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FTSE all

Created byuser-kzkir0
None Rebalancing
EUR
Moderate Risk
2.8yr backtest

Performance Summary

Total Return+45.60%
Annualized Return+14.58%
Volatility+13.25%
Sharpe Ratio0.95
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 Acc • IE000716YHJ7
ETF
100.0%0.15%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,560.13
Histogram of Monthly Returns
The portfolio had a positive return during 23 of the 35 months (66%)
Monthly Returns Heatmap
Best month: +6.6% • Worst month: -7.2% • Best year: 2024 (+24.7%) • Worst year: 2026 (-0.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+1.6%-5.4%+2.1%---------0.6%
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%.

Detailed Metrics

Returns
Total Return
+45.60%
Annualized Return
+14.58%
Avg Monthly Return
+1.13%
Risk
Volatility (Annual)
+13.25%
Max Drawdown
+20.96%
Positive Months
66%
Average Drawdown
-3.1%
Risk-Adjusted
Sharpe Ratio
0.95
Risk-free rate: 2.0%
Sortino Ratio
0.89
Downside risk adjusted
Return/Volatility
1.10
Calmar Ratio
0.70
Return/Max Drawdown
Ulcer Index
4.25
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,560.13
Backtest Period
2023-06-29 to 2026-04-02
2.8 years
Rebalancing
none
Base Currency
EUR