Annual Rebalancing
EUR
Moderate Risk
Multi-currency
11.5yr backtest

Performance Summary

Total Return+239.94%
Annualized Return+11.19%
Volatility+16.75%
Sharpe Ratio0.55
Max Drawdown+37.85%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio targeting global small-cap value, momentum, and emerging markets for strategic growth potential.
AssetTypeAllocationTER
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
40.0%0.3%
IWMO.LSE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
30.0%0.25%
IWVL.LSE
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
20.0%0.25%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
10.0%0.18%
Total100.0%0.26%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €33,993.84
Histogram of Monthly Returns
The portfolio had a positive return during 88 of the 140 months (63%)
Monthly Returns Heatmap
Best month: +11.9% • Worst month: -16.3% • Best year: 2021 (+32.6%) • Worst year: 2022 (-8.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.2%+3.8%-5.4%+11.3%+7.2%+5.4%-4.2%+1.6%+1.2%---+25.5%
2025+4.9%-2.4%-7.4%-5.0%+5.9%+0.7%+3.2%+2.7%+2.5%+2.8%+1.4%+1.0%+10.0%
2024+1.9%+3.7%+5.1%-3.0%+1.5%+2.5%+3.0%-2.1%+1.6%+1.1%+8.0%-3.5%+20.9%
2023+5.1%+0.7%-5.1%-1.1%-0.7%+5.9%+4.1%-1.3%-1.3%-4.8%+5.7%+7.0%+14.1%
2022-3.9%+0.6%+3.4%-2.1%-2.1%-6.9%+8.3%-0.1%-6.2%+6.9%+0.1%-5.3%-8.2%
2021+5.5%+5.1%+6.7%+1.3%+0.3%+2.3%-1.0%+2.6%+0.1%+3.7%-1.1%+3.4%+32.6%
2020-1.2%-9.3%-16.3%+10.0%+2.4%+2.7%-1.6%+5.8%-1.4%-0.0%+11.9%+3.4%+3.0%
2019+9.3%+4.2%+0.5%+3.1%-6.4%+4.1%+3.9%-4.2%+4.0%-0.2%+4.2%+1.8%+26.1%
2018+0.2%-1.3%-3.5%+5.0%+4.8%+0.1%+1.1%+2.1%+0.1%-6.7%+0.7%-9.6%-7.7%
2017-0.9%+4.7%-0.7%-0.9%-2.9%-0.0%-0.7%-0.8%+4.4%+4.0%+0.1%+1.2%+7.3%
2016-9.1%+2.3%+3.4%+1.9%+2.2%-1.5%+6.5%-0.1%+0.3%-0.7%+9.2%+3.0%+17.6%
2015-+1.6%+3.4%-1.3%+1.6%-2.8%+1.2%-11.3%-1.7%+7.9%+4.9%-5.0%-2.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +37.85% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -14.3%.
When could this portfolio get you to financial independence?

IKE returned +11.19% a year over the 12 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+239.94%
Annualized Return
+11.19%
Avg Monthly Return
+0.98%
Risk
Volatility (Annual)
+16.75%
Max Drawdown
+37.85%
Positive Months
63%
Average Drawdown
-6.0%
Risk-Adjusted
Sharpe Ratio
0.55
Risk-free rate: 2.0%
Sortino Ratio
0.51
Downside risk adjusted
Return/Volatility
0.67
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
7.90
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
33,993.84
Backtest Period
2015-02-20 to 2026-09-04
11.5 years
Rebalancing
annual
Base Currency
EUR