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Optimize FIRE Projection
None Rebalancing
EUR
Moderate Risk
Multi-currency
11.5yr backtest

Performance Summary

Total Return+219.71%
Annualized Return+10.60%
Volatility+14.03%
Sharpe Ratio0.61
Max Drawdown+33.80%

Holdings

Asset Allocation

Asset Class

Equity 86.9%Precious Metals 13.1%
Holdings Details
Diversified global ETF portfolio with 87% equities across US, Europe, Japan, emerging markets and 13% gold for balanced growth and stability.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
27.6%0.07%
ZPRV.XETRA
SPDR MSCI USA Small Cap Value Weighted UCITS ETFIE00BSPLC413
ETF
26.4%0.3%
XXSC.XETRA
Xtrackers MSCI Europe Small Cap UCITS ETF 1CLU0322253906
ETF
17.8%0.3%
SGLD.LSE
Invesco Physical Gold ETCIE00B579F325
ETC
13.1%0.12%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
12.4%0.18%
SJPA.LSE
iShares Core MSCI Japan IMI UCITS ETFIE00B4L5YX21
ETF
2.7%0.12%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €31,971.4
Histogram of Monthly Returns
The portfolio had a positive return during 89 of the 140 months (64%)
Monthly Returns Heatmap
Best month: +10.6% • Worst month: -14.4% • Best year: 2021 (+29.8%) • Worst year: 2022 (-11.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.7%+2.9%-5.7%+7.0%+4.0%+0.1%-0.8%+3.3%+0.1%---+15.0%
2025+4.7%-2.7%-5.8%-4.1%+5.3%+0.6%+4.3%+1.2%+3.2%+3.6%+1.3%+0.5%+12.0%
2024+1.0%+2.3%+4.7%-1.7%+1.5%+2.6%+3.3%-1.4%+2.0%+1.5%+6.8%-2.7%+21.5%
2023+6.2%+0.6%-2.6%-0.8%+1.3%+3.5%+3.7%-1.2%-2.2%-3.4%+5.5%+6.0%+17.2%
2022-4.6%-0.2%+3.3%-1.2%-3.1%-6.5%+9.1%-1.5%-6.3%+4.6%+0.6%-5.0%-11.3%
2021+2.7%+3.4%+6.0%+1.7%+0.9%+2.3%+0.6%+2.8%-1.3%+3.6%-0.1%+3.9%+29.8%
2020-1.1%-7.5%-14.4%+10.6%+2.2%+2.0%+0.5%+5.2%-1.6%-0.8%+9.0%+3.6%+5.3%
2019+8.8%+3.3%+1.1%+3.2%-5.6%+4.1%+3.3%-2.1%+3.1%+0.4%+3.8%+2.8%+28.7%
2018+0.3%-1.9%-2.6%+3.8%+4.0%-0.4%+1.2%+1.3%-0.5%-5.1%+0.2%-7.8%-7.7%
2017-0.8%+5.1%-0.4%+0.1%-2.6%-0.9%-0.7%-0.4%+3.3%+2.6%-0.2%+1.6%+6.5%
2016-7.1%+3.2%+2.4%+1.5%+1.9%-1.3%+5.6%+0.2%+0.3%-0.7%+5.8%+2.8%+15.0%
2015-+1.9%+2.7%-1.0%+1.8%-3.2%+0.4%-8.5%-1.4%+7.7%+3.7%-4.4%-1.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.80% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -14.1%.
When could this portfolio get you to financial independence?

My portfolio returned +10.60% a year over the 12 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
+219.71%
Annualized Return
+10.60%
Avg Monthly Return
+0.91%
Risk
Volatility (Annual)
+14.03%
Max Drawdown
+33.80%
Positive Months
64%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.61
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
6.61
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
31,971.4
Backtest Period
2015-02-20 to 2026-09-04
11.5 years
Rebalancing
none
Base Currency
EUR