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part of a portfolio for testing

Created byuser-k1xkie

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None Rebalancing

EUR

Moderate Risk

3.2yr backtest

Performance Summary

Total Return+71.58%

Annualized Return+18.69%

Volatility+12.37%

Sharpe Ratio1.35

Max Drawdown+19.05%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global equity portfolio with 57% North America, 26% Europe, 14% emerging markets, and 3% defense sector ETF exposure.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
FI4000029327 OP-Amerikka Indeksi A • FI4000029327	FI4000029327	Acc	FUND	57.0%	0.39%
FI4000029301 OP-Eurooppa Indeksi A • FI4000029301	FI4000029301	Acc	FUND	26.0%	0.39%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	14.0%	0.18%
DFEN.XETRA VanEck Defense UCITS ETF A • IE000YYE6WK5	IE000YYE6WK5	Acc	ETF	3.0%	0.55%
Total		Total			100.0%	0.37%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €17,158.19

Histogram of Monthly Returns

The portfolio had a positive return during 27 of the 39 months (69%)

Monthly Returns Heatmap

Best month: +8.2% • Worst month: -7.1% • Best year: 2024 (+25.4%) • Worst year: 2023 (+6.4%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+2.0%	+1.2%	-5.1%	+8.2%	+5.6%	+1.0%	-1.3%	+4.1%	-	-	-	-	+16.2%
2025	+3.5%	-0.4%	-7.1%	-3.3%	+6.1%	+1.2%	+3.9%	-0.0%	+3.7%	+3.8%	-0.8%	+0.3%	+10.7%
2024	+2.4%	+4.9%	+3.4%	-2.2%	+2.7%	+3.6%	+0.4%	+0.4%	+1.5%	+0.4%	+6.1%	-0.4%	+25.4%
2023	-	-	-	-	-	+0.2%	+2.7%	-1.5%	-1.9%	-2.9%	+6.4%	+3.5%	+6.4%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +19.05% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -19.1%.

Detailed Metrics

Returns

Total Return

+71.58%

Annualized Return

+18.69%

Avg Monthly Return

+1.45%

Risk

Volatility (Annual)

+12.37%

Max Drawdown

+19.05%

Positive Months

69%

Average Drawdown

-2.7%

Risk-Adjusted

Sharpe Ratio

1.35

Risk-free rate: 2.0%

Sortino Ratio

1.24

Downside risk adjusted

Return/Volatility

1.51

Calmar Ratio

0.98

Return/Max Drawdown

Ulcer Index

3.76

Drawdown depth & duration

Martin Ratio

0.04

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€17,158.19

Backtest Period

2023-06-19 to 2026-08-13
3.2 years

Rebalancing

none

Base Currency

EUR