Optimize
None Rebalancing
EUR
Moderate Risk
11.8yr backtest

Performance Summary

Total Return+245.28%
Annualized Return+11.06%
Volatility+15.76%
Sharpe Ratio0.57
Max Drawdown+33.49%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 90% developed and 10% emerging markets via low-cost, diversified ETFs for balanced growth.
AssetTypeAllocationTER
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
90.0%0.2%
EMIM.AS
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
10.0%0.18%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €34,527.98
Histogram of Monthly Returns
The portfolio had a positive return during 93 of the 143 months (65%)
Monthly Returns Heatmap
Best month: +9.7% • Worst month: -11.2% • Best year: 2021 (+30.5%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.0%+1.5%-5.1%+2.1%---------0.7%
2025+3.7%-2.4%-7.6%-3.9%+6.3%+1.0%+4.7%-0.3%+2.7%+4.3%-0.4%+0.2%+7.6%
2024+3.5%+3.7%+3.7%-1.8%+1.1%+5.0%+0.2%-0.4%+1.6%+1.1%+7.1%-0.6%+26.4%
2023+5.3%+0.3%+0.2%+0.1%+2.4%+3.8%+2.5%-0.8%-1.5%-3.4%+5.7%+3.6%+19.1%
2022-4.7%-2.1%+4.5%-2.5%-3.3%-6.2%+9.7%-1.8%-5.7%+3.9%+0.9%-5.8%-13.7%
2021+0.9%+3.0%+5.9%+1.8%-0.3%+4.7%+1.4%+2.8%-1.8%+4.9%+0.6%+3.4%+30.5%
2020+0.6%-8.3%-11.2%+9.4%+2.2%+2.2%-0.0%+5.5%-1.0%-2.3%+9.3%+2.0%+6.4%
2019+7.5%+3.6%+2.5%+3.5%-4.9%+3.9%+3.4%-1.9%+3.3%-0.0%+4.2%+1.0%+28.6%
2018+1.8%-2.0%-3.4%+3.5%+3.3%-0.2%+2.5%+1.6%+0.6%-5.0%+0.8%-7.5%-4.7%
2017-0.2%+5.0%+0.6%-0.7%-1.0%-0.9%-0.6%-0.6%+2.7%+3.7%-0.5%+0.9%+8.6%
2016-6.4%+0.3%+1.7%+0.1%+3.7%-0.7%+4.0%+0.4%+0.2%+0.6%+4.8%+2.3%+11.0%
2015+5.3%+6.2%+2.9%-1.2%+1.4%-3.7%+2.2%-8.3%-3.3%+9.4%+3.7%-4.5%+8.9%
2014------0.4%+1.1%+3.8%+1.4%+1.1%+2.5%+1.3%+11.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.49% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.4%.

Detailed Metrics

Returns
Total Return
+245.28%
Annualized Return
+11.06%
Avg Monthly Return
+0.94%
Risk
Volatility (Annual)
+15.76%
Max Drawdown
+33.49%
Positive Months
65%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.57
Risk-free rate: 2.0%
Sortino Ratio
0.53
Downside risk adjusted
Return/Volatility
0.70
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
6.83
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
34,527.98
Backtest Period
2014-06-11 to 2026-04-02
11.8 years
Rebalancing
none
Base Currency
EUR