HomePortfoliosGLOBAL 50 EM 10 SC 10 M&G 10 KOP 10 AZ 5 POLAR 5

GLOBAL 50 EM 10 SC 10 M&G 10 KOP 10 AZ 5 POLAR 5

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Monthly Rebalancing
EUR
Moderate Risk
6.0yr backtest

Performance Summary

Total Return+151.26%
Annualized Return+16.53%
Volatility+11.80%
Sharpe Ratio1.23
Max Drawdown+17.99%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio blending Vanguard ETFs for core exposure with active funds in Europe, emerging markets, and technology sectors.
AssetTypeAllocationTER
IE00B03HD191
Vanguard Global Stock Index Fund EUR AccIE00B03HD191
FUND
50.0%0.18%
IE0031786696
Vanguard Emerging Markets Stock Index Fund EUR AccIE0031786696
FUND
10.0%0.08%
LU1670707527
M&G (Lux) European Strategic Value Fund A EUR AccLU1670707527
FUND
10.0%1.86%
IE00B42W4L06
Vanguard Global Small-Cap Index Fund EUR AccIE00B42W4L06
FUND
10.0%0.29%
IE00BH6XSF26
Heptagon Fund ICAV - Kopernik Global All-Cap Equity Fund AE EUR AccIE00BH6XSF26
FUND
10.0%1.45%
ES0112611001
AZVALOR INTERNACIONALES0112611001
FUND
5.0%1.85%
IE00BM95B621
Polar Capital Funds PLC - Polar Capital Global Technology Fund R EUR AccumulationIE00BM95B621
FUND
5.0%1.64%
Total100.0%0.63%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,125.83
Histogram of Monthly Returns
The portfolio had a positive return during 46 of the 74 months (62%)
Monthly Returns Heatmap
Best month: +10.5% • Worst month: -6.9% • Best year: 2021 (+26.8%) • Worst year: 2022 (-10.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.9%+3.5%-5.1%+8.2%+5.4%+0.3%-0.3%-----+16.4%
2025+3.4%-0.7%-5.8%-3.4%+6.4%+1.9%+3.8%+0.9%+4.0%+4.2%+0.1%+0.6%+15.6%
2024+1.1%+3.9%+3.6%-1.4%+2.6%+2.0%+1.5%-0.3%+1.6%+0.4%+5.4%-1.0%+21.0%
2023+5.6%-0.2%-0.0%-0.6%+2.1%+2.6%+3.1%-1.3%-1.1%-3.2%+5.5%+3.7%+17.0%
2022-2.6%-1.9%+2.9%-1.9%-1.3%-6.7%+8.7%-1.9%-6.9%+4.8%+4.1%-6.4%-10.1%
2021+0.7%+3.8%+5.5%+1.6%+1.4%+3.5%-0.1%+2.4%-1.1%+4.8%-0.8%+2.6%+26.8%
2020-----+0.0%+0.3%+4.8%-1.9%-1.7%+10.5%+3.4%+15.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +17.99% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -14.2%.

Detailed Metrics

Returns
Total Return
+151.26%
Annualized Return
+16.53%
Avg Monthly Return
+1.31%
Risk
Volatility (Annual)
+11.80%
Max Drawdown
+17.99%
Positive Months
62%
Average Drawdown
-3.7%
Risk-Adjusted
Sharpe Ratio
1.23
Risk-free rate: 2.0%
Sortino Ratio
1.14
Downside risk adjusted
Return/Volatility
1.40
Calmar Ratio
0.92
Return/Max Drawdown
Ulcer Index
4.71
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,125.83
Backtest Period
2020-06-30 to 2026-07-09
6.0 years
Rebalancing
monthly
Base Currency
EUR
GLOBAL 50 EM 10 SC 10 M&G 10 KOP 10 AZ 5 POLAR 5