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Optimize FIRE Projection
None Rebalancing
EUR
Moderate Risk
10.1yr backtest

Performance Summary

Total Return+292.06%
Annualized Return+14.42%
Volatility+16.17%
Sharpe Ratio0.77
Max Drawdown+32.30%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio focused on SRI, momentum, and technology themes across US, Europe, and emerging markets.
AssetTypeAllocationTER
QDVR.XETRA
iShares MSCI USA SRI UCITS ETF USD (Acc)IE00BYVJRR92
ETF
21.1%0.2%
IUSK.XETRA
iShares MSCI Europe SRI UCITS ETF (Acc)IE00B52VJ196
ETF
20.3%0.2%
QDVS.XETRA
iShares MSCI EM SRI UCITS ETFIE00BYVJRP78
ETF
19.3%0.25%
CEMR.XETRA
iShares Edge MSCI Europe Momentum Factor UCITS ETFIE00BQN1K786
ETF
16.3%0.25%
XDWT.XETRA
Xtrackers MSCI World Information Technology UCITS ETF 1CIE00BM67HT60
ETF
13.4%0.25%
LYMS.XETRA
Amundi Core Nasdaq-100 Swap UCITS ETF AccLU1829221024
ETF
9.6%0.22%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €39,205.76
Histogram of Monthly Returns
The portfolio had a positive return during 84 of the 123 months (68%)
Monthly Returns Heatmap
Best month: +12.2% • Worst month: -9.5% • Best year: 2019 (+34.5%) • Worst year: 2022 (-19.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%-0.1%-6.2%+12.2%+8.8%+2.2%-4.5%+3.6%+0.5%---+17.7%
2025+2.8%-2.7%-8.4%-2.4%+8.1%+1.8%+4.3%-1.5%+4.2%+4.8%-2.5%+1.1%+8.7%
2024+2.8%+3.8%+3.0%-2.5%+2.0%+6.5%-1.2%-0.6%+1.8%+0.2%+6.3%-0.2%+23.9%
2023+6.2%+1.3%+1.8%-0.1%+3.7%+3.6%+2.5%-1.4%-2.5%-3.1%+7.4%+3.8%+25.3%
2022-7.2%-2.9%+4.1%-3.5%-4.2%-5.9%+9.9%-2.6%-6.7%+3.3%+1.7%-6.1%-19.6%
2021+1.3%+0.6%+5.1%+2.3%-0.5%+6.2%+1.5%+3.7%-3.0%+6.0%+1.4%+3.6%+31.6%
2020+0.7%-7.3%-9.5%+9.4%+3.2%+4.3%+1.1%+6.4%-0.9%-2.8%+8.8%+3.3%+15.9%
2019+7.1%+3.8%+3.3%+3.9%-4.5%+4.4%+3.2%-1.5%+2.8%+1.2%+4.1%+2.7%+34.5%
2018+2.5%-1.4%-3.2%+3.0%+3.4%-0.6%+3.1%+1.9%+0.5%-5.7%+0.0%-6.6%-3.6%
2017+0.3%+4.9%+2.0%+0.4%+0.3%-2.0%+0.1%+0.4%+2.2%+4.5%-1.1%+1.4%+13.9%
2016------+2.6%+0.1%+1.0%+0.0%+2.2%+2.9%+8.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.30% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -21.2%.
When could this portfolio get you to financial independence?

MyPortfolio returned +14.42% a year over the 10 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
+292.06%
Annualized Return
+14.42%
Avg Monthly Return
+1.19%
Risk
Volatility (Annual)
+16.17%
Max Drawdown
+32.30%
Positive Months
68%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.77
Risk-free rate: 2.0%
Sortino Ratio
0.71
Downside risk adjusted
Return/Volatility
0.89
Calmar Ratio
0.45
Return/Max Drawdown
Ulcer Index
7.08
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
39,205.76
Backtest Period
2016-07-13 to 2026-09-04
10.1 years
Rebalancing
none
Base Currency
EUR