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None Rebalancing
EUR
Moderate Risk
5.5yr backtest

Performance Summary

Total Return+108.07%
Annualized Return+14.25%
Volatility+13.97%
Sharpe Ratio0.88
Max Drawdown+21.66%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity portfolio with 99.9% in a core MSCI World ETF and a 0.1% tilt toward European technology.
AssetTypeAllocationTER
CW8.PA
Amundi MSCI World Swap UCITS ETF EUR AccLU1681043599
ETF
99.9%0.38%
ESIT.XETRA
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)IE00BMW42413
ETF
0.1%0.18%
Total100.0%0.38%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,807.08
Histogram of Monthly Returns
The portfolio had a positive return during 45 of the 67 months (67%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -7.9% • Best year: 2021 (+32.4%) • Worst year: 2022 (-13.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.5%+1.2%-4.7%+8.2%+5.0%-------+10.0%
2025+3.8%-2.6%-7.9%-3.9%+6.4%+0.7%+4.8%-0.4%+2.5%+4.2%-0.3%+0.1%+6.6%
2024+3.9%+3.7%+3.6%-2.0%+1.2%+5.0%+0.2%-0.3%+1.3%+1.2%+7.4%-0.6%+27.1%
2023+5.2%+0.6%+0.1%+0.3%+2.3%+3.9%+2.3%-0.6%-1.6%-3.3%+5.7%+3.7%+19.7%
2022-5.0%-2.1%+4.8%-2.7%-4.0%-5.8%+10.1%-1.9%-5.6%+4.3%+0.4%-5.9%-13.8%
2021+0.6%+3.1%+6.0%+2.1%-0.3%+4.7%+1.9%+3.0%-1.9%+5.2%+0.6%+3.6%+32.4%
2020----------+0.4%+1.8%+2.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +21.66% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -16.8%.

Detailed Metrics

Returns
Total Return
+108.07%
Annualized Return
+14.25%
Avg Monthly Return
+1.17%
Risk
Volatility (Annual)
+13.97%
Max Drawdown
+21.66%
Positive Months
67%
Average Drawdown
-4.6%
Risk-Adjusted
Sharpe Ratio
0.88
Risk-free rate: 2.0%
Sortino Ratio
0.81
Downside risk adjusted
Return/Volatility
1.02
Calmar Ratio
0.66
Return/Max Drawdown
Ulcer Index
5.84
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,807.08
Backtest Period
2020-11-20 to 2026-05-22
5.5 years
Rebalancing
none
Base Currency
EUR
msci world | +14.2% CAGR | ETF Backtest