Optimize
None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+100.93%
Annualized Return+11.00%
Volatility+16.32%
Sharpe Ratio0.55
Max Drawdown+33.76%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio blending 95% Vanguard FTSE All-World and 5% small-cap stocks for broad market growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
95.0%0.19%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
5.0%0.35%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,092.95
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 82 months (62%)
Monthly Returns Heatmap
Best month: +9.6% • Worst month: -11.6% • Best year: 2021 (+28.5%) • Worst year: 2022 (-13.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+1.9%-5.4%+2.1%---------0.3%
2025+4.3%-2.3%-7.2%-3.9%+6.1%+1.0%+4.7%-0.2%+2.9%+4.3%-0.4%+0.4%+9.1%
2024+2.7%+3.6%+3.6%-1.8%+1.1%+4.6%+0.5%-0.5%+1.8%+0.8%+6.7%-1.2%+23.9%
2023+5.1%+0.0%-0.0%-0.1%+2.2%+3.6%+2.6%-1.0%-1.5%-3.6%+5.7%+4.0%+17.9%
2022-4.7%-1.9%+3.8%-2.2%-3.3%-6.0%+9.2%-1.5%-6.1%+3.6%+1.4%-5.5%-13.5%
2021+1.1%+3.0%+5.7%+1.5%-0.2%+4.3%+0.7%+2.9%-1.7%+4.4%+0.1%+3.7%+28.5%
2020-0.7%-8.3%-11.6%+9.6%+2.2%+2.4%-0.3%+5.5%-0.9%-1.8%+9.1%+2.3%+5.3%
2019------+0.0%-1.9%+3.3%+0.1%+4.1%+2.2%+8.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.76% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.2%.

Detailed Metrics

Returns
Total Return
+100.93%
Annualized Return
+11.00%
Avg Monthly Return
+0.93%
Risk
Volatility (Annual)
+16.32%
Max Drawdown
+33.76%
Positive Months
62%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.55
Risk-free rate: 2.0%
Sortino Ratio
0.49
Downside risk adjusted
Return/Volatility
0.67
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
7.20
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,092.95
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
none
Base Currency
EUR