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Global-Market-Moderate-Risk

Optimize
Monthly Rebalancing
EUR
Moderate Risk
Multi-currency
7.2yr backtest

Performance Summary

Total Return+115.85%
Annualized Return+11.33%
Volatility+13.09%
Sharpe Ratio0.71
Max Drawdown+24.93%

Holdings

Asset Allocation

Asset Class

Equity 75.0%Bonds 20.0%Precious Metals 5.0%
Holdings Details
Global high-risk ETF portfolio diversified across US, Europe, emerging markets, tech stocks, bonds, and gold for aggressive growth.
AssetTypeAllocationTER
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
25.0%0.07%
AGGU.LSE
iShares Core Global Aggregate Bond UCITS ETF USD Hedged (Acc)IE00BZ043R46
ETF
15.0%0.1%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
13.0%0.18%
XMED.LSE
Xtrackers MSCI Europe UCITS ETF 1CLU0274209237
ETF
12.0%0.12%
IJPA.LSE
iShares Core MSCI Japan IMI UCITS ETFIE00B4L5YX21
ETF
10.0%0.12%
CNDX.LSE
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
10.0%0.3%
IGLN.LSE
iShares Physical Gold ETCIE00B4ND3602
ETF
5.0%0.12%
CPXJ.LSE
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)IE00B52MJY50
ETF
5.0%0.2%
IB01.LSE
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)IE00BGSF1X88
ETF
5.0%0.07%
Total100.0%0.13%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,584.73
Histogram of Monthly Returns
The portfolio had a positive return during 57 of the 87 months (66%)
Monthly Returns Heatmap
Best month: +8.4% • Worst month: -7.8% • Best year: 2025 (+22.2%) • Worst year: 2022 (-15.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.5%+2.2%-7.3%+8.1%--------+6.0%
2025+2.9%-1.0%-1.7%+1.6%+4.6%+3.7%+1.1%+2.1%+3.2%+2.5%+0.1%+1.4%+22.2%
2024+0.3%+2.3%+2.9%-2.0%+2.3%+2.8%+1.2%+1.6%+2.6%-2.2%+1.8%-1.2%+13.0%
2023+6.3%-2.4%+3.4%+1.0%-0.5%+4.3%+3.0%-2.4%-3.2%-2.3%+7.3%+4.6%+19.9%
2022-4.4%-1.2%+1.5%-6.2%-1.2%-6.4%+5.0%-2.7%-7.2%+2.1%+6.2%-1.3%-15.7%
2021+0.0%+0.8%+1.4%+2.9%+1.6%+0.6%+0.7%+1.7%-2.6%+2.6%-1.6%+2.8%+11.2%
2020-0.4%-6.3%-7.8%+7.3%+2.7%+3.6%+4.3%+5.0%-2.1%-1.9%+8.4%+4.4%+16.8%
2019--0.2%+1.3%+2.3%-4.0%+5.2%+0.9%-1.9%+1.6%+2.4%+1.8%+2.7%+12.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.93% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and December 2023. It reached a trough of -23.0%.

Detailed Metrics

Returns
Total Return
+115.85%
Annualized Return
+11.33%
Avg Monthly Return
+0.95%
Risk
Volatility (Annual)
+13.09%
Max Drawdown
+24.93%
Positive Months
66%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.45
Return/Max Drawdown
Ulcer Index
6.93
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,584.73
Backtest Period
2019-02-22 to 2026-04-24
7.2 years
Rebalancing
monthly
Base Currency
EUR
Global-Market-Moderate-Risk | +11.3% CAGR | ETF Backtest