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ETF portfolio

Created byuser-whsw9m
Optimize
Annual Rebalancing
EUR
Moderate Risk
6.2yr backtest

Performance Summary

Total Return+101.43%
Annualized Return+12.05%
Volatility+16.63%
Sharpe Ratio0.60
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 Acc • IE00B3YCGJ38
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 Acc • LU0908500753
ETF
15.6%0.07%
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) Accumulating • IE00BFMXXD54
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 €20,143.36
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 75 months (68%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -11.1% • Best year: 2021 (+33.8%) • Worst year: 2022 (-14.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+0.5%-5.4%+2.1%---------2.1%
2025+3.6%-2.4%-7.0%-3.2%+6.6%+2.0%+4.3%-0.1%+2.8%+3.9%-0.2%+0.5%+10.6%
2024+3.1%+3.9%+3.7%-2.1%+1.8%+5.3%+0.1%+0.1%+1.8%+0.8%+6.3%-0.6%+26.9%
2023+5.1%+0.2%+0.8%+1.0%+1.8%+4.5%+2.6%-0.6%-2.6%-3.3%+6.8%+4.0%+21.7%
2022-5.2%-2.3%+4.7%-3.8%-3.0%-6.7%+9.6%-2.1%-6.3%+4.8%+0.7%-4.9%-14.7%
2021+0.7%+3.1%+5.8%+3.0%+0.0%+4.0%+2.0%+3.3%-2.7%+5.5%+0.9%+4.1%+33.8%
2020--11.1%-10.4%+10.1%+2.4%+2.0%+1.7%+6.3%-1.9%-2.8%+9.2%+2.2%+5.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.83% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -18.2%.

Detailed Metrics

Returns
Total Return
+101.43%
Annualized Return
+12.05%
Avg Monthly Return
+1.03%
Risk
Volatility (Annual)
+16.63%
Max Drawdown
+33.83%
Positive Months
68%
Average Drawdown
-5.8%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
0.72
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
7.41
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€20,143.36
Backtest Period
2020-02-04 to 2026-04-02
6.2 years
Rebalancing
annual
Base Currency
EUR