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Global-Market-Moderate-Risk

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

Performance Summary

Total Return+115.49%
Annualized Return+11.21%
Volatility+13.06%
Sharpe Ratio0.71
Max Drawdown+24.88%

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 €21,549.23
Histogram of Monthly Returns
The portfolio had a positive return during 59 of the 88 months (67%)
Monthly Returns Heatmap
Best month: +7.6% • Worst month: -7.5% • Best year: 2024 (+19.9%) • Worst year: 2022 (-10.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+3.6%-5.5%+7.0%+2.9%-------+9.6%
2025+3.0%-1.0%-5.3%-2.8%+4.1%-0.3%+3.0%+1.3%+2.8%+3.9%-0.1%+0.1%+8.3%
2024+2.5%+2.2%+3.1%-0.8%+0.6%+4.0%+0.2%-0.4%+1.8%+0.1%+4.8%+0.4%+19.9%
2023+4.7%+0.2%+0.9%-0.6%+2.5%+2.2%+2.2%-1.0%-0.8%-2.3%+4.2%+3.2%+16.2%
2022-3.2%-1.1%+2.8%-1.5%-2.9%-4.2%+7.6%-0.9%-5.0%+1.2%+0.8%-3.9%-10.5%
2021+0.7%+1.3%+4.4%+0.4%+0.1%+3.4%+0.5%+2.2%-0.6%+2.7%+0.4%+2.4%+19.5%
2020+1.1%-6.0%-7.5%+7.2%+1.7%+2.1%-1.2%+5.4%-1.5%-1.4%+4.9%+3.1%+7.0%
2019--0.4%+2.5%+2.6%-3.4%+2.9%+3.5%-1.7%+2.9%+0.2%+3.2%+1.0%+13.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +24.88% • The longest drawdown period lasted for 1 year and 9 months and was between November 2021 and September 2023. It reached a trough of -12.8%.

Detailed Metrics

Returns
Total Return
+115.49%
Annualized Return
+11.21%
Avg Monthly Return
+0.92%
Risk
Volatility (Annual)
+13.06%
Max Drawdown
+24.88%
Positive Months
67%
Average Drawdown
-4.0%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.65
Downside risk adjusted
Return/Volatility
0.86
Calmar Ratio
0.45
Return/Max Drawdown
Ulcer Index
5.16
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,549.23
Backtest Period
2019-02-22 to 2026-05-15
7.2 years
Rebalancing
monthly
Base Currency
EUR