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Compare Special

None Rebalancing
EUR
Moderate Risk
12.2yr backtest

Performance Summary

Total Return+308.55%
Annualized Return+12.26%
Volatility+15.46%
Sharpe Ratio0.66
Max Drawdown+33.85%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio focused on developed markets through a single MSCI World ETF for diversified long-term growth.
AssetTypeAllocationTER
LU0996182563
Amundi Index Solutions - Amundi Index MSCI World AE-CLU0996182563
FUND
100.0%0.3%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €40,854.81
Histogram of Monthly Returns
The portfolio had a positive return during 96 of the 147 months (65%)
Monthly Returns Heatmap
Best month: +11.1% • Worst month: -13.2% • Best year: 2021 (+31.6%) • Worst year: 2022 (-13.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+1.5%-4.1%+7.7%+5.0%-1.1%------+9.9%
2025+3.1%-0.8%-8.0%-4.1%+6.1%+0.8%+3.9%+0.3%+2.7%+3.8%-0.2%-0.5%+6.5%
2024+2.9%+4.6%+3.4%-2.8%+2.9%+3.4%+0.7%+0.3%+0.9%+0.8%+7.5%-0.7%+26.3%
2023+5.3%-0.1%+0.5%+0.2%+2.5%+3.7%+2.3%-0.9%-1.9%-2.8%+6.0%+3.6%+19.5%
2022-4.0%-2.9%+3.7%-3.3%-1.5%-6.5%+10.8%-2.9%-7.0%+6.2%+2.6%-7.6%-13.1%
2021+0.4%+2.7%+6.7%+2.1%-0.2%+4.7%+1.8%+2.9%-2.4%+5.9%+0.5%+3.1%+31.6%
2020+0.6%-7.6%-13.2%+11.1%+3.3%+1.7%-0.6%+5.6%-1.5%-2.4%+9.8%+1.2%+5.5%
2019+8.2%+3.8%+2.8%+3.7%-5.2%+4.3%+2.8%-1.0%+3.2%+0.2%+4.0%+1.2%+30.9%
2018+1.4%-2.1%-3.1%+3.0%+4.2%-0.1%+2.9%+1.8%+0.7%-5.1%+1.2%-9.3%-5.1%
2017-0.1%+4.5%+0.4%-0.3%-1.1%-1.0%-1.0%-0.7%+2.8%+3.4%-0.2%+0.6%+7.3%
2016-5.6%-1.1%+1.8%+1.1%+3.5%-0.9%+3.5%+0.5%-0.4%+0.5%+4.8%+3.0%+10.7%
2015+5.2%+6.5%+2.8%-1.9%+2.5%-4.0%+2.7%-7.9%-3.4%+9.0%+4.1%-4.4%+10.2%
2014---+0.6%+3.6%+1.4%+0.7%+3.8%+1.4%+1.5%+2.5%+1.3%+17.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.85% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -17.1%.

Detailed Metrics

Returns
Total Return
+308.55%
Annualized Return
+12.26%
Avg Monthly Return
+1.04%
Risk
Volatility (Annual)
+15.46%
Max Drawdown
+33.85%
Positive Months
65%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.66
Risk-free rate: 2.0%
Sortino Ratio
0.61
Downside risk adjusted
Return/Volatility
0.79
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
6.63
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
40,854.81
Backtest Period
2014-04-09 to 2026-06-11
12.2 years
Rebalancing
none
Base Currency
EUR
Compare Special | +12.3% CAGR | ETF Backtest