HomePortfoliosMP efts MS
None Rebalancing
EUR
High Risk
4.5yr backtest

Performance Summary

Total Return+165.58%
Annualized Return+24.40%
Volatility+21.10%
Sharpe Ratio1.06
Max Drawdown+27.62%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified equity ETF portfolio focused on Taiwan, Poland, and global semiconductors, with exposure to Japan, Korea, biotech, and US small caps.
AssetTypeAllocationTER
FLXT.XETRA
Franklin FTSE Taiwan UCITS ETF EURIE000CM02H85
ETF
29.1%0.19%
IBCJ.XETRA
iShares MSCI Poland UCITS ETF USD (Acc)IE00B4M7GH52
ETF
28.4%0.74%
SEC0.XETRA
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)IE000I8KRLL9
ETF
22.5%0.35%
FLXK.XETRA
Franklin FTSE Korea UCITS ETFIE00BHZRR030
ETF
5.0%0.09%
GN0M.XETRA
Global X Genomics & Biotechnology UCITS ETFIE00BM8R0N95
ETF
5.0%0.5%
SXR5.XETRA
iShares MSCI Japan UCITS ETF USD (Acc)IE00B53QDK08
ETF
5.0%0.12%
SC0K.XETRA
Invesco Russell 2000 UCITS ETFIE00B60SX402
ETF
5.0%0.25%
Total100.0%0.39%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €26,558.15
Histogram of Monthly Returns
The portfolio had a positive return during 31 of the 55 months (56%)
Monthly Returns Heatmap
Best month: +22.0% • Worst month: -10.9% • Best year: 2026 (+59.9%) • Worst year: 2022 (-18.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+10.4%+5.4%-8.0%+22.0%+17.9%+6.5%-10.9%+5.6%+3.6%---+59.9%
2025+5.6%-1.0%-6.7%-2.7%+7.6%+6.3%+4.0%-1.9%+7.1%+11.1%-2.3%+4.0%+33.9%
2024+0.1%+6.9%+3.7%-1.9%+2.9%+7.2%-3.9%-2.2%-0.8%-1.8%+2.2%+0.8%+13.2%
2023+8.8%-0.5%-0.0%-1.1%+7.7%+4.3%+3.7%-4.5%-4.2%+1.0%+9.2%+7.3%+35.1%
2022---0.1%-8.8%-0.4%-10.2%+7.7%-4.7%-10.5%+3.0%+10.4%-4.7%-18.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +27.62% • The longest drawdown period lasted for 1 year and 3 months and was between April 2022 and July 2023. It reached a trough of -27.6%.
When could this portfolio get you to financial independence?

MP efts MS returned +24.40% a year over the 4 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
+165.58%
Annualized Return
+24.40%
Avg Monthly Return
+2.00%
Risk
Volatility (Annual)
+21.10%
Max Drawdown
+27.62%
Positive Months
56%
Average Drawdown
-8.1%
Risk-Adjusted
Sharpe Ratio
1.06
Risk-free rate: 2.0%
Sortino Ratio
1.04
Downside risk adjusted
Return/Volatility
1.16
Calmar Ratio
0.88
Return/Max Drawdown
Ulcer Index
9.74
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
26,558.15
Backtest Period
2022-03-22 to 2026-09-11
4.5 years
Rebalancing
none
Base Currency
EUR