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70 30 no small cup

Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
11.9yr backtest

Performance Summary

Total Return+248.27%
Annualized Return+11.05%
Volatility+16.57%
Sharpe Ratio0.55
Max Drawdown+33.25%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio with 70% global developed markets and 30% emerging markets for balanced, long-term growth.
AssetTypeAllocationTER
SWDA.SW
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
70.0%0.2%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
30.0%0.18%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €34,826.93
Histogram of Monthly Returns
The portfolio had a positive return during 94 of the 144 months (65%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -12.1% • Best year: 2019 (+27.7%) • Worst year: 2022 (-13.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.7%+3.1%-6.4%+9.7%+3.4%-------+10.2%
2025+4.0%-2.1%-7.0%-3.7%+5.8%+0.8%+3.8%+1.1%+2.9%+4.2%-0.3%+0.5%+9.7%
2024+3.0%+3.3%+3.6%-1.2%+0.7%+5.0%+0.1%-0.4%+2.1%+0.3%+6.2%-0.7%+23.9%
2023+5.6%-0.1%+0.1%-0.3%+1.6%+4.0%+3.1%-1.6%-1.4%-3.8%+6.1%+3.5%+17.6%
2022-4.2%-1.8%+3.2%-2.1%-3.1%-6.1%+8.3%-0.6%-6.6%+2.8%+1.2%-4.9%-13.9%
2021+0.9%+2.9%+4.9%+1.4%+0.0%+4.2%+0.0%+2.7%-1.5%+3.8%-0.0%+3.6%+25.2%
2020-0.2%-8.2%-12.1%+9.4%+2.3%+2.6%-0.0%+6.3%-1.5%-1.8%+8.2%+4.3%+7.2%
2019+8.1%+3.1%+2.2%+3.4%-5.1%+3.7%+3.3%-3.3%+3.7%+0.5%+4.0%+2.0%+27.7%
2018+1.1%-1.9%-3.4%+4.3%+1.8%-0.0%+1.7%-0.1%+0.7%-5.9%+1.9%-6.6%-6.8%
2017+1.0%+5.2%+0.3%-0.2%-1.0%-1.5%+0.2%+0.2%+2.1%+4.0%-0.7%+1.6%+11.7%
2016-8.2%+1.5%+3.3%+1.4%+1.2%-0.3%+5.3%+0.0%+0.8%-0.1%+3.6%+2.6%+11.1%
2015+5.6%+6.4%+2.3%-0.1%+1.2%-3.3%+0.4%-10.4%-2.4%+9.8%+2.3%-3.9%+6.5%
2014------0.8%+1.4%+4.0%+0.1%+0.7%+2.5%+0.6%+8.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.25% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and December 2023. It reached a trough of -16.4%.

Detailed Metrics

Returns
Total Return
+248.27%
Annualized Return
+11.05%
Avg Monthly Return
+0.94%
Risk
Volatility (Annual)
+16.57%
Max Drawdown
+33.25%
Positive Months
65%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.55
Risk-free rate: 2.0%
Sortino Ratio
0.51
Downside risk adjusted
Return/Volatility
0.67
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
7.30
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
34,826.93
Backtest Period
2014-06-10 to 2026-05-08
11.9 years
Rebalancing
none
Base Currency
EUR