Optimize
None Rebalancing
EUR
Moderate Risk
6.4yr backtest

Performance Summary

Total Return+105.96%
Annualized Return+12.01%
Volatility+15.84%
Sharpe Ratio0.63
Max Drawdown+32.74%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio with 80% developed and 20% emerging market equities for broad growth exposure.
AssetTypeAllocationTER
VGVF.XETRA
Vanguard FTSE Developed World UCITS ETF AccIE00BK5BQV03
ETF
80.0%0.12%
VFEA.XETRA
Vanguard FTSE Emerging Markets UCITS ETF (USD) AccumulatingIE00BK5BR733
ETF
20.0%0.17%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,596.48
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 77 months (62%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -11.5% • Best year: 2021 (+26.5%) • Worst year: 2022 (-13.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+1.9%-5.4%+8.6%+5.7%+1.5%------+13.8%
2025+4.5%-2.3%-7.1%-3.9%+5.9%+1.0%+4.7%-0.2%+3.0%+4.4%-0.5%+0.4%+9.3%
2024+2.2%+3.8%+3.5%-1.2%+0.8%+4.9%+0.4%-0.5%+2.1%+0.8%+6.2%-1.2%+23.9%
2023+5.0%-0.3%+0.2%-0.1%+2.0%+3.6%+2.6%-1.1%-1.3%-3.5%+5.6%+4.0%+17.4%
2022-4.1%-1.9%+3.4%-2.1%-3.1%-5.6%+8.5%-1.4%-6.0%+2.8%+2.0%-5.3%-13.1%
2021+1.5%+2.5%+5.5%+1.3%-0.1%+4.4%+0.2%+2.8%-1.7%+4.2%+0.2%+3.3%+26.5%
2020--10.5%-11.5%+9.3%+1.7%+2.8%-0.0%+5.3%-0.8%-1.6%+8.8%+2.3%+3.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.74% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -15.6%.

Detailed Metrics

Returns
Total Return
+105.96%
Annualized Return
+12.01%
Avg Monthly Return
+1.02%
Risk
Volatility (Annual)
+15.84%
Max Drawdown
+32.74%
Positive Months
62%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.37
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
20,596.48
Backtest Period
2020-02-04 to 2026-06-19
6.4 years
Rebalancing
none
Base Currency
EUR
FTSE Full | +12.0% CAGR | ETF Backtest