None Rebalancing
EUR
Moderate Risk
16.5yr backtest

Performance Summary

Total Return+273.67%
Annualized Return+8.33%
Volatility+19.99%
Sharpe Ratio0.32
Max Drawdown+38.41%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in Europe's top 50 blue-chip companies with this focused ETF portfolio, offering a straightforward core equity holding for growth.
AssetTypeAllocationTER
SXRT.XETRA
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)IE00B53L3W79
ETF
100.0%0.1%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €37,367
Histogram of Monthly Returns
The portfolio had a positive return during 119 of the 199 months (60%)
Monthly Returns Heatmap
Best month: +18.1% • Worst month: -16.3% • Best year: 2019 (+30.2%) • Worst year: 2011 (-15.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+3.2%-9.1%+6.2%+3.8%+4.7%+0.7%+1.0%-0.4%---+12.7%
2025+8.3%+3.5%-3.7%-1.1%+5.3%-1.0%+0.4%+0.6%+3.3%+2.6%+0.3%+2.3%+22.2%
2024+2.7%+5.1%+4.4%-2.3%+2.2%-1.7%-0.3%+1.7%+1.0%-3.4%-0.3%+1.7%+11.1%
2023+9.5%+1.9%+2.0%+1.7%-2.0%+4.5%+1.7%-3.8%-2.8%-2.8%+8.2%+3.4%+22.5%
2022-3.0%-5.9%-0.4%-2.0%+1.1%-8.8%+7.5%-5.1%-5.6%+9.2%+9.7%-3.8%-8.8%
2021-2.5%+4.6%+7.9%+1.8%+2.6%+0.6%+0.8%+2.5%-3.1%+5.1%-4.3%+6.0%+23.5%
2020-3.2%-8.5%-16.3%+5.4%+5.0%+6.2%-1.6%+3.5%-2.4%-7.4%+18.1%+2.4%-2.9%
2019+5.9%+4.5%+1.9%+5.3%-5.1%+6.0%-0.1%-1.0%+4.2%+1.2%+2.7%+1.9%+30.2%
2018+2.8%-4.5%-2.2%+5.9%-2.3%+0.1%+3.9%-3.9%+0.4%-5.9%-0.8%-5.6%-12.1%
2017-1.5%+2.8%+5.6%+2.1%+1.3%-2.9%+0.2%-0.7%+5.0%+2.0%-2.4%-1.5%+10.2%
2016-7.7%-2.9%+2.1%+1.3%+2.8%-6.1%+4.5%+1.2%-0.5%+1.9%-0.0%+7.8%+3.3%
2015+6.7%+7.4%+3.0%-1.8%+0.1%-3.6%+5.0%-9.2%-5.2%+10.4%+2.7%-5.8%+8.0%
2014-2.4%+4.5%+0.5%+1.7%+3.0%-0.2%-3.4%+1.9%+1.8%-3.3%+4.4%-2.9%+5.3%
2013+3.1%-2.7%-0.4%+4.1%+3.5%-6.1%+6.7%-1.6%+6.6%+6.0%+0.7%+0.7%+21.8%
2012+5.3%+3.9%-1.2%-6.2%-6.6%+7.6%+2.9%+4.8%+0.9%+2.1%+3.1%+2.2%+19.3%
2011+5.4%+0.6%-2.2%+4.0%-4.9%+1.6%-6.3%-13.3%-5.3%+9.4%-1.9%-1.2%-15.1%
2010--+1.1%-3.7%-5.7%-1.0%+6.5%-4.3%+4.8%+3.5%-6.5%+6.2%-0.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +38.41% • The longest drawdown period lasted for 2 years and 2 months and was between February 2011 and May 2013. It reached a trough of -34.2%.
When could this portfolio get you to financial independence?

EU50 returned +8.33% a year over the 16 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+273.67%
Annualized Return
+8.33%
Avg Monthly Return
+0.77%
Risk
Volatility (Annual)
+19.99%
Max Drawdown
+38.41%
Positive Months
60%
Average Drawdown
-7.7%
Risk-Adjusted
Sharpe Ratio
0.32
Risk-free rate: 2.0%
Sortino Ratio
0.30
Downside risk adjusted
Return/Volatility
0.42
Calmar Ratio
0.22
Return/Max Drawdown
Ulcer Index
10.13
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
37,367
Backtest Period
2010-03-11 to 2026-09-04
16.5 years
Rebalancing
none
Base Currency
EUR