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None Rebalancing
EUR
Moderate Risk
4.7yr backtest

Performance Summary

Total Return+68.26%
Annualized Return+11.69%
Volatility+10.39%
Sharpe Ratio0.93
Max Drawdown+16.94%

Holdings

Asset Allocation

Asset Class

Equity 90.0%Bonds 10.0%
Holdings Details
Global equity portfolio blending ETFs for diversified growth across developed and emerging markets with a core-satellite strategy.
AssetTypeAllocationTER
IE00B03HD191
Vanguard Global Stock Index Fund EUR AccIE00B03HD191
FUND
35.0%0.18%
ES0119199000
COBAS INTERNACIONALES0119199000
FUND
15.0%1.56%
IE00BH6XSF26
Heptagon Fund ICAV - Kopernik Global All-Cap Equity Fund AE EUR AccIE00BH6XSF26
FUND
15.0%1.45%
IE00BJM0B852
Blue Whale Investment Funds ICAV - Blue Whale Growth Fund EUR T ClassIE00BJM0B852
FUND
15.0%1.14%
IE0031786142
Vanguard Emerging Markets Stock Index Fund Investor EUR AccumulationIE0031786142
FUND
10.0%0.25%
ES0140794001
Gamma Global FIES0140794001
FUND
10.0%1.35%
Total100.0%0.85%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €16,826.36
Histogram of Monthly Returns
The portfolio had a positive return during 36 of the 57 months (63%)
Monthly Returns Heatmap
Best month: +7.6% • Worst month: -7.2% • Best year: 2024 (+21.9%) • Worst year: 2022 (-10.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.8%+4.6%-5.3%---------+3.8%
2025+3.1%-1.0%-4.5%-2.9%+6.3%+1.9%+3.9%+1.1%+3.9%+3.8%+0.0%+1.9%+18.3%
2024+1.6%+4.0%+3.4%-0.7%+2.6%+2.0%+0.3%-0.4%+2.0%+0.6%+3.9%+0.7%+21.9%
2023+5.2%-0.0%-0.8%-0.1%+1.4%+1.8%+4.0%-1.0%-0.6%-3.2%+5.1%+3.4%+15.7%
2022-3.1%-1.8%+3.5%-2.7%-0.5%-7.1%+7.6%-1.1%-7.2%+4.7%+3.9%-5.4%-10.2%
2021------+0.4%+2.7%+0.1%+3.8%-0.6%+1.7%+8.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +16.94% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -15.1%.

Detailed Metrics

Returns
Total Return
+68.26%
Annualized Return
+11.69%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+10.39%
Max Drawdown
+16.94%
Positive Months
63%
Average Drawdown
-4.8%
Risk-Adjusted
Sharpe Ratio
0.93
Risk-free rate: 2.0%
Sortino Ratio
0.82
Downside risk adjusted
Return/Volatility
1.13
Calmar Ratio
0.69
Return/Max Drawdown
Ulcer Index
5.79
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
16,826.36
Backtest Period
2021-07-16 to 2026-03-31
4.7 years
Rebalancing
none
Base Currency
EUR