Main

Future proof

Optimize
None Rebalancing
EUR
Moderate Risk
9.8yr backtest

Performance Summary

Total Return+181.62%
Annualized Return+11.17%
Volatility+14.55%
Sharpe Ratio0.63
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 €28,162.09
Histogram of Monthly Returns
The portfolio had a positive return during 75 of the 119 months (63%)
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%+2.2%---------0.2%
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%.

Detailed Metrics

Returns
Total Return
+181.62%
Annualized Return
+11.17%
Avg Monthly Return
+0.94%
Risk
Volatility (Annual)
+14.55%
Max Drawdown
+33.56%
Positive Months
63%
Average Drawdown
-4.5%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.77
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
6.17
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
28,162.09
Backtest Period
2016-06-23 to 2026-04-02
9.8 years
Rebalancing
none
Base Currency
EUR