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None Rebalancing
EUR
Moderate Risk
Multi-currency
7.5yr backtest

Performance Summary

Total Return+190.92%
Annualized Return+15.39%
Volatility+15.60%
Sharpe Ratio0.86
Max Drawdown+33.14%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio with 85% developed markets and 15% emerging markets value ETFs for balanced growth.
AssetTypeAllocationTER
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
85.0%0.2%
EMVL.LSE
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
15.0%0.4%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €29,091.97
Histogram of Monthly Returns
The portfolio had a positive return during 58 of the 90 months (64%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -11.0% • Best year: 2021 (+30.0%) • Worst year: 2022 (-13.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+2.6%-5.6%+9.1%+6.9%+1.4%------+16.5%
2025+3.7%-2.3%-7.2%-4.1%+6.2%+1.4%+4.6%-0.2%+2.8%+5.0%-0.5%+0.4%+9.2%
2024+3.4%+3.8%+3.6%-1.4%+1.3%+5.0%-0.1%-0.4%+1.6%+0.9%+6.7%-0.3%+26.6%
2023+5.3%+0.4%+0.1%+0.2%+2.1%+3.8%+2.6%-0.9%-1.1%-3.6%+5.8%+3.7%+19.3%
2022-4.3%-1.8%+4.2%-2.5%-3.1%-6.6%+9.3%-1.8%-5.8%+3.7%+1.4%-5.6%-13.3%
2021+1.1%+3.3%+6.1%+1.8%-0.4%+4.2%+1.1%+2.8%-1.8%+4.4%+0.5%+3.6%+30.0%
2020-0.2%-8.2%-11.0%+9.2%+1.9%+2.1%-0.0%+5.5%-1.2%-2.2%+9.3%+2.1%+5.1%
2019+7.5%+3.6%+1.8%+3.6%-5.3%+4.0%+3.4%-2.4%+3.5%-0.1%+4.1%+1.5%+27.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.14% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -16.0%.

Detailed Metrics

Returns
Total Return
+190.92%
Annualized Return
+15.39%
Avg Monthly Return
+1.27%
Risk
Volatility (Annual)
+15.60%
Max Drawdown
+33.14%
Positive Months
64%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.86
Risk-free rate: 2.0%
Sortino Ratio
0.77
Downside risk adjusted
Return/Volatility
0.99
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
6.67
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
29,091.97
Backtest Period
2019-01-02 to 2026-06-19
7.5 years
Rebalancing
none
Base Currency
EUR
DB Portfolio | +15.4% CAGR | ETF Backtest