HomePortfoliosEMXC

EMXC

Created byuser-ph4mlt
None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+79.86%
Annualized Return+9.11%
Volatility+18.17%
Sharpe Ratio0.39
Max Drawdown+38.77%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in emerging markets excluding China with this diversified ETF portfolio for targeted growth and strategic global exposure.
AssetTypeAllocationTER
EMXC.XETRA
Amundi MSCI Emerging Ex China UCITS ETF Acc • LU2009202107
ETF
100.0%0.15%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €17,985.77
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 82 months (59%)
Monthly Returns Heatmap
Best month: +11.6% • Worst month: -19.3% • Best year: 2025 (+19.9%) • Worst year: 2022 (-13.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+9.3%+9.7%-11.1%+2.3%--------+9.0%
2025+3.0%-5.1%-2.6%-1.3%+5.0%+3.4%+3.0%-2.0%+6.1%+9.1%-2.1%+2.5%+19.9%
2024+0.1%+2.9%+3.5%-0.5%-1.6%+7.3%+0.8%-0.8%-0.1%-2.0%+1.4%-1.7%+9.1%
2023+3.9%-3.0%+0.1%-1.1%+4.4%+2.5%+3.1%-3.6%-0.1%-4.1%+6.9%+5.1%+14.3%
2022+0.7%-3.7%+1.3%-0.4%-2.9%-9.5%+7.2%+1.3%-7.6%+2.6%+4.2%-6.3%-13.6%
2021+1.3%+1.6%+5.3%-0.4%+1.9%+3.4%-1.8%+3.5%-1.2%+0.2%-1.0%+3.8%+17.6%
2020-5.2%-7.5%-19.3%+9.7%+0.2%+5.9%+2.5%-1.0%+2.1%-0.5%+11.6%+8.1%+2.3%
2019-------1.4%-4.2%+4.1%+1.5%+0.4%+6.0%+6.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +38.77% • The longest drawdown period lasted for 2 years and was between January 2022 and February 2024. It reached a trough of -17.4%.

Detailed Metrics

Returns
Total Return
+79.86%
Annualized Return
+9.11%
Avg Monthly Return
+0.84%
Risk
Volatility (Annual)
+18.17%
Max Drawdown
+38.77%
Positive Months
59%
Average Drawdown
-7.5%
Risk-Adjusted
Sharpe Ratio
0.39
Risk-free rate: 2.0%
Sortino Ratio
0.35
Downside risk adjusted
Return/Volatility
0.50
Calmar Ratio
0.23
Return/Max Drawdown
Ulcer Index
9.61
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€17,985.77
Backtest Period
2019-07-10 to 2026-04-02
6.7 years
Rebalancing
none
Base Currency
EUR