None Rebalancing
USD
Moderate Risk
Multi-currency
12.0yr backtest

Performance Summary

Total Return+184.20%
Annualized Return+9.09%
Volatility+17.75%
Sharpe Ratio0.40
Max Drawdown+38.18%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio with allocations to equal-weighted US, European, and emerging markets for balanced growth.
AssetTypeAllocationTER
XDEW.F
Xtrackers S&P 500 Equal Weight UCITS ETF 1CIE00BLNMYC90
ETF
55.0%0.15%
MEUD.PA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
25.0%0.07%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
20.0%0.18%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $28,420.37
Histogram of Monthly Returns
The portfolio had a positive return during 88 of the 145 months (61%)
Monthly Returns Heatmap
Best month: +15.3% • Worst month: -16.0% • Best year: 2019 (+25.1%) • Worst year: 2022 (-13.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.7%+2.6%-6.7%+6.6%+3.6%+2.2%+0.4%+2.4%-0.5%---+14.6%
2025+3.4%-0.9%-1.9%-1.0%+5.1%+3.8%+2.5%+0.6%+2.0%-0.0%+1.4%+2.2%+18.3%
2024-0.3%+2.2%+4.8%-3.5%+1.6%+1.3%+3.5%+1.6%+3.1%-2.6%+4.0%-5.0%+10.9%
2023+7.2%-3.5%-1.0%+2.1%-3.9%+6.9%+2.8%-2.7%-4.5%-4.9%+9.3%+6.3%+13.3%
2022-4.8%-2.4%+3.2%-5.0%-1.4%-9.0%+6.4%-2.6%-9.4%+6.8%+7.3%-1.7%-13.5%
2021+1.4%+3.7%+3.7%+4.5%+2.6%-0.4%+0.4%+2.1%-3.6%+3.3%-1.3%+4.9%+23.1%
2020-2.5%-9.0%-16.0%+13.6%+1.9%+3.4%+6.0%+3.9%-2.6%-1.7%+15.3%+2.9%+11.5%
2019+8.1%+3.6%+0.6%+3.1%-6.5%+7.2%-0.1%-2.7%+2.9%+0.9%+3.2%+3.1%+25.1%
2018+6.0%-4.6%-1.6%-0.1%+0.2%-0.9%+3.1%+0.4%-0.4%-6.8%+1.2%-7.4%-11.1%
2017+1.7%+3.4%+1.7%+1.5%+0.9%+1.6%+2.2%-0.9%+2.6%+1.6%+2.8%+1.8%+23.0%
2016-8.1%+0.7%+8.8%+0.8%+0.5%-1.7%+4.8%+1.3%-0.4%-0.5%+1.5%+1.1%+8.1%
2015-2.7%+5.5%-0.5%+1.9%+0.3%-3.4%-0.0%-5.5%-3.9%+6.6%-0.4%-1.1%-3.8%
2014---------2.8%+0.7%+1.8%-0.9%-1.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +38.18% • The longest drawdown period lasted for 2 years and 1 month and was between January 2022 and February 2024. It reached a trough of -24.2%.
When could this portfolio get you to financial independence?

EW WORLD returned +9.09% a year over the 12 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
+184.20%
Annualized Return
+9.09%
Avg Monthly Return
+0.82%
Risk
Volatility (Annual)
+17.75%
Max Drawdown
+38.18%
Positive Months
61%
Average Drawdown
-6.0%
Risk-Adjusted
Sharpe Ratio
0.40
Risk-free rate: 2.0%
Sortino Ratio
0.38
Downside risk adjusted
Return/Volatility
0.51
Calmar Ratio
0.24
Return/Max Drawdown
Ulcer Index
7.94
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$28,420.37
Backtest Period
2014-09-03 to 2026-09-04
12.0 years
Rebalancing
none
Base Currency
USD