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Global IMI EU tilt

Global IMI EU tilt

Optimize
None Rebalancing
EUR
Moderate Risk
14.7yr backtest

Performance Summary

Total Return+331.09%
Annualized Return+10.42%
Volatility+14.85%
Sharpe Ratio0.57
Max Drawdown+34.81%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global diversified ETF portfolio with European market tilt for international exposure and long-term wealth building without active rebalancing.
AssetTypeAllocationTER
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
80.0%0.17%
AME6.F
Amundi STOXX Europe 600 ESG UCITS ETF DR EUR (C)LU1681040223
ETF
15.0%0.18%
LEER.XETRA
Amundi MSCI Eastern Europe Ex Russia UCITS ETF AccLU1900066462
ETF
5.0%0.5%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €43,109.22
Histogram of Monthly Returns
The portfolio had a positive return during 120 of the 178 months (67%)
Monthly Returns Heatmap
Best month: +11.3% • Worst month: -12.9% • Best year: 2019 (+29.0%) • Worst year: 2022 (-12.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+2.0%-5.6%+2.0%---------0.2%
2025+4.7%-1.6%-6.9%-3.6%+5.9%+0.9%+4.3%-0.1%+2.5%+4.3%-0.3%+1.0%+10.9%
2024+2.3%+3.3%+3.7%-1.8%+1.2%+4.2%+0.5%-0.4%+1.5%+0.1%+6.0%-1.4%+20.8%
2023+5.5%+0.2%-0.3%+0.2%+1.8%+3.5%+2.5%-1.3%-1.8%-3.6%+5.8%+4.4%+17.7%
2022-4.3%-2.5%+3.9%-2.4%-2.8%-6.6%+9.0%-1.9%-6.3%+4.3%+2.2%-5.1%-12.8%
2021+0.9%+2.8%+5.8%+1.5%+0.2%+3.7%+1.1%+2.9%-2.3%+4.8%-0.3%+3.6%+27.2%
2020-1.0%-8.3%-12.9%+10.2%+1.7%+2.2%+0.1%+5.1%-1.2%-2.7%+10.5%+2.8%+4.0%
2019+8.0%+3.5%+2.1%+3.5%-5.2%+3.8%+3.2%-2.2%+3.0%+0.4%+3.8%+2.5%+29.0%
2018+1.5%-2.2%-3.4%+3.6%+2.7%-0.3%+2.4%+1.1%+0.6%-5.5%+0.6%-8.0%-7.5%
2017+0.7%+3.8%+0.8%+0.1%-1.1%-0.9%-0.5%-0.6%+2.8%+3.1%-0.5%+1.4%+9.3%
2016-9.3%+2.4%+2.6%+2.8%+0.6%-1.0%+3.8%+0.8%+0.4%+0.5%+4.2%+3.0%+10.5%
2015+5.9%+6.4%+2.7%-0.8%+3.2%-5.0%+2.1%-12.3%-1.3%+11.3%+3.3%-3.8%+10.0%
2014-2.8%+4.4%-0.5%+0.4%+3.9%+1.5%+0.4%+3.6%+1.3%+0.9%+2.4%+0.5%+16.9%
2013+2.4%+1.9%+4.6%+0.1%+2.4%-4.0%+3.3%-1.5%+3.9%+2.9%+1.3%+0.2%+18.5%
2012+5.3%+2.9%+0.2%-0.4%-2.3%+1.8%+4.9%+1.1%+0.0%-0.4%+1.2%+0.4%+15.3%
2011-------1.6%-12.5%+0.2%+7.1%-1.1%+2.5%-6.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.81% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.1%.

Detailed Metrics

Returns
Total Return
+331.09%
Annualized Return
+10.42%
Avg Monthly Return
+0.90%
Risk
Volatility (Annual)
+14.85%
Max Drawdown
+34.81%
Positive Months
67%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.57
Risk-free rate: 2.0%
Sortino Ratio
0.52
Downside risk adjusted
Return/Volatility
0.70
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
6.73
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
43,109.22
Backtest Period
2011-07-08 to 2026-04-02
14.7 years
Rebalancing
none
Base Currency
EUR