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part of a portfolio for testing

Optimize
None Rebalancing
EUR
Moderate Risk
3.1yr backtest

Performance Summary

Total Return+65.07%
Annualized Return+17.57%
Volatility+12.37%
Sharpe Ratio1.26
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.
AssetTypeAllocationTER
FI4000029327
OP-Amerikka Indeksi AFI4000029327
FUND
57.0%0.39%
FI4000029301
OP-Eurooppa Indeksi AFI4000029301
FUND
26.0%0.39%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
14.0%0.18%
DFEN.XETRA
VanEck Defense UCITS ETF AIE000YYE6WK5
ETF
3.0%0.55%
Total100.0%0.37%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,506.93
Histogram of Monthly Returns
The portfolio had a positive return during 26 of the 38 months (68%)
Monthly Returns Heatmap
Best month: +8.2% • Worst month: -7.1% • Best year: 2024 (+25.4%) • Worst year: 2023 (+6.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+1.2%-5.1%+8.2%+5.6%+1.0%-1.1%-----+11.8%
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
+65.07%
Annualized Return
+17.57%
Avg Monthly Return
+1.38%
Risk
Volatility (Annual)
+12.37%
Max Drawdown
+19.05%
Positive Months
68%
Average Drawdown
-2.8%
Risk-Adjusted
Sharpe Ratio
1.26
Risk-free rate: 2.0%
Sortino Ratio
1.15
Downside risk adjusted
Return/Volatility
1.42
Calmar Ratio
0.92
Return/Max Drawdown
Ulcer Index
3.78
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,506.93
Backtest Period
2023-06-19 to 2026-07-24
3.1 years
Rebalancing
none
Base Currency
EUR
part of a portfolio for testing | +17.6% CAGR | ETF Backtest