Optimize
Annual Rebalancing
EUR
Moderate Risk
12.2yr backtest

Performance Summary

Total Return+376.29%
Annualized Return+13.62%
Volatility+16.26%
Sharpe Ratio0.71
Max Drawdown+32.46%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Growth-focused 100% equity ETF portfolio: 72% global developed markets, 18% Nasdaq-100 tech, 10% emerging markets for long-term wealth building.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
72.0%0.2%
SXRV.XETRA
iShares Nasdaq 100 UCITS ETF (Acc)IE00B53SZB19
ETF
18.0%0.3%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
10.0%0.18%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €47,629.04
Histogram of Monthly Returns
The portfolio had a positive return during 96 of the 147 months (65%)
Monthly Returns Heatmap
Best month: +10.3% • Worst month: -9.9% • Best year: 2019 (+32.4%) • Worst year: 2022 (-16.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.0%+0.9%-5.2%+9.9%+6.9%+1.4%-2.6%+3.7%----+16.3%
2025+3.9%-2.8%-8.0%-3.8%+6.8%+1.4%+5.0%-0.7%+3.2%+5.0%-0.9%+0.1%+8.6%
2024+3.0%+3.8%+3.3%-1.8%+1.2%+5.9%-0.6%-0.7%+1.8%+1.2%+6.9%-0.4%+26.0%
2023+5.7%+0.5%+1.3%-0.2%+4.2%+3.8%+2.7%-0.7%-1.6%-3.5%+6.2%+4.2%+24.3%
2022-5.7%-2.2%+4.4%-3.2%-3.8%-6.2%+10.1%-1.6%-6.1%+3.1%+0.6%-6.1%-16.6%
2021+1.1%+2.5%+5.3%+1.9%-0.7%+5.5%+1.3%+3.3%-2.1%+5.0%+1.3%+3.4%+31.4%
2020+0.4%-8.1%-9.9%+10.2%+2.4%+3.0%+0.5%+6.5%-1.5%-2.4%+8.8%+2.4%+10.9%
2019+8.3%+3.5%+3.0%+3.8%-5.3%+4.0%+3.9%-2.0%+2.9%+0.4%+4.4%+2.1%+32.4%
2018+1.8%-1.3%-4.0%+3.6%+4.2%-0.0%+2.4%+2.4%+0.5%-5.3%+0.5%-8.2%-4.2%
2017-0.3%+5.3%+0.8%-0.3%-0.7%-1.4%-0.3%-0.3%+2.1%+4.0%-0.3%+1.5%+10.4%
2016-7.1%+0.4%+1.6%-0.8%+4.3%-0.8%+4.5%+0.5%+0.5%+0.8%+4.5%+2.5%+11.0%
2015+5.2%+6.5%+2.7%-1.3%+1.8%-3.8%+2.6%-8.3%-3.3%+10.3%+3.8%-4.0%+11.3%
2014-----+0.4%+1.7%+4.3%+1.7%+1.5%+3.1%+1.0%+14.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.46% • The longest drawdown period lasted for 2 years and was between November 2021 and November 2023. It reached a trough of -18.2%.

Detailed Metrics

Returns
Total Return
+376.29%
Annualized Return
+13.62%
Avg Monthly Return
+1.14%
Risk
Volatility (Annual)
+16.26%
Max Drawdown
+32.46%
Positive Months
65%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.71
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.84
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
6.71
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
47,629.04
Backtest Period
2014-06-06 to 2026-08-28
12.2 years
Rebalancing
annual
Base Currency
EUR