Optimize
None Rebalancing
EUR
Moderate Risk
7.0yr backtest

Performance Summary

Total Return+99.77%
Annualized Return+10.40%
Volatility+15.19%
Sharpe Ratio0.55
Max Drawdown+35.36%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio blending global, European small-cap, India, healthcare, and emerging markets for broad equity exposure.
AssetTypeAllocationTER
CW8.PA
Amundi MSCI World Swap UCITS ETF EUR AccLU1681043599
ETF
39.8%0.38%
MMS.PA
Lyxor MSCI EMU Small Cap UCITS ETF EURFR0010168773
ETF
36.7%0.4%
PINR.PA
Amundi PEA Inde (MSCI India) UCITS ETF AccFR0011869320
ETF
11.9%0.85%
LYHLT.SW
Amundi STOXX Europe 600 Healthcare UCITS ETF AccLU1834986900
ETF
6.0%0.3%
PAEEM.PA
Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF AccFR0013412020
ETF
5.6%0.3%
Total100.0%0.43%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,976.87
Histogram of Monthly Returns
The portfolio had a positive return during 56 of the 85 months (66%)
Monthly Returns Heatmap
Best month: +11.6% • Worst month: -15.6% • Best year: 2021 (+26.7%) • Worst year: 2022 (-13.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.1%+2.2%-6.7%+8.1%+1.8%-------+6.1%
2025+2.7%-1.3%-4.4%-1.6%+5.9%+0.7%+2.0%-0.8%+1.1%+3.7%+0.4%+0.4%+8.8%
2024+2.1%+2.1%+3.4%-0.5%+2.1%+1.5%+1.7%-0.3%+0.7%-1.6%+3.5%-0.3%+15.4%
2023+5.4%+0.8%-1.4%+0.9%+0.6%+2.9%+2.5%-1.2%-1.7%-3.9%+6.1%+4.3%+16.0%
2022-3.9%-3.0%+3.0%-0.8%-3.1%-7.6%+8.1%-2.4%-6.7%+5.0%+2.6%-4.7%-13.6%
2021+0.2%+3.3%+5.5%+1.5%+1.9%+2.4%+1.5%+4.1%-2.1%+3.5%-1.5%+3.9%+26.7%
2020-0.4%-7.5%-15.6%+10.2%+2.3%+2.9%+0.4%+4.2%+0.1%-3.9%+11.6%+4.2%+5.7%
2019-----0.7%+3.4%+1.3%-1.6%+3.1%+1.0%+3.7%+1.3%+11.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.36% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -17.8%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (36.7% of total allocation)

Total Dividends Received

786.66

7 payments

Dividend Yield

0.79%

(annualized)

Avg Per Payment

112.38

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2025156.15
2024126.04
2023121.44
2022134.32
202194.05
202065.80
201988.85
Total786.66

Detailed Metrics

Returns
Total Return
+99.77%
Annualized Return
+10.40%
Avg Monthly Return
+0.90%
Risk
Volatility (Annual)
+15.19%
Max Drawdown
+35.36%
Positive Months
66%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.55
Risk-free rate: 2.0%
Sortino Ratio
0.49
Downside risk adjusted
Return/Volatility
0.68
Calmar Ratio
0.29
Return/Max Drawdown
Ulcer Index
7.57
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,976.87
Backtest Period
2019-05-15 to 2026-05-13
7.0 years
Rebalancing
none
Base Currency
EUR