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Last portfolio

Last portfolio

Optimize
None Rebalancing
EUR
Moderate Risk
5.8yr backtest

Performance Summary

Total Return+122.03%
Annualized Return+14.72%
Volatility+14.25%
Sharpe Ratio0.89
Max Drawdown+20.58%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified EUR-based investment portfolio designed for long-term wealth building with strategic asset allocation and minimal maintenance requirements.
AssetTypeAllocationTER
SPPE.XETRA
State Street SPDR S&P 500 UCITS ETF EUR HedgedIE00BYYW2V44
ETF
54.0%0.05%
EUNK.XETRA
iShares Core MSCI Europe UCITS ETF EUR (Acc)IE00B4K48X80
ETF
19.0%0.12%
EUNM.XETRA
iShares MSCI EM UCITS ETF (Acc)IE00B4L5YC18
ETF
10.0%0.18%
UFMA.XETRA
UBS Core MSCI Japan UCITS ETF hEUR accLU1169822266
ETF
10.0%0.15%
SXR2.XETRA
iShares MSCI Canada UCITS ETF (Acc)IE00B52SF786
ETF
4.0%0.48%
XCS5.XETRA
Xtrackers MSCI India Swap UCITS ETF 1CLU0514695187
ETF
3.0%0.19%
Total100.0%0.11%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,203.15
Histogram of Monthly Returns
The portfolio had a positive return during 48 of the 71 months (68%)
Monthly Returns Heatmap
Best month: +10.5% • Worst month: -7.4% • Best year: 2021 (+24.4%) • Worst year: 2022 (-16.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+2.1%-7.4%+9.8%--------+5.6%
2025+3.4%-2.3%-4.1%-1.1%+5.9%+2.9%+2.6%+1.1%+2.8%+3.8%+0.2%+1.2%+17.2%
2024+2.3%+3.7%+3.6%-1.9%+2.1%+4.0%+0.3%+0.7%+1.6%-0.9%+3.9%-1.1%+19.3%
2023+5.4%-1.1%+1.4%+1.6%+0.3%+5.3%+2.8%-1.8%-2.7%-3.3%+7.3%+4.1%+20.3%
2022-5.0%-2.0%+3.6%-5.0%-2.2%-7.3%+7.4%-2.2%-7.3%+4.4%+3.5%-4.0%-16.2%
2021+0.1%+3.0%+4.3%+2.7%+1.3%+2.2%+1.0%+2.9%-2.5%+4.3%-1.2%+4.3%+24.4%
2020-----+1.0%+2.7%+6.0%-2.0%-2.9%+10.5%+3.7%+19.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.58% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -20.6%.

Detailed Metrics

Returns
Total Return
+122.03%
Annualized Return
+14.72%
Avg Monthly Return
+1.20%
Risk
Volatility (Annual)
+14.25%
Max Drawdown
+20.58%
Positive Months
68%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.89
Risk-free rate: 2.0%
Sortino Ratio
0.85
Downside risk adjusted
Return/Volatility
1.03
Calmar Ratio
0.72
Return/Max Drawdown
Ulcer Index
6.82
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,203.15
Backtest Period
2020-06-26 to 2026-04-17
5.8 years
Rebalancing
none
Base Currency
EUR