Optimize
None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+94.12%
Annualized Return+10.43%
Volatility+16.81%
Sharpe Ratio0.50
Max Drawdown+35.43%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio blending 70% VWCE for broad market coverage with 30% IUSN for small-cap growth potential.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
70.0%0.19%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
30.0%0.35%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,411.66
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 82 months (62%)
Monthly Returns Heatmap
Best month: +10.4% • Worst month: -13.4% • Best year: 2021 (+27.6%) • Worst year: 2022 (-13.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+2.4%-5.5%+2.2%--------+0.7%
2025+4.4%-2.8%-7.2%-4.0%+6.0%+1.1%+4.6%+0.3%+2.4%+3.9%-0.0%+0.5%+8.8%
2024+1.8%+3.4%+3.8%-2.3%+1.3%+3.5%+1.7%-0.9%+1.7%+0.7%+7.3%-2.2%+21.2%
2023+5.6%+0.4%-1.4%-0.4%+1.6%+3.8%+2.9%-1.2%-1.8%-4.3%+5.7%+5.2%+16.7%
2022-5.3%-1.1%+3.4%-2.1%-3.4%-6.4%+9.8%-1.4%-6.2%+4.0%+1.1%-5.5%-13.6%
2021+1.8%+3.5%+5.5%+1.5%-0.4%+4.1%+0.3%+2.9%-1.4%+4.1%-0.5%+3.5%+27.6%
2020-1.1%-8.6%-13.4%+10.4%+2.8%+2.2%-0.5%+5.4%-0.7%-1.3%+9.8%+2.9%+5.4%
2019------+0.1%-2.3%+3.3%+0.1%+4.3%+2.1%+7.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.43% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -17.2%.

Detailed Metrics

Returns
Total Return
+94.12%
Annualized Return
+10.43%
Avg Monthly Return
+0.89%
Risk
Volatility (Annual)
+16.81%
Max Drawdown
+35.43%
Positive Months
62%
Average Drawdown
-6.0%
Risk-Adjusted
Sharpe Ratio
0.50
Risk-free rate: 2.0%
Sortino Ratio
0.45
Downside risk adjusted
Return/Volatility
0.62
Calmar Ratio
0.29
Return/Max Drawdown
Ulcer Index
7.79
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,411.66
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
none
Base Currency
EUR