Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
11.8yr backtest

Performance Summary

Total Return+291.36%
Annualized Return+12.26%
Volatility+15.30%
Sharpe Ratio0.67
Max Drawdown+32.81%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio with 80% developed, 15% emerging markets, and a 5% quality factor tilt for growth.
AssetTypeAllocationTER
SWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
80.0%0.2%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
15.0%0.18%
IWQU.LSE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
5.0%0.25%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €39,135.5
Histogram of Monthly Returns
The portfolio had a positive return during 94 of the 143 months (66%)
Monthly Returns Heatmap
Best month: +9.7% • Worst month: -11.7% • Best year: 2019 (+29.2%) • Worst year: 2022 (-13.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+2.3%-6.0%+9.2%+5.8%+1.4%-1.8%+3.5%----+16.1%
2025+3.2%-2.0%-7.3%-3.9%+5.9%+1.1%+4.5%+0.0%+2.9%+4.5%-0.6%+0.4%+8.2%
2024+2.6%+3.6%+3.6%-1.6%+1.3%+4.8%+0.1%-0.4%+1.7%+0.8%+6.5%-0.3%+24.8%
2023+4.9%-0.5%+0.6%+0.0%+2.1%+3.7%+2.8%-1.1%-1.5%-3.4%+5.7%+4.0%+18.2%
2022-4.4%-1.8%+4.0%-2.6%-3.4%-6.0%+8.9%-1.3%-5.9%+3.0%+1.7%-5.2%-13.2%
2021+0.5%+2.8%+5.7%+1.7%+0.4%+4.1%+0.8%+2.7%-1.8%+4.7%+0.3%+3.4%+27.8%
2020-0.2%-8.2%-11.7%+9.5%+2.4%+2.3%-0.1%+6.2%-1.6%-2.3%+9.0%+3.1%+6.5%
2019+7.6%+3.5%+2.7%+3.1%-5.0%+4.0%+3.3%-2.5%+3.6%+0.3%+4.1%+1.8%+29.2%
2018+1.2%-1.9%-3.3%+3.6%+2.9%-0.3%+2.5%+0.8%+0.8%-5.2%+0.9%-7.3%-5.7%
2017-0.4%+5.0%+1.1%-0.9%-1.2%-0.9%-0.6%-0.1%+2.3%+3.9%-0.4%+1.5%+9.5%
2016-6.1%+0.2%+2.2%+0.3%+2.7%+0.2%+3.7%+0.8%+0.0%+0.8%+4.2%+2.9%+12.1%
2015+5.4%+6.0%+2.8%-1.2%+1.6%-3.7%+2.1%-8.2%-4.3%+9.7%+3.4%-4.8%+7.6%
2014---------+7.0%+2.4%+1.3%+10.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.81% • 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
+291.36%
Annualized Return
+12.26%
Avg Monthly Return
+1.03%
Risk
Volatility (Annual)
+15.30%
Max Drawdown
+32.81%
Positive Months
66%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.67
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.80
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
6.93
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
39,135.5
Backtest Period
2014-10-20 to 2026-08-07
11.8 years
Rebalancing
annual
Base Currency
EUR
Matteo | +12.3% CAGR | ETF Backtest