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Global current

Optimize
None Rebalancing
EUR
High Risk
Multi-currency
7.1yr backtest

Performance Summary

Total Return+366.36%
Annualized Return+24.04%
Volatility+35.31%
Sharpe Ratio0.62
Max Drawdown+53.32%

Holdings

Asset Allocation

Asset Class

Equity 88.0%Money Market 12.0%
Holdings Details
Global equity portfolio with core MSCI World ETF and Tesla. Diversified with broad all-country ETF and a cash allocation for stability.
AssetTypeAllocationTER
SPPW.XETRA
SPDR MSCI World UCITS ETFIE00BFY0GT14
ETF
58.0%0.12%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
15.0%0.17%
TSLA.US
Tesla IncUS88160R1014
STOCK
15.0%0%
CSH.PA
Amundi EUR Overnight Return UCITS ETF AccFR0010510800
ETF
12.0%0.1%
Total100.0%0.11%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €46,636.38
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 86 months (58%)
Monthly Returns Heatmap
Best month: +34.8% • Worst month: -24.2% • Best year: 2020 (+126.1%) • Worst year: 2022 (-46.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-3.7%-2.8%-5.3%+2.8%---------8.9%
2025+1.6%-19.0%-11.7%+0.7%+15.4%-7.1%+1.2%+4.2%+20.4%+4.1%-4.0%+2.2%+1.7%
2024-12.4%+5.6%-5.1%+1.7%-1.7%+8.4%+8.3%-5.4%+11.7%-0.8%+26.5%+11.5%+52.4%
2023+20.3%+12.0%-0.9%-12.7%+15.5%+16.3%+1.7%-1.5%-0.9%-13.4%+11.5%+2.8%+54.2%
2022-8.3%-5.2%+17.9%-11.1%-10.6%-7.8%+25.5%-4.2%-2.7%-8.7%-11.6%-24.2%-46.3%
2021+8.5%-8.4%+3.2%+2.8%-8.0%+8.5%+1.2%+5.6%+3.8%+28.9%+3.5%-4.6%+48.4%
2020+10.5%-4.8%-13.0%+18.7%+3.1%+10.0%+9.6%+34.8%-7.5%-5.9%+25.3%+13.9%+126.1%
2019--+1.2%+0.5%-6.3%+4.9%+4.0%-2.1%+3.5%+3.3%+4.2%+5.1%+18.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +53.32% • The longest drawdown period lasted for 2 years and 10 months and was between January 2022 and November 2024. It reached a trough of -53.3%.

Detailed Metrics

Returns
Total Return
+366.36%
Annualized Return
+24.04%
Avg Monthly Return
+2.38%
Risk
Volatility (Annual)
+35.31%
Max Drawdown
+53.32%
Positive Months
58%
Average Drawdown
-18.7%
Risk-Adjusted
Sharpe Ratio
0.62
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.68
Calmar Ratio
0.45
Return/Max Drawdown
Ulcer Index
21.88
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
46,636.38
Backtest Period
2019-03-01 to 2026-04-24
7.1 years
Rebalancing
none
Base Currency
EUR
Global current | +24.0% CAGR | ETF Backtest