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HDI

Created byuser-0utau4
Optimize
Annual Rebalancing
EUR
Moderate Risk
11.9yr backtest

Performance Summary

Total Return+205.41%
Annualized Return+9.80%
Volatility+15.77%
Sharpe Ratio0.49
Max Drawdown+33.77%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity ETF portfolio with core allocations to developed, emerging, European, and Asia Pacific markets for growth.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc) • IE00B4L5Y983
ETF
45.0%0.2%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66
ETF
25.0%0.18%
EUNK.XETRA
iShares Core MSCI Europe UCITS ETF EUR (Acc) • IE00B4K48X80
ETF
20.0%0.12%
SXR1.XETRA
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) • IE00B52MJY50
ETF
10.0%0.2%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €30,541.29
Histogram of Monthly Returns
The portfolio had a positive return during 89 of the 144 months (62%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -13.1% • Best year: 2019 (+27.1%) • Worst year: 2022 (-11.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.1%+3.3%-6.7%+8.4%+2.4%-------+10.3%
2025+4.2%-0.7%-5.6%-2.9%+5.5%+0.9%+3.6%+0.2%+2.9%+4.0%-0.7%+1.0%+12.6%
2024+1.3%+3.0%+3.4%-0.9%+1.3%+3.5%+0.4%-0.1%+2.4%-0.8%+4.5%-1.2%+18.0%
2023+5.8%-1.0%+0.1%-0.1%+0.5%+3.1%+3.0%-2.3%-1.2%-3.8%+5.6%+4.0%+14.2%
2022-3.6%-2.0%+2.8%-1.4%-2.4%-6.1%+7.4%-1.6%-6.7%+2.3%+4.7%-4.5%-11.6%
2021+1.1%+2.8%+5.0%+1.2%+0.6%+3.5%-0.2%+2.3%-2.0%+4.0%-0.9%+3.7%+22.9%
2020-1.9%-7.6%-13.1%+8.5%+1.3%+3.9%-0.0%+4.2%-0.8%-1.8%+10.1%+2.9%+3.3%
2019+8.0%+3.0%+2.4%+3.1%-5.0%+4.0%+2.0%-2.5%+3.3%+0.5%+3.2%+2.9%+27.1%
2018+1.7%-2.5%-2.9%+3.3%+2.1%-1.3%+2.5%-0.4%+0.3%-5.5%+1.4%-6.3%-7.9%
2017+0.5%+4.5%+1.7%-0.1%-0.7%-0.9%+0.1%-0.2%+2.1%+3.4%-0.8%+1.8%+11.8%
2016-6.8%-0.1%+3.1%+0.2%+2.3%-0.1%+4.3%+0.4%+0.9%+0.4%+2.6%+2.4%+9.8%
2015+6.4%+6.1%+2.6%-0.0%+0.6%-4.3%+0.7%-9.4%-3.2%+8.9%+2.9%-4.2%+5.8%
2014------0.1%+1.5%+3.6%-0.6%+1.0%+1.6%-0.3%+6.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.77% • The longest drawdown period lasted for 2 years and 1 month and was between November 2021 and December 2023. It reached a trough of -14.9%.

Detailed Metrics

Returns
Total Return
+205.41%
Annualized Return
+9.80%
Avg Monthly Return
+0.84%
Risk
Volatility (Annual)
+15.77%
Max Drawdown
+33.77%
Positive Months
62%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.49
Risk-free rate: 2.0%
Sortino Ratio
0.45
Downside risk adjusted
Return/Volatility
0.62
Calmar Ratio
0.29
Return/Max Drawdown
Ulcer Index
7.53
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€30,541.29
Backtest Period
2014-06-06 to 2026-05-15
11.9 years
Rebalancing
annual
Base Currency
EUR