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Created byuser-x2ebcn

None Rebalancing

EUR

Moderate Risk

1.5yr backtest

Performance Summary

Total Return+30.67%

Annualized Return+18.91%

Volatility+14.76%

Sharpe Ratio1.15

Max Drawdown+19.86%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

A diversified global equity ETF portfolio with 60% MSCI World, 20% Emerging Markets, and 20% World ex-US for broad market exposure.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
MWRE.XETRA Amundi Core MSCI World UCITS ETF Acc • IE000BI8OT95	IE000BI8OT95	Acc	ETF	60.0%	0.12%
EUNM.XETRA iShares MSCI EM UCITS ETF (Acc) • IE00B4L5YC18	IE00B4L5YC18	Acc	ETF	20.0%	0.18%
EXUS.XETRA Xtrackers MSCI World ex USA UCITS ETF 1C • IE0006WW1TQ4	IE0006WW1TQ4	Acc	ETF	20.0%	0.15%
Total		Total			100.0%	0.14%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,066.82

Histogram of Monthly Returns

The portfolio had a positive return during 13 of the 19 months (68%)

Monthly Returns Heatmap

Best month: +8.6% • Worst month: -6.3% • Best year: 2026 (+12.2%) • Worst year: 2024 (+3.9%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.4%	+2.9%	-6.3%	+8.6%	+4.7%	-	-	-	-	-	-	-	+12.2%
2025	+4.4%	-1.5%	-6.0%	-3.4%	+5.7%	+0.9%	+4.0%	+0.0%	+3.1%	+4.4%	-0.5%	+0.9%	+12.0%
2024	-	-	-	-	-	-	-	-	-	-	+5.1%	-1.1%	+3.9%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +19.86% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -19.9%.

Detailed Metrics

Returns

Total Return

+30.67%

Annualized Return

+18.91%

Avg Monthly Return

+1.49%

Risk

Volatility (Annual)

+14.76%

Max Drawdown

+19.86%

Positive Months

68%

Average Drawdown

-3.5%

Risk-Adjusted

Sharpe Ratio

1.15

Risk-free rate: 2.0%

Sortino Ratio

1.09

Downside risk adjusted

Return/Volatility

1.28

Calmar Ratio

0.95

Return/Max Drawdown

Ulcer Index

4.66

Drawdown depth & duration

Martin Ratio

0.04

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,066.82

Backtest Period

2024-11-04 to 2026-05-22
1.5 years

Rebalancing

none

Base Currency

EUR