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Global Option 2 (EU)

Optimize
None Rebalancing
EUR
High Risk
Multi-currency
14.9yr backtest

Performance Summary

Total Return+4469.13%
Annualized Return+29.17%
Volatility+41.76%
Sharpe Ratio0.65
Max Drawdown+67.66%

Holdings

Asset Allocation

Asset Class

Equity 92.0%Money Market 8.0%
Holdings Details
Global equity portfolio with 92% stocks, 8% cash. Diversified across developed and emerging markets via core ETFs, plus a focused Tesla holding.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
46.0%0.2%
SPYI.XETRA
SPDR MSCI All Country World Investable Market UCITS ETF (Acc)IE00B3YLTY66
ETF
17.0%0.17%
TSLA.US
Tesla IncUS88160R1014
STOCK
16.0%0%
AEEM.PA
Amundi MSCI Emerging Markets Swap UCITS ETF EUR AccLU1681045370
ETF
13.0%0.2%
CSH.PA
Amundi EUR Overnight Return UCITS ETF AccFR0010510800
ETF
4.0%0.1%
XEON.XETRA
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1CLU0290358497
ETF
4.0%0.1%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €456,912.61
Histogram of Monthly Returns
The portfolio had a positive return during 107 of the 180 months (59%)
Monthly Returns Heatmap
Best month: +62.8% • Worst month: -35.2% • Best year: 2020 (+409.8%) • Worst year: 2022 (-59.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-5.5%-4.7%-5.8%+1.9%+14.1%-5.5%-------6.8%
2025+0.5%-25.8%-14.1%+3.3%+20.7%-10.8%-0.6%+6.7%+30.0%+4.1%-5.6%+3.0%-0.7%
2024-20.7%+7.3%-11.0%+4.5%-3.8%+11.5%+14.2%-8.6%+18.9%-2.0%+38.5%+17.4%+68.0%
2023+33.8%+19.5%-1.5%-20.0%+24.8%+23.7%+1.5%-2.0%-0.7%-18.4%+15.1%+2.3%+84.6%
2022-9.8%-6.6%+23.8%-14.4%-13.7%-8.8%+33.5%-5.2%-1.7%-13.7%-17.3%-35.2%-59.6%
2021+12.2%-13.2%+2.1%+3.4%-12.0%+11.1%+1.0%+7.2%+6.7%+40.6%+4.5%-7.4%+58.2%
2020+34.9%-0.2%-18.5%+37.3%+4.9%+21.7%+20.7%+62.8%-11.5%-8.3%+37.6%+20.8%+409.8%
2019-1.7%+4.2%-5.6%-6.2%-13.3%+10.0%+6.8%-4.1%+5.5%+13.8%+5.2%+14.6%+28.2%
2018+5.5%-1.5%-14.6%+8.6%+1.1%+11.4%-7.2%+1.2%-6.3%+13.0%+2.8%-6.2%+4.0%
2017+8.2%+2.7%+5.7%+6.1%+2.7%+2.1%-8.5%+5.4%-1.3%+0.5%-5.5%+0.9%+19.3%
2016-14.6%+1.0%+8.5%+3.1%-2.2%-2.5%+7.6%-5.7%-1.9%-0.5%+1.8%+8.0%+0.2%
2015+1.4%+3.4%-0.4%+7.1%+7.9%+1.7%+0.8%-9.3%-0.6%-5.1%+9.6%-1.0%+14.6%
2014+9.1%+18.5%-8.7%-0.3%+2.8%+8.6%-2.4%+14.1%-3.1%+0.4%+2.3%-3.5%+40.3%
2013+2.9%+1.9%+4.8%+7.4%+21.9%+1.5%+10.9%+10.4%+7.6%-7.5%-9.5%+6.8%+71.9%
2012+3.8%+4.5%+2.5%-2.6%-2.9%+2.4%+1.8%+0.3%+0.3%-1.8%+4.0%+0.0%+12.7%
2011-------2.4%-8.5%-1.1%+8.1%+2.5%+0.5%-1.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +67.66% • The longest drawdown period lasted for 3 years and 1 month and was between November 2021 and December 2024. It reached a trough of -67.7%.

Detailed Metrics

Returns
Total Return
+4469.13%
Annualized Return
+29.17%
Avg Monthly Return
+2.90%
Risk
Volatility (Annual)
+41.76%
Max Drawdown
+67.66%
Positive Months
59%
Average Drawdown
-17.9%
Risk-Adjusted
Sharpe Ratio
0.65
Risk-free rate: 2.0%
Sortino Ratio
0.67
Downside risk adjusted
Return/Volatility
0.70
Calmar Ratio
0.43
Return/Max Drawdown
Ulcer Index
22.34
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
456,912.61
Backtest Period
2011-07-08 to 2026-06-12
14.9 years
Rebalancing
none
Base Currency
EUR
Global Option 2 (EU) | +29.2% CAGR | ETF Backtest