.4%+0.0%+10.7%
2016-9.2%-1.7%+1.6%+1.8%+2.5%-6.6%+5.0%+1.6%-0.5%+2.6%+2.1%+5.6%+3.9%
2015+4.6%+8.0%+3.9%-1.4%+1.7%-3.4%+3.8%-8.9%-4.4%+7.9%+2.8%-4.7%+8.5%
2014-2.1%+4.0%-0.2%+0.2%+3.5%-0.1%-1.4%+1.8%+2.3%-2.2%+3.9%-1.6%+8.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +37.09% • The longest drawdown period lasted for 2 years and was between April 2015 and April 2017. It reached a trough of -28.1%.

Detailed Metrics

Returns
Total Return
+219.30%
Annualized Return
+9.96%
Avg Monthly Return
+0.87%
Risk
Volatility (Annual)
+16.54%
Max Drawdown
+37.09%
Positive Months
61%
Average Drawdown
-6.6%
Risk-Adjusted
Sharpe Ratio
0.48
Risk-free rate: 2.0%
Sortino Ratio
0.44
Downside risk adjusted
Return/Volatility
0.60
Calmar Ratio
0.27
Return/Max Drawdown
Ulcer Index
8.81
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
31,930.3
Backtest Period
2014-01-09 to 2026-04-02
12.2 years
Rebalancing
annual
Base Currency
EUR