Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
11.5yr backtest

Performance Summary

Total Return+248.45%
Annualized Return+11.51%
Volatility+15.19%
Sharpe Ratio0.63
Max Drawdown+35.23%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio with 52% US large-cap, 33% developed markets, and 15% emerging & US small-cap value exposure.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
52.0%0.07%
VEA.US
Vanguard FTSE Developed Markets Index Fund ETF SharesUS9219438580
ETF
23.0%0.05%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
15.0%0.3%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
10.0%0.18%
Total100.0%0.11%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €34,845.43
Histogram of Monthly Returns
The portfolio had a positive return during 89 of the 139 months (64%)
Monthly Returns Heatmap
Best month: +10.5% • Worst month: -13.0% • Best year: 2021 (+34.8%) • Worst year: 2022 (-12.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+1.9%-4.5%+8.7%+5.7%+1.8%-1.5%+3.4%----+17.1%
2025+4.1%-2.9%-7.9%-5.0%+6.3%+1.2%+4.9%+0.4%+2.6%+4.2%+0.1%+0.1%+7.4%
2024+2.4%+3.7%+3.9%-2.3%+1.4%+4.6%+1.3%-1.0%+1.6%+1.4%+7.8%-2.0%+24.8%
2023+5.5%+0.4%-1.3%-0.2%+2.4%+4.3%+3.0%-0.7%-1.9%-3.7%+5.8%+5.0%+19.6%
2022-4.8%-1.4%+4.4%-2.3%-2.9%-6.3%+10.3%-1.4%-6.2%+5.0%+0.1%-6.2%-12.4%
2021+2.2%+3.9%+6.6%+1.7%-0.1%+4.3%+0.8%+3.1%-1.4%+4.7%+0.8%+4.0%+34.8%
2020-0.8%-8.6%-13.0%+10.5%+2.3%+1.8%-0.3%+6.1%-1.4%-1.5%+9.6%+2.2%+4.5%
2019+8.5%+3.8%+1.9%+3.7%-5.6%+3.9%+3.7%-2.5%+3.6%-0.1%+4.5%+2.1%+30.4%
2018+0.7%-1.9%-3.3%+3.7%+4.3%+0.1%+2.1%+2.0%+0.3%-5.2%+1.1%-8.9%-5.7%
2017-0.9%+5.2%-0.1%-0.8%-2.1%-0.4%-0.9%-0.8%+3.1%+3.5%+0.0%+1.4%+7.3%
2016-7.1%+1.1%+2.4%+0.6%+3.2%-0.8%+4.9%+0.3%+0.1%+0.2%+6.9%+2.8%+14.8%
2015-+1.7%+3.0%-1.4%+1.7%-3.8%+2.1%-9.5%-2.2%+9.3%+4.2%-4.5%-0.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.23% • The longest drawdown period lasted for 1 year and 8 months and was between January 2022 and September 2023. It reached a trough of -15.8%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (23.0% of total allocation)

Total Dividends Received

1,067.75

46 payments

Dividend Yield

0.53%

(annualized)

Avg Per Payment

23.21

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
202638.34
2025152.49
2024128.43
2023114.68
202292.89
2021108.09
202062.42
201988.24
201876.29
201774.61
201667.89
201563.36
Total1,067.75

Detailed Metrics

Returns
Total Return
+248.45%
Annualized Return
+11.51%
Avg Monthly Return
+0.98%
Risk
Volatility (Annual)
+15.19%
Max Drawdown
+35.23%
Positive Months
64%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
6.96
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
34,845.43
Backtest Period
2015-02-20 to 2026-08-07
11.5 years
Rebalancing
none
Base Currency
EUR
ggg | +11.5% CAGR | ETF Backtest