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Future Michel Klaus

Optimize FIRE Projection
None Rebalancing
EUR
Moderate Risk
10.8yr backtest

Performance Summary

Total Return+222.41%
Annualized Return+11.48%
Volatility+15.93%
Sharpe Ratio0.59
Max Drawdown+33.48%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified 100% equity ETF portfolio with 95% global developed and emerging markets plus a tech tilt for long-term growth.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
60.0%0.2%
EUNM.XETRA
iShares MSCI EM UCITS ETF (Acc)IE00B4L5YC18
ETF
25.0%0.18%
ZPRS.XETRA
State Street SPDR MSCI World Small Cap UCITS ETF USD Unhedged (Acc)IE00BCBJG560
ETF
10.0%0.45%
QDVE.XETRA
iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)IE00B3WJKG14
ETF
5.0%0.15%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €32,241
Histogram of Monthly Returns
The portfolio had a positive return during 83 of the 130 months (64%)
Monthly Returns Heatmap
Best month: +10.3% • Worst month: -11.8% • Best year: 2019 (+29.9%) • Worst year: 2022 (-15.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+1.6%-5.7%+10.3%+7.6%+1.1%-2.5%+2.8%+0.4%---+17.3%
2025+3.5%-2.6%-7.6%-3.9%+6.6%+1.9%+5.3%-0.5%+3.7%+5.1%-1.2%+0.4%+9.9%
2024+2.4%+3.9%+3.5%-1.7%+1.5%+5.7%-0.1%-0.8%+2.1%+0.8%+6.4%-0.7%+25.1%
2023+5.7%-0.2%+0.5%-0.6%+3.1%+3.7%+2.9%-1.4%-1.8%-3.6%+6.1%+4.1%+19.6%
2022-4.7%-2.1%+3.3%-2.4%-3.3%-5.9%+9.1%-1.4%-6.6%+3.0%+1.6%-5.7%-15.0%
2021+1.8%+2.8%+4.8%+1.3%-0.4%+4.7%-0.1%+3.0%-1.9%+4.3%+0.4%+3.3%+26.5%
2020-1.0%-7.9%-11.8%+9.7%+1.9%+3.2%+0.3%+5.4%-0.7%-1.5%+9.0%+2.9%+7.6%
2019+8.5%+3.2%+2.5%+3.4%-5.5%+3.9%+3.2%-2.4%+3.1%+0.3%+4.0%+2.9%+29.9%
2018+1.8%-1.9%-3.1%+2.9%+3.2%-1.0%+2.1%+1.1%+0.3%-5.7%+1.2%-7.5%-6.9%
2017+0.1%+4.9%+1.0%-0.4%-1.0%-0.9%+0.1%-0.1%+2.3%+3.8%-0.5%+1.7%+11.4%
2016-6.8%+0.6%+3.1%-0.5%+3.3%+0.2%+4.4%+0.6%+0.6%+0.8%+4.0%+2.2%+12.6%
2015------------4.9%-4.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.48% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -17.0%.
When could this portfolio get you to financial independence?

Future Michel Klaus returned +11.48% a year over the 11 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
+222.41%
Annualized Return
+11.48%
Avg Monthly Return
+0.98%
Risk
Volatility (Annual)
+15.93%
Max Drawdown
+33.48%
Positive Months
64%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.59
Risk-free rate: 2.0%
Sortino Ratio
0.54
Downside risk adjusted
Return/Volatility
0.72
Calmar Ratio
0.34
Return/Max Drawdown
Ulcer Index
6.62
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
32,241
Backtest Period
2015-12-02 to 2026-09-11
10.8 years
Rebalancing
none
Base Currency
EUR
Future Michel Klaus | +11.5% CAGR | ETF Backtest