Optimize
None Rebalancing
EUR
Moderate Risk
9.7yr backtest

Performance Summary

Total Return+146.57%
Annualized Return+9.70%
Volatility+16.96%
Sharpe Ratio0.45
Max Drawdown+32.66%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 90% emerging markets and 10% US S&P 500 ETF exposure for targeted growth.
AssetTypeAllocationTER
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
90.0%0.18%
SP500E.SW
UBS Core S&P 500 UCITS ETF hEUR accIE00BD34DK07
ETF
10.0%0.06%
Total100.0%0.17%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,657.01
Histogram of Monthly Returns
The portfolio had a positive return during 72 of the 118 months (61%)
Monthly Returns Heatmap
Best month: +12.5% • Worst month: -13.7% • Best year: 2019 (+21.6%) • Worst year: 2022 (-15.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+6.2%+4.8%-9.1%+12.5%+8.2%+1.2%-6.3%+4.1%----+21.5%
2025+2.2%-1.1%-3.2%-3.5%+4.9%+3.5%+3.9%+0.1%+5.4%+5.1%-1.8%+0.8%+16.9%
2024-0.9%+3.5%+3.0%+0.8%-0.3%+5.3%-0.1%-1.1%+4.5%-1.4%+1.4%-0.5%+15.1%
2023+6.1%-3.9%+0.8%-1.9%+0.9%+3.1%+4.8%-4.0%-0.9%-4.3%+5.9%+2.7%+9.1%
2022-0.6%-3.5%-0.1%-1.4%-2.0%-5.2%+3.3%+1.2%-8.8%-2.3%+8.3%-4.2%-15.1%
2021+3.8%+1.7%+2.1%+0.0%+0.7%+3.4%-4.4%+1.9%-1.4%+1.1%-1.1%+1.7%+9.7%
2020-4.8%-5.7%-13.7%+8.5%-0.2%+6.4%+3.3%+2.4%+0.2%+1.6%+7.8%+4.2%+8.0%
2019+9.3%+0.2%+2.3%+2.1%-6.1%+3.8%+0.8%-4.1%+3.4%+1.4%+1.8%+6.0%+21.6%
2018+4.1%-3.0%-1.9%+0.9%+0.0%-4.1%+2.5%-2.1%-0.0%-6.8%+3.7%-4.0%-10.9%
2017+2.8%+4.5%+2.1%-0.0%-0.3%-0.3%+1.7%+1.7%+0.4%+4.4%-1.0%+2.7%+20.1%
2016----------+4.8%+0.7%+5.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.66% • The longest drawdown period lasted for 2 years and 7 months and was between November 2021 and June 2024. It reached a trough of -21.7%.

Detailed Metrics

Returns
Total Return
+146.57%
Annualized Return
+9.70%
Avg Monthly Return
+0.85%
Risk
Volatility (Annual)
+16.96%
Max Drawdown
+32.66%
Positive Months
61%
Average Drawdown
-7.3%
Risk-Adjusted
Sharpe Ratio
0.45
Risk-free rate: 2.0%
Sortino Ratio
0.42
Downside risk adjusted
Return/Volatility
0.57
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
8.84
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,657.01
Backtest Period
2016-11-14 to 2026-08-14
9.7 years
Rebalancing
none
Base Currency
EUR
Nahim | +9.7% CAGR | ETF Backtest