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Global optim (EU)

Created byuser-tsffw4

Optimize

None Rebalancing

EUR

Moderate Risk

Multi-currency

2.9yr backtest

Performance Summary

Total Return+56.34%

Annualized Return+16.55%

Volatility+13.88%

Sharpe Ratio1.05

Max Drawdown+22.77%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Money Market 6.0%Bonds 4.0%

Holdings Details

Diversified global ETF portfolio with 90% equity exposure to world and emerging markets, plus money market and bond allocations for stability.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SPPW.XETRA SPDR MSCI World UCITS ETF • IE00BFY0GT14	IE00BFY0GT14	Acc	ETF	44.0%	0.12%
SPYI.XETRA SPDR MSCI All Country World Investable Market UCITS ETF (Acc) • IE00B3YLTY66	IE00B3YLTY66	Acc	ETF	20.0%	0.17%
TSLA.US Tesla Inc • US88160R1014	US88160R1014	-	STOCK	15.0%	0%
CSH2.PA Amundi Smart Overnight Return UCITS ETF Acc • LU1190417599	LU1190417599	Acc	ETF	6.0%	0.1%
AEEM.PA Amundi MSCI Emerging Markets Swap UCITS ETF EUR Acc • LU1681045370	LU1681045370	Acc	ETF	6.0%	0.2%
GERD.XETRA L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating • IE0001UQQ933	IE0001UQQ933	Acc	ETF	5.0%	0.45%
ERNX.XETRA iShares EUR Ultrashort Bond UCITS ETF EUR (Acc) • IE000RHYOR04	IE000RHYOR04	Acc	ETF	4.0%	0.09%
Total		Total			100.0%	0.13%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €15,633.97

Histogram of Monthly Returns

The portfolio had a positive return during 24 of the 36 months (67%)

Monthly Returns Heatmap

Best month: +10.8% • Worst month: -7.3% • Best year: 2024 (+29.0%) • Worst year: 2023 (+5.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.1%	+0.7%	-4.9%	+6.8%	+5.5%	-	-	-	-	-	-	-	+8.0%
2025	+3.0%	-5.9%	-7.3%	-2.7%	+7.3%	-0.7%	+3.5%	+0.6%	+6.2%	+4.0%	-1.3%	+0.9%	+6.7%
2024	-1.4%	+3.8%	+1.4%	-0.8%	+0.4%	+5.1%	+2.1%	-1.5%	+4.0%	+0.3%	+10.8%	+2.4%	+29.0%
2023	-	-	-	-	-	+1.2%	+2.2%	-1.1%	-1.2%	-5.7%	+6.4%	+3.5%	+5.1%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +22.77% • The longest drawdown period lasted for 9 months and was between December 2024 and October 2025. It reached a trough of -22.8%.

Detailed Metrics

Returns

Total Return

+56.34%

Annualized Return

+16.55%

Avg Monthly Return

+1.32%

Risk

Volatility (Annual)

+13.88%

Max Drawdown

+22.77%

Positive Months

67%

Average Drawdown

-4.5%

Risk-Adjusted

Sharpe Ratio

1.05

Risk-free rate: 2.0%

Sortino Ratio

0.99

Downside risk adjusted

Return/Volatility

1.19

Calmar Ratio

0.73

Return/Max Drawdown

Ulcer Index

5.98

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€15,633.97

Backtest Period

2023-06-21 to 2026-05-22
2.9 years

Rebalancing

none

Base Currency

EUR