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None Rebalancing
EUR
Moderate Risk
16.8yr backtest

Performance Summary

Total Return+481.08%
Annualized Return+11.05%
Volatility+15.11%
Sharpe Ratio0.60
Max Drawdown+34.17%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity portfolio with 50% MSCI World ETF and 50% MSCI Europe ETF for broad market exposure and growth.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
50.0%0.2%
EUNK.XETRA
iShares Core MSCI Europe UCITS ETF EUR (Acc)IE00B4K48X80
ETF
50.0%0.12%
Total100.0%0.16%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €58,108.23
Histogram of Monthly Returns
The portfolio had a positive return during 131 of the 203 months (65%)
Monthly Returns Heatmap
Best month: +11.2% • Worst month: -12.3% • Best year: 2019 (+29.9%) • Worst year: 2022 (-11.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+2.1%-5.9%+7.2%+4.7%+2.0%-0.0%+2.9%----+14.7%
2025+5.3%-0.4%-6.6%-2.7%+5.8%+0.0%+3.4%+0.1%+2.2%+3.8%+0.1%+1.1%+12.1%
2024+2.6%+3.1%+3.9%-1.6%+2.0%+2.8%+0.5%+0.4%+0.7%-0.4%+5.2%-1.0%+19.4%
2023+5.5%+1.0%+0.1%+1.1%+0.5%+3.3%+2.2%-1.3%-1.6%-3.5%+6.1%+4.1%+18.5%
2022-4.7%-2.2%+3.3%-1.8%-2.4%-6.9%+9.3%-3.0%-5.9%+5.1%+2.8%-4.8%-11.9%
2021-0.3%+3.1%+6.2%+2.0%+0.8%+3.6%+1.8%+2.6%-2.3%+5.0%-0.5%+4.6%+29.8%
2020-0.6%-8.6%-12.3%+8.3%+2.6%+2.3%-0.8%+4.9%-1.3%-3.6%+11.2%+2.4%+2.0%
2019+7.4%+4.0%+2.4%+3.7%-4.8%+4.0%+2.3%-1.6%+3.4%+0.4%+3.7%+2.0%+29.9%
2018+1.1%-2.6%-2.9%+4.1%+2.2%-0.1%+2.7%+0.2%+0.6%-5.0%-0.1%-7.4%-7.6%
2017-0.7%+4.1%+1.7%+0.4%+0.1%-1.6%-0.6%-0.9%+3.3%+2.7%-0.9%+1.2%+8.9%
2016-6.8%-0.8%+1.2%+0.8%+3.5%-2.5%+3.8%+0.4%+0.1%-0.1%+3.6%+4.0%+6.9%
2015+6.1%+6.7%+2.3%-1.0%+1.7%-3.9%+3.3%-8.4%-3.9%+9.3%+3.2%-4.3%+10.1%
2014-1.6%+3.9%-0.4%+1.1%+3.2%+0.6%-0.3%+3.0%+1.1%-0.2%+3.0%-0.1%+14.1%
2013+2.9%+2.5%+3.0%+0.9%+2.4%-4.1%+4.2%-1.5%+3.5%+3.8%+1.3%+0.5%+20.7%
2012+4.3%+3.4%+0.7%-1.1%-4.1%+3.9%+4.4%+1.1%+0.5%-0.5%+1.7%+0.5%+15.1%
2011-0.1%+2.5%-3.0%+0.8%+0.1%-2.1%-1.6%-10.1%-2.0%+7.3%-0.2%+2.7%-6.5%
2010-1.4%+1.1%+7.2%+0.6%-3.7%-1.8%+2.9%-0.1%+1.7%+1.5%+1.8%+5.6%+16.0%
2009----------2.7%+0.1%+6.3%+3.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.17% • The longest drawdown period lasted for 1 year and 10 months and was between April 2015 and February 2017. It reached a trough of -24.1%.

Detailed Metrics

Returns
Total Return
+481.08%
Annualized Return
+11.05%
Avg Monthly Return
+0.93%
Risk
Volatility (Annual)
+15.11%
Max Drawdown
+34.17%
Positive Months
65%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.73
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
6.69
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
58,108.23
Backtest Period
2009-10-20 to 2026-08-07
16.8 years
Rebalancing
none
Base Currency
EUR
Euro growth | +11.1% CAGR | ETF Backtest