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Annual Rebalancing
EUR
Moderate Risk
Multi-currency
6.2yr backtest

Performance Summary

Total Return+111.62%
Annualized Return+12.81%
Volatility+16.56%
Sharpe Ratio0.65
Max Drawdown+33.83%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global ETF portfolio with 84% US, 16% European, and 5% emerging markets exposure for core equity growth.
AssetTypeAllocationTER
SPXS.AS
Invesco S&P 500 UCITS ETF AccIE00B3YCGJ38
ETF
44.8%0.05%
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
25.3%0.07%
MEUD.PA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
15.6%0.07%
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
9.3%0.07%
EMIM.AS
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
5.0%0.18%
Total100.0%0.07%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,162.06
Histogram of Monthly Returns
The portfolio had a positive return during 47 of the 75 months (63%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -11.1% • Best year: 2021 (+36.2%) • Worst year: 2022 (-13.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%+0.9%-5.0%+8.9%--------+4.9%
2025+3.6%-2.4%-7.8%-4.3%+6.4%+0.9%+4.9%-0.3%+2.7%+4.3%-0.3%+0.2%+7.2%
2024+3.7%+3.9%+3.7%-1.8%+1.4%+5.6%-0.1%-0.5%+1.6%+1.4%+7.1%-0.2%+28.8%
2023+4.7%+0.9%+0.2%+0.6%+2.6%+4.0%+2.4%-0.3%-1.9%-3.3%+6.0%+3.6%+20.7%
2022-4.9%-2.2%+5.0%-2.6%-3.4%-6.1%+10.2%-1.6%-5.7%+4.6%-0.6%-5.5%-13.4%
2021+0.9%+3.2%+6.6%+2.4%-0.3%+4.7%+1.9%+3.4%-2.2%+5.6%+1.4%+4.0%+36.2%
2020--11.1%-10.3%+10.0%+2.1%+1.6%+0.3%+6.1%-1.5%-2.6%+8.3%+1.9%+2.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.83% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -16.9%.

Detailed Metrics

Returns
Total Return
+111.62%
Annualized Return
+12.81%
Avg Monthly Return
+1.10%
Risk
Volatility (Annual)
+16.56%
Max Drawdown
+33.83%
Positive Months
63%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.65
Risk-free rate: 2.0%
Sortino Ratio
0.60
Downside risk adjusted
Return/Volatility
0.77
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
7.27
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,162.06
Backtest Period
2020-02-04 to 2026-04-24
6.2 years
Rebalancing
annual
Base Currency
EUR
ETF portfolio | +12.8% CAGR | ETF Backtest