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My Wolrd Portfolio

Optimize
None Rebalancing
EUR
Moderate Risk
8.6yr backtest

Performance Summary

Total Return+124.54%
Annualized Return+9.92%
Volatility+15.52%
Sharpe Ratio0.51
Max Drawdown+33.22%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio blending core MSCI World, emerging markets, and European equity allocations for balanced growth.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
50.0%0.2%
XMME.XETRA
Xtrackers MSCI Emerging Markets UCITS ETF 1CIE00BTJRMP35
ETF
30.0%0.18%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
20.0%0.07%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,454.29
Histogram of Monthly Returns
The portfolio had a positive return during 65 of the 104 months (63%)
Monthly Returns Heatmap
Best month: +9.6% • Worst month: -12.3% • Best year: 2019 (+28.1%) • Worst year: 2022 (-13.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.6%+2.6%-6.4%+5.5%--------+3.9%
2025+4.6%-1.0%-6.1%-3.4%+5.7%+0.9%+4.0%-0.1%+3.2%+4.3%-0.5%+0.8%+12.3%
2024+1.8%+3.5%+3.7%-1.2%+1.3%+3.8%+0.4%-0.2%+1.9%-0.2%+4.8%-0.9%+20.0%
2023+5.7%-0.5%+0.3%+0.1%+0.9%+3.4%+2.9%-1.9%-1.4%-3.7%+5.8%+3.9%+16.0%
2022-3.7%-2.6%+2.5%-1.7%-2.8%-6.1%+7.9%-1.7%-6.6%+2.8%+3.7%-5.0%-13.4%
2021+1.3%+2.5%+4.9%+1.2%+0.7%+3.8%-0.3%+2.7%-2.2%+4.0%-0.5%+3.5%+23.4%
2020-1.8%-7.6%-12.3%+8.7%+1.7%+3.4%+0.4%+4.2%-0.6%-1.9%+9.6%+2.8%+4.4%
2019+8.2%+2.8%+2.5%+3.3%-5.3%+4.0%+2.2%-2.1%+3.3%+0.5%+3.3%+3.1%+28.1%
2018+1.9%-2.6%-2.8%+3.0%+1.8%-1.3%+2.7%-0.4%+0.5%-5.5%+1.3%-6.7%-8.1%
2017--------+0.9%+3.4%-0.8%+1.6%+5.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.22% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -16.0%.

Detailed Metrics

Returns
Total Return
+124.54%
Annualized Return
+9.92%
Avg Monthly Return
+0.85%
Risk
Volatility (Annual)
+15.52%
Max Drawdown
+33.22%
Positive Months
63%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.51
Risk-free rate: 2.0%
Sortino Ratio
0.46
Downside risk adjusted
Return/Volatility
0.64
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
6.76
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,454.29
Backtest Period
2017-09-19 to 2026-04-10
8.6 years
Rebalancing
none
Base Currency
EUR