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Fund global portfolio

Optimize
None Rebalancing
EUR
High Risk
Multi-currency
11.2yr backtest

Performance Summary

Total Return+216.43%
Annualized Return+10.88%
Volatility+20.34%
Sharpe Ratio0.44
Max Drawdown+56.21%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio blending technology, frontier markets, and diversified multiequities for strategic growth exposure.
AssetTypeAllocationTER
FR0011008770
H2O Multiequities FCP ICFR0011008770
FUND
60.0%2%
LU1213836080
Fidelity Funds - Global Technology Fund A-Acc-EURLU1213836080
FUND
20.0%1.89%
LU0666199749
HSBC Global Investment Funds - Frontier Markets ACLU0666199749
FUND
20.0%2.15%
Total100.0%2.01%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €31,642.53
Histogram of Monthly Returns
The portfolio had a positive return during 83 of the 135 months (61%)
Monthly Returns Heatmap
Best month: +20.4% • Worst month: -38.4% • Best year: 2021 (+41.5%) • Worst year: 2020 (-22.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.6%+0.1%-5.5%+9.8%+4.6%-1.5%------+10.8%
2025+6.5%+1.8%-5.6%-4.2%+6.7%+1.1%+4.8%+1.5%+3.4%+2.5%-0.1%+2.0%+21.5%
2024+0.7%+3.9%+5.2%-1.5%+1.6%+1.6%+1.1%-1.8%+2.1%-1.0%+4.3%+0.3%+17.5%
2023+11.4%+2.1%-0.7%-1.6%+3.6%+5.7%+5.0%-2.3%+0.4%-4.5%+7.2%+5.1%+34.9%
2022+3.2%-6.8%+4.0%-2.9%+1.8%-10.0%+7.4%-0.2%-8.7%+4.5%+5.2%-3.7%-7.9%
2021+0.1%+8.3%+9.2%+1.8%+2.3%+3.4%-0.2%+3.6%+1.5%+3.6%-2.2%+4.5%+41.5%
2020-2.2%-10.2%-38.4%+11.0%+5.8%+6.1%-5.2%+7.8%-0.1%-8.4%+20.4%+2.5%-22.3%
2019+8.7%+6.5%+1.4%+8.7%-10.3%+3.2%+2.4%-7.2%+12.8%+3.5%+4.2%+2.4%+39.8%
2018-0.3%-0.8%-3.0%+5.4%-2.8%-0.6%+3.8%-8.1%+3.1%-1.6%-0.2%-6.9%-12.1%
2017+0.5%+4.3%+2.2%+0.6%-0.5%-0.9%-2.4%+0.2%+4.0%+5.6%-2.5%-2.2%+8.8%
2016-9.2%-1.5%+1.6%-0.3%+7.8%-9.3%+7.0%+3.4%-1.8%+6.7%+4.4%+5.2%+12.7%
2015----3.0%+2.5%-2.4%+3.0%-7.2%-4.0%+11.0%+3.6%-5.0%-2.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +56.21% • The longest drawdown period lasted for 1 year and 7 months and was between February 2020 and October 2021. It reached a trough of -56.2%.

Detailed Metrics

Returns
Total Return
+216.43%
Annualized Return
+10.88%
Avg Monthly Return
+1.06%
Risk
Volatility (Annual)
+20.34%
Max Drawdown
+56.21%
Positive Months
61%
Average Drawdown
-8.8%
Risk-Adjusted
Sharpe Ratio
0.44
Risk-free rate: 2.0%
Sortino Ratio
0.40
Downside risk adjusted
Return/Volatility
0.53
Calmar Ratio
0.19
Return/Max Drawdown
Ulcer Index
12.95
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
31,642.53
Backtest Period
2015-04-16 to 2026-06-12
11.2 years
Rebalancing
none
Base Currency
EUR
Fund global portfolio | +10.9% CAGR | ETF Backtest