Main

Future proof

Optimize FIRE Projection
None Rebalancing
EUR
Moderate Risk
10.2yr backtest

Performance Summary

Total Return+225.70%
Annualized Return+12.28%
Volatility+14.87%
Sharpe Ratio0.69
Max Drawdown+33.56%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Future-proof EUR portfolio with top ETF holdings for long-term growth and stability without rebalancing.
AssetTypeAllocationTER
SP5C.PA
Amundi Core S&P 500 Swap UCITS ETF AccLU1135865084
ETF
44.0%0.05%
DBXA.XETRA
Xtrackers MSCI Europe UCITS ETF 1CLU0274209237
ETF
27.0%0.12%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
13.0%0.18%
EUNN.XETRA
iShares Core MSCI Japan IMI UCITS ETFIE00B4L5YX21
ETF
8.0%0.12%
ZPRS.XETRA
State Street SPDR MSCI World Small Cap UCITS ETF USD Unhedged (Acc)IE00BCBJG560
ETF
8.0%0.45%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €32,570.19
Histogram of Monthly Returns
The portfolio had a positive return during 79 of the 124 months (64%)
Monthly Returns Heatmap
Best month: +9.4% • Worst month: -11.5% • Best year: 2019 (+30.8%) • Worst year: 2022 (-12.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+2.0%-5.7%+8.6%+5.8%+1.7%-1.6%+2.1%+0.6%---+15.5%
2025+3.9%-1.9%-7.0%-3.9%+6.1%+0.9%+4.4%-0.1%+2.7%+4.2%-0.3%+0.4%+9.0%
2024+3.0%+3.6%+3.7%-1.7%+1.4%+4.3%+0.5%-0.4%+1.5%+0.5%+6.2%-0.7%+23.8%
2023+5.2%+0.4%-0.0%+0.2%+2.0%+3.5%+2.5%-0.9%-1.7%-3.5%+5.7%+3.7%+18.1%
2022-4.5%-2.0%+3.5%-2.1%-2.9%-6.2%+9.4%-1.8%-6.1%+4.0%+1.5%-5.3%-12.8%
2021+1.1%+3.0%+5.8%+1.5%-0.0%+4.2%+0.9%+3.0%-1.7%+4.3%+0.2%+3.8%+29.3%
2020-0.4%-8.5%-11.5%+9.2%+2.2%+2.1%-0.3%+5.2%-0.7%-2.1%+9.3%+2.2%+4.7%
2019+9.1%+3.4%+2.4%+3.5%-5.1%+3.9%+3.0%-2.1%+3.7%+0.2%+4.1%+1.7%+30.8%
2018+1.0%-2.3%-3.0%+2.7%+3.6%-0.6%+2.5%+1.1%+0.5%-5.2%+0.9%-9.0%-8.1%
2017-0.4%+4.7%-0.5%+1.2%-1.0%-0.1%-1.1%-1.6%+3.8%+3.6%-0.3%+2.0%+10.5%
2016------0.5%+2.4%+0.5%+2.2%+0.8%+3.9%+3.0%+12.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.56% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.3%.
When could this portfolio get you to financial independence?

Main returned +12.28% a year over the 10 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
+225.70%
Annualized Return
+12.28%
Avg Monthly Return
+1.02%
Risk
Volatility (Annual)
+14.87%
Max Drawdown
+33.56%
Positive Months
64%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.83
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
6.12
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
32,570.19
Backtest Period
2016-06-23 to 2026-09-04
10.2 years
Rebalancing
none
Base Currency
EUR