HomePortfoliosIshare EM

Ishare EM

Created byuser-1f4ude
None Rebalancing
EUR
High Risk
16.4yr backtest

Performance Summary

Total Return+164.91%
Annualized Return+6.10%
Volatility+30.98%
Sharpe Ratio0.13
Max Drawdown+39.45%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio for long-term growth providing 100% exposure to emerging market equities through the iShares MSCI EM ETF.
AssetTypeAllocationTER
EUNM.F
iShares MSCI EM UCITS ETF (Acc) • IE00B4L5YC18
ETF
100.0%0.18%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €26,491.44
Histogram of Monthly Returns
The portfolio had a positive return during 116 of the 199 months (58%)
Monthly Returns Heatmap
Best month: +11.4% • Worst month: -14.3% • Best year: 2010 (+28.1%) • Worst year: 2011 (-17.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.8%+5.9%-8.0%+0.1%--------+4.2%
2025+2.0%-1.3%-2.7%-3.9%+5.2%+3.2%+3.7%-0.3%+5.9%+6.4%-2.5%+2.0%+18.4%
2024-2.1%+4.8%+2.6%+0.9%+0.4%+5.0%+0.4%-1.8%+5.1%-2.2%+0.5%+1.6%+15.8%
2023+6.8%-5.2%+0.6%-2.3%+0.8%+2.2%+4.8%-4.6%-0.5%-4.8%+5.1%+2.5%+4.7%
2022+0.6%-3.1%-1.1%-0.5%-1.7%-3.6%+1.7%+1.6%-8.6%-5.0%+9.1%-3.1%-14.0%
2021+4.2%+0.6%+1.9%-0.3%-0.1%+2.8%-5.6%+2.3%-1.5%+0.7%-1.8%+0.9%+3.8%
2020-5.1%-5.6%-14.3%+11.4%-1.9%+6.3%+3.5%+1.7%-0.3%+1.5%+9.3%+3.9%+8.0%
2019+9.5%+0.4%+1.5%+2.8%-7.5%+3.6%+0.2%-2.9%+3.3%+1.5%+0.6%+6.9%+20.7%
2018+5.3%-4.0%-2.1%+0.9%-0.8%-4.3%+2.0%-2.8%+0.4%-6.9%+4.4%-3.2%-11.2%
2017+2.8%+3.7%+2.6%+0.6%-0.1%-0.9%+1.1%+1.3%+1.2%+3.6%-0.9%+2.8%+19.2%
2016-7.4%+0.8%+8.9%-0.4%-2.1%+4.4%+4.5%+2.6%+0.8%+2.5%-0.9%+0.9%+14.7%
2015+9.5%+4.2%+2.7%+2.6%-1.0%-5.6%-5.1%-10.8%-3.4%+9.4%+1.5%-5.6%-3.8%
2014-4.6%+0.4%+4.3%-0.4%+6.6%+0.9%+3.3%+5.5%-4.5%+2.3%+0.4%-4.2%+9.7%
2013-2.1%+3.2%-1.1%-2.3%-2.2%-6.2%-0.2%-2.4%+5.5%+4.0%-1.8%-3.2%-9.1%
2012+11.1%+3.6%-3.8%-0.6%-4.9%+0.3%+6.0%-2.0%+2.5%-0.6%+0.5%+3.6%+15.8%
2011-5.4%-2.4%+2.5%-1.3%+0.4%-2.1%-0.4%-9.6%-8.8%+10.0%-0.7%+0.0%-17.6%
2010-0.6%+0.2%+10.4%+1.1%-1.6%+0.0%+1.3%+0.9%+4.1%+0.4%+5.4%+3.9%+28.1%
2009----------3.9%+2.8%+8.0%+6.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +39.45% • The longest drawdown period lasted for 5 years and 5 months and was between October 2009 and April 2015. It reached a trough of -39.5%.

Detailed Metrics

Returns
Total Return
+164.91%
Annualized Return
+6.10%
Avg Monthly Return
+0.58%
Risk
Volatility (Annual)
+30.98%
Max Drawdown
+39.45%
Positive Months
58%
Average Drawdown
-14.9%
Risk-Adjusted
Sharpe Ratio
0.13
Risk-free rate: 2.0%
Sortino Ratio
0.15
Downside risk adjusted
Return/Volatility
0.20
Calmar Ratio
0.15
Return/Max Drawdown
Ulcer Index
16.94
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€26,491.44
Backtest Period
2009-10-20 to 2026-04-02
16.4 years
Rebalancing
none
Base Currency
EUR