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Global Market

Created byuser-7ptxyf
Optimize
Monthly Rebalancing
EUR
Moderate Risk
15.6yr backtest

Performance Summary

Total Return+470.03%
Annualized Return+11.83%
Volatility+16.94%
Sharpe Ratio0.58
Max Drawdown+33.68%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global ETF portfolio blending US large-cap, developed, and emerging markets for broad equity exposure and growth.
AssetTypeAllocationTER
VOO.US
Vanguard S&P 500 ETF • US9229083632
ETF
65.0%0.03%
VEA.US
Vanguard FTSE Developed Markets Index Fund ETF Shares • US9219438580
ETF
20.0%0.05%
VWO.US
Vanguard FTSE Emerging Markets Index Fund ETF Shares • US9220428588
ETF
15.0%0.08%
Total100.0%0.04%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €57,003.29
Histogram of Monthly Returns
The portfolio had a positive return during 128 of the 188 months (68%)
Monthly Returns Heatmap
Best month: +11.3% • Worst month: -13.7% • Best year: 2019 (+28.0%) • Worst year: 2022 (-17.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+1.1%-6.0%+0.7%---------1.6%
2025+2.8%-0.3%-3.5%+0.3%+5.7%+4.7%+1.5%+2.7%+3.5%+2.3%+0.1%+0.8%+22.4%
2024+0.3%+4.5%+3.1%-3.1%+4.5%+2.0%+1.8%+2.3%+2.5%-1.8%+3.6%-2.4%+18.3%
2023+7.1%-3.3%+3.3%+1.5%-0.9%+5.6%+3.9%-2.7%-4.4%-2.3%+8.8%+4.6%+22.0%
2022-4.1%-3.0%+2.1%-8.0%+0.6%-8.0%+7.2%-3.9%-9.7%+6.4%+8.2%-4.5%-17.4%
2021-0.3%+2.5%+3.4%+4.3%+1.4%+1.3%+1.0%+2.5%-4.4%+5.6%-1.8%+4.0%+20.9%
2020-1.4%-7.3%-13.7%+10.9%+4.7%+2.5%+6.0%+6.0%-3.2%-1.9%+11.3%+4.5%+16.2%
2019+8.1%+2.5%+1.6%+3.6%-6.1%+6.2%+0.6%-1.9%+1.7%+3.0%+2.7%+3.7%+28.0%
2018+5.9%-4.3%-1.7%+0.1%+0.9%-0.9%+3.7%+1.1%-0.2%-6.8%+2.1%-7.4%-8.1%
2017+2.8%+3.1%+1.1%+1.4%+1.7%+0.7%+2.7%+0.6%+1.8%+2.2%+2.1%+1.7%+24.2%
2016-5.2%-0.8%+7.8%+0.9%+0.6%+0.5%+4.0%+0.3%+0.7%-1.6%+1.5%+1.7%+10.3%
2015-1.7%+5.6%-1.6%+2.5%+0.3%-2.6%+1.1%-6.9%-3.1%+7.9%-0.2%-2.1%-1.7%
2014-4.6%+4.6%+1.2%+0.9%+2.3%+2.0%-1.2%+3.2%-2.8%+1.8%+1.6%-1.7%+7.4%
2013+4.1%+0.3%+2.7%+2.7%+0.2%-2.0%+4.6%-2.8%+5.2%+4.2%+1.9%+2.1%+25.3%
2012+5.6%+4.6%+2.1%-1.2%-7.7%+5.2%+0.9%+2.3%+3.4%-1.1%+1.1%+3.0%+18.8%
2011+1.4%+3.0%+0.6%+3.7%-1.7%-1.2%-1.9%-6.7%-9.1%+11.3%-0.9%+0.1%-2.9%
2010--------+4.5%+3.7%-1.5%+7.6%+14.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.68% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -25.4%.

Dividend Income

Summary
This portfolio contains 3 distributing ETFs (100.0% of total allocation)

Total Dividends Received

€9,425.34

178 payments

Dividend Yield

2.28%

(annualized)

Avg Per Payment

€52.95

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
2026€134.43
2025€1,025.68
2024€903.52
2023€827.18
2022€742.63
2021€709.90
2020€553.32
2019€645.37
2018€530.88
2017€485.80
2016€434.97
2015€419.01
2014€406.17
2013€485.21
2012€483.68
2011€414.73
2010€222.87
Total€9,425.34

Detailed Metrics

Returns
Total Return
+470.03%
Annualized Return
+11.83%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+16.94%
Max Drawdown
+33.68%
Positive Months
68%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.58
Risk-free rate: 2.0%
Sortino Ratio
0.55
Downside risk adjusted
Return/Volatility
0.70
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
6.89
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€57,003.29
Backtest Period
2010-09-09 to 2026-04-02
15.6 years
Rebalancing
monthly
Base Currency
EUR