Optimize
Quarterly Rebalancing
EUR
Moderate Risk
11.9yr backtest

Performance Summary

Total Return+278.25%
Annualized Return+11.87%
Volatility+16.07%
Sharpe Ratio0.61
Max Drawdown+35.72%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio built with two core ETFs for diversified exposure to developed world stocks and small-cap companies.
AssetTypeAllocationTER
XDWD.XETRA
Xtrackers MSCI World UCITS ETF 1CIE00BJ0KDQ92
ETF
67.0%0.12%
ZPRS.XETRA
State Street SPDR MSCI World Small Cap UCITS ETF USD Unhedged (Acc)IE00BCBJG560
ETF
33.0%0.45%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €37,825.03
Histogram of Monthly Returns
The portfolio had a positive return during 93 of the 143 months (65%)
Monthly Returns Heatmap
Best month: +10.8% • Worst month: -13.7% • Best year: 2019 (+30.9%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+2.1%-5.2%+8.1%+5.3%+1.2%------+13.1%
2025+4.5%-3.2%-7.7%-4.1%+6.2%+0.9%+4.7%+0.4%+2.1%+3.8%+0.2%+0.4%+7.7%
2024+2.1%+3.4%+3.9%-2.6%+1.5%+3.3%+2.0%-0.9%+1.4%+0.9%+8.0%-2.4%+21.9%
2023+5.6%+0.9%-1.7%-0.4%+1.7%+4.1%+2.8%-1.0%-2.0%-4.5%+6.0%+5.6%+17.7%
2022-6.0%-0.6%+3.8%-2.4%-3.6%-6.7%+10.5%-1.6%-6.1%+5.0%+0.1%-5.6%-13.7%
2021+1.5%+3.9%+5.7%+1.7%-0.5%+4.3%+1.1%+2.9%-1.6%+4.8%-0.4%+3.7%+30.3%
2020-0.4%-8.7%-13.7%+10.8%+3.0%+1.5%-0.7%+5.8%-0.7%-1.7%+10.8%+2.4%+5.7%
2019+8.9%+4.2%+1.8%+3.5%-5.0%+3.6%+3.7%-2.2%+3.3%-0.1%+4.6%+1.5%+30.9%
2018+0.5%-1.8%-2.9%+3.7%+4.6%-0.1%+1.8%+2.2%+0.1%-5.9%+0.5%-9.2%-7.1%
2017-1.0%+5.2%+0.1%-0.4%-1.7%-0.6%-0.9%-1.0%+3.7%+2.9%+0.1%+1.3%+7.6%
2016-7.3%+0.7%+2.0%+0.1%+4.3%-1.5%+4.6%+0.2%+0.1%+0.0%+6.3%+2.7%+12.3%
2015+5.9%+6.6%+3.4%-2.1%+2.3%-3.5%+2.3%-7.8%-3.6%+9.0%+4.4%-4.3%+11.6%
2014-------+4.0%+0.8%+0.4%+3.8%+1.7%+11.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.72% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and December 2023. It reached a trough of -17.6%.

Detailed Metrics

Returns
Total Return
+278.25%
Annualized Return
+11.87%
Avg Monthly Return
+1.02%
Risk
Volatility (Annual)
+16.07%
Max Drawdown
+35.72%
Positive Months
65%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.61
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.74
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
7.15
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
37,825.03
Backtest Period
2014-08-15 to 2026-06-26
11.9 years
Rebalancing
quarterly
Base Currency
EUR
Developed | +11.9% CAGR | ETF Backtest