Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
14.7yr backtest

Performance Summary

Total Return+134.95%
Annualized Return+5.97%
Volatility+17.38%
Sharpe Ratio0.23
Max Drawdown+38.26%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio with 100% ETF allocation across Australia, Africa, Asia, Latin America, and EMEA emerging markets.
AssetTypeAllocationTER
SAUS.LSE
iShares MSCI Australia UCITS ETFIE00B5377D42
ETF
20.0%0.5%
LGQM.XETRA
Amundi Pan Africa UCITS ETF AccLU1287022708
ETF
20.0%0.85%
CEBL.XETRA
iShares MSCI EM Asia UCITS ETF (Acc)IE00B5L8K969
ETF
20.0%0.2%
AMEL.XETRA
Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (C)LU1681045024
ETF
20.0%0.2%
XMEA.XETRA
Xtrackers MSCI EM Europe, Middle East and Africa ESG Swap UCITS ETF 1CLU0292109005
ETF
20.0%0.65%
Total100.0%0.48%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,494.59
Histogram of Monthly Returns
The portfolio had a positive return during 103 of the 178 months (58%)
Monthly Returns Heatmap
Best month: +10.3% • Worst month: -19.5% • Best year: 2025 (+21.1%) • Worst year: 2018 (-10.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+7.1%+6.2%-9.6%+7.6%+4.0%-0.4%-1.5%+3.2%----+16.5%
2025+4.5%-1.1%-3.0%-1.7%+4.3%+1.7%+3.4%+1.4%+4.5%+3.5%-1.0%+3.0%+21.1%
2024-0.8%+0.6%+2.9%-0.4%+0.0%+3.6%+0.5%-0.0%+4.5%-2.5%+2.0%-2.8%+7.7%
2023+6.5%-4.2%-0.7%-1.6%-1.2%+4.2%+5.0%-4.8%-0.4%-4.5%+5.3%+5.1%+8.1%
2022+0.4%+1.7%+5.6%-2.1%-2.5%-7.7%+5.1%+0.4%-7.0%+0.4%+7.6%-4.8%-4.2%
2021+1.8%+1.3%+3.3%+0.0%+2.5%+1.3%-3.2%+1.4%-2.6%+2.7%-2.9%+2.6%+8.4%
2020-3.6%-8.3%-19.5%+9.8%+1.1%+6.6%+1.5%+0.9%-1.1%+0.0%+9.2%+4.8%-2.6%
2019+10.3%+0.2%+1.3%+2.0%-3.9%+4.1%+1.5%-4.3%+3.0%+0.3%+0.9%+4.1%+20.4%
2018+2.3%-1.7%-3.4%+1.7%-0.4%-2.3%+2.9%-4.2%+0.4%-5.3%+2.7%-3.5%-10.7%
2017+2.2%+3.9%+1.5%-1.3%-3.0%-0.8%+2.3%+1.6%-0.4%+2.9%-1.1%+3.9%+11.9%
2016-6.6%+2.9%+7.4%+3.4%-2.7%+4.6%+5.7%-1.0%+2.1%+2.3%-1.3%+2.9%+20.4%
2015+6.6%+5.5%+0.6%+2.0%-3.0%-4.0%-4.4%-10.7%-4.3%+7.6%+0.9%-5.0%-9.4%
2014-4.9%+3.2%+3.6%+0.5%+4.0%+1.0%+3.6%+4.7%-5.1%+1.6%-1.6%-3.1%+7.1%
2013-2.0%+2.4%+0.6%-2.5%-3.9%-7.9%+1.0%-1.1%+5.0%+4.2%-2.9%-2.6%-9.8%
2012+9.0%+2.9%-3.4%-0.8%-5.9%+3.0%+5.5%-1.3%+1.6%-0.6%-1.4%+3.5%+11.9%
2011----------+0.0%-0.3%-0.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +38.26% • The longest drawdown period lasted for 2 years and 7 months and was between April 2015 and December 2017. It reached a trough of -36.6%.

Detailed Metrics

Returns
Total Return
+134.95%
Annualized Return
+5.97%
Avg Monthly Return
+0.57%
Risk
Volatility (Annual)
+17.38%
Max Drawdown
+38.26%
Positive Months
58%
Average Drawdown
-8.3%
Risk-Adjusted
Sharpe Ratio
0.23
Risk-free rate: 2.0%
Sortino Ratio
0.22
Downside risk adjusted
Return/Volatility
0.34
Calmar Ratio
0.16
Return/Max Drawdown
Ulcer Index
10.64
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,494.59
Backtest Period
2011-11-30 to 2026-08-21
14.7 years
Rebalancing
none
Base Currency
EUR
Conti | 14-Year Backtest