Finax

Tracking Finax solution - 100% stocks.

Optimize FIRE Projection
Annual Rebalancing
EUR
Moderate Risk
12.2yr backtest

Performance Summary

Total Return+267.34%
Annualized Return+11.26%
Volatility+15.96%
Sharpe Ratio0.58
Max Drawdown+35.35%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Finax 100% stocks portfolio: diversified global ETF allocation across US large-cap, emerging markets, and European equities with annual rebalancing in EUR.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
39.0%0.07%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
20.0%0.18%
XSX6.XETRA
Xtrackers STOXX Europe 600 UCITS ETF 1CLU0328475792
ETF
20.0%0.2%
SPY4.XETRA
SPDR S&P 400 U.S. Mid Cap UCITS ETF USD Unhedged (Acc)IE00B4YBJ215
ETF
9.0%0.3%
XXSC.XETRA
Xtrackers MSCI Europe Small Cap UCITS ETF 1CLU0322253906
ETF
6.0%0.3%
ZPRR.XETRA
State Street SPDR Russell 2000 U.S. Small Cap UCITS ETF USDIE00BJ38QD84
ETF
6.0%0.3%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €36,733.67
Histogram of Monthly Returns
The portfolio had a positive return during 93 of the 147 months (63%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -13.7% • Best year: 2019 (+29.8%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+2.4%-6.1%+9.0%+5.7%+1.9%-2.1%+1.9%-0.3%---+15.0%
2025+4.3%-1.8%-6.3%-3.8%+5.9%+1.1%+4.0%-0.0%+2.7%+3.9%-0.2%+0.8%+10.3%
2024+1.5%+3.4%+3.9%-1.5%+1.5%+3.5%+1.2%-0.9%+1.7%+0.3%+5.7%-1.7%+19.9%
2023+5.6%+0.3%-1.1%-0.2%+1.2%+3.7%+3.1%-1.6%-1.9%-4.1%+6.0%+4.7%+16.1%
2022-4.9%-2.1%+3.0%-1.8%-2.9%-6.5%+9.0%-1.6%-6.6%+4.0%+2.2%-5.2%-13.7%
2021+1.8%+3.4%+5.5%+1.7%+0.0%+3.7%+0.4%+2.9%-2.0%+4.3%-0.1%+4.0%+28.5%
2020-1.4%-8.0%-13.7%+10.1%+2.0%+2.6%+0.4%+4.8%-0.9%-1.6%+10.2%+2.8%+4.7%
2019+8.6%+3.5%+2.1%+3.5%-5.5%+4.0%+2.9%-2.4%+3.2%+0.3%+4.1%+2.7%+29.8%
2018+1.5%-2.2%-2.8%+3.2%+3.4%-0.6%+2.4%+1.2%+0.0%-5.7%+1.1%-8.1%-7.1%
2017-0.6%+5.1%+0.9%+0.1%-1.2%-0.8%-0.4%-0.4%+2.9%+3.2%-0.3%+1.5%+10.2%
2016-7.0%+0.8%+2.5%-0.2%+3.6%-0.9%+4.5%+0.6%+0.2%+0.1%+5.1%+2.9%+12.4%
2015+5.6%+6.2%+3.0%-1.2%+1.6%-3.7%+1.4%-8.2%-3.1%+9.0%+3.7%-4.4%+8.8%
2014-------0.5%+4.4%+0.7%+1.2%+2.9%+1.3%+10.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.35% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -16.7%.
When could this portfolio get you to financial independence?

Finax returned +11.26% 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
+267.34%
Annualized Return
+11.26%
Avg Monthly Return
+0.96%
Risk
Volatility (Annual)
+15.96%
Max Drawdown
+35.35%
Positive Months
63%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.58
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
0.71
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
7.15
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
36,733.67
Backtest Period
2014-07-02 to 2026-09-11
12.2 years
Rebalancing
annual
Base Currency
EUR