Optimize
None Rebalancing
EUR
Moderate Risk
6.2yr backtest

Performance Summary

Total Return+94.27%
Annualized Return+11.39%
Volatility+16.84%
Sharpe Ratio0.56
Max Drawdown+33.22%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Discover a simple global ETF portfolio with EUR base, focused on Vanguard S&P 500, Developed World, and Emerging Markets for diversified growth.
AssetTypeAllocationTER
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
60.0%0.07%
VGVF.XETRA
Vanguard FTSE Developed World UCITS ETF AccIE00BK5BQV03
ETF
30.0%0.12%
VFEA.XETRA
Vanguard FTSE Emerging Markets UCITS ETF (USD) AccumulatingIE00BK5BR733
ETF
10.0%0.17%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,427.42
Histogram of Monthly Returns
The portfolio had a positive return during 46 of the 75 months (61%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -11.0% • Best year: 2021 (+34.6%) • Worst year: 2022 (-13.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%+0.4%-4.5%+1.9%---------1.9%
2025+4.0%-3.1%-8.3%-4.8%+6.5%+1.3%+5.6%-0.8%+2.9%+4.6%-0.5%-0.1%+6.3%
2024+3.4%+4.2%+3.6%-1.7%+1.0%+6.2%-0.2%-0.7%+1.9%+1.9%+7.6%-0.9%+29.1%
2023+4.5%+0.4%+0.2%+0.0%+3.3%+4.0%+2.4%-0.2%-1.8%-3.4%+5.8%+3.9%+20.3%
2022-5.1%-1.9%+5.0%-2.6%-3.7%-5.6%+10.0%-1.3%-5.6%+3.9%-0.4%-6.0%-13.8%
2021+1.3%+3.0%+6.3%+2.0%-0.7%+5.1%+1.3%+3.4%-2.0%+5.2%+1.5%+3.8%+34.6%
2020--11.0%-10.1%+10.2%+1.8%+1.8%+0.3%+6.2%-1.3%-2.1%+8.1%+1.6%+3.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.22% • The longest drawdown period lasted for 1 year and 8 months and was between January 2022 and September 2023. It reached a trough of -16.4%.

Detailed Metrics

Returns
Total Return
+94.27%
Annualized Return
+11.39%
Avg Monthly Return
+0.98%
Risk
Volatility (Annual)
+16.84%
Max Drawdown
+33.22%
Positive Months
61%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.56
Risk-free rate: 2.0%
Sortino Ratio
0.51
Downside risk adjusted
Return/Volatility
0.68
Calmar Ratio
0.34
Return/Max Drawdown
Ulcer Index
7.33
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,427.42
Backtest Period
2020-02-04 to 2026-04-02
6.2 years
Rebalancing
none
Base Currency
EUR