HomePortfoliosFTSE Emerging Markets

FTSE Emerging Markets

None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+65.17%
Annualized Return+7.72%
Volatility+18.23%
Sharpe Ratio0.31
Max Drawdown+30.51%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
All-equity portfolio investing 100% in a diversified Vanguard Emerging Markets ETF for focused, long-term growth.
AssetTypeAllocationTER
VFEA.XETRA
Vanguard FTSE Emerging Markets UCITS ETF (USD) AccumulatingIE00BK5BR733
ETF
100.0%0.17%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,517.35
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 82 months (62%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -13.8% • Best year: 2024 (+19.3%) • Worst year: 2022 (-10.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.3%+2.6%-6.4%+8.2%+2.8%+0.1%------+11.7%
2025+1.8%-0.7%-2.6%-4.4%+3.6%+1.6%+4.2%+0.5%+5.7%+3.3%-1.7%-0.2%+11.2%
2024-1.0%+3.1%+2.4%+2.6%-0.1%+4.3%-0.3%-1.3%+7.0%-0.8%+0.6%+1.6%+19.3%
2023+5.2%-4.2%+0.4%-2.4%-0.2%+2.6%+4.8%-4.3%+0.1%-4.2%+3.9%+2.1%+3.3%
2022+2.3%-2.8%-2.1%+0.3%-2.5%-1.8%+1.7%+1.7%-7.2%-5.1%+9.3%-3.9%-10.7%
2021+5.0%+1.2%+1.6%-0.8%+1.0%+3.2%-6.0%+3.0%-1.5%+1.2%-1.5%+0.3%+6.3%
2020-5.6%-4.8%-13.8%+7.6%-0.8%+6.6%+2.5%+1.8%+0.8%+2.2%+5.6%+3.3%+3.5%
2019--------+0.1%+1.1%+1.8%+6.5%+9.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +30.51% • The longest drawdown period lasted for 3 years and 7 months and was between February 2021 and September 2024. It reached a trough of -22.0%.

Detailed Metrics

Returns
Total Return
+65.17%
Annualized Return
+7.72%
Avg Monthly Return
+0.69%
Risk
Volatility (Annual)
+18.23%
Max Drawdown
+30.51%
Positive Months
62%
Average Drawdown
-9.0%
Risk-Adjusted
Sharpe Ratio
0.31
Risk-free rate: 2.0%
Sortino Ratio
0.30
Downside risk adjusted
Return/Volatility
0.42
Calmar Ratio
0.25
Return/Max Drawdown
Ulcer Index
10.57
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,517.35
Backtest Period
2019-09-26 to 2026-06-26
6.7 years
Rebalancing
none
Base Currency
EUR
FTSE Emerging Markets | +7.7% CAGR | ETF Backtest