FIRE Projection
None Rebalancing
EUR
Moderate Risk
3.2yr backtest

Performance Summary

Total Return+68.77%
Annualized Return+17.87%
Volatility+12.99%
Sharpe Ratio1.22
Max Drawdown+20.96%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified investment portfolio using a single FTSE All-World ETF for broad equity market exposure and growth.
AssetTypeAllocationTER
FWIA.XETRA
Invesco FTSE All-World UCITS ETF AccIE000716YHJ7
ETF
100.0%0.15%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,877.49
Histogram of Monthly Returns
The portfolio had a positive return during 27 of the 40 months (68%)
Monthly Returns Heatmap
Best month: +8.7% • Worst month: -7.2% • Best year: 2024 (+24.7%) • Worst year: 2023 (+7.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+1.9%-5.4%+8.7%+6.0%+1.3%-1.4%+2.2%+0.7%---+15.2%
2025+4.7%-2.7%-7.2%-4.0%+6.1%+1.0%+4.8%-0.4%+3.0%+4.3%-0.5%+0.5%+9.0%
2024+2.7%+3.7%+3.6%-1.3%+1.2%+4.7%+0.2%-0.4%+1.7%+0.9%+6.6%-1.0%+24.7%
2023-----+0.9%+3.0%-0.9%-1.4%-3.4%+5.6%+3.9%+7.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.96% • The longest drawdown period lasted for 7 months and was between February 2025 and September 2025. It reached a trough of -21.0%.
When could this portfolio get you to financial independence?

FTSE all returned +17.87% a year over the 3 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
+68.77%
Annualized Return
+17.87%
Avg Monthly Return
+1.37%
Risk
Volatility (Annual)
+12.99%
Max Drawdown
+20.96%
Positive Months
68%
Average Drawdown
-2.8%
Risk-Adjusted
Sharpe Ratio
1.22
Risk-free rate: 2.0%
Sortino Ratio
1.16
Downside risk adjusted
Return/Volatility
1.38
Calmar Ratio
0.85
Return/Max Drawdown
Ulcer Index
3.99
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,877.49
Backtest Period
2023-06-29 to 2026-09-04
3.2 years
Rebalancing
none
Base Currency
EUR