Optimize
None Rebalancing
EUR
Moderate Risk
6.2yr backtest

Performance Summary

Total Return+120.91%
Annualized Return+13.64%
Volatility+15.62%
Sharpe Ratio0.75
Max Drawdown+34.77%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified ETF portfolio blending US, developed markets, and emerging markets equities for global growth and income.
AssetTypeAllocationTER
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETFNL0011683594
ETF
50.0%0.38%
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
40.0%0.07%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
10.0%0.18%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,091.03
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 75 months (69%)
Monthly Returns Heatmap
Best month: +10.7% • Worst month: -12.9% • Best year: 2021 (+31.1%) • Worst year: 2020 (-2.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+3.7%-2.6%+3.9%--------+7.3%
2025+4.6%+0.7%-4.9%-4.5%+5.1%+0.3%+4.2%+0.7%+2.0%+3.5%+1.6%+1.5%+15.0%
2024+2.7%+2.0%+4.6%-1.2%+1.9%+2.2%+1.8%-0.7%+2.3%+0.5%+5.5%-0.8%+22.7%
2023+4.1%+0.6%-2.2%+0.7%+0.4%+3.5%+3.1%-1.2%-0.2%-3.6%+5.1%+4.2%+15.1%
2022+0.3%-1.4%+4.4%-0.1%-0.6%-6.4%+6.6%-0.8%-5.3%+5.0%+2.1%-3.5%-0.5%
2021+1.4%+3.7%+7.0%+0.7%+0.4%+3.0%+0.9%+2.4%-1.4%+3.4%+0.7%+5.5%+31.1%
2020--10.6%-12.9%+8.1%+1.1%+2.1%-1.6%+5.4%-1.3%-2.3%+10.7%+1.2%-2.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.77% • The longest drawdown period lasted for 11 months and was between February 2020 and February 2021. It reached a trough of -34.8%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (50.0% of total allocation)

Total Dividends Received

1,828.78

25 payments

Dividend Yield

2.10%

(annualized)

Avg Per Payment

73.15

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
202646.89
2025374.08
2024350.42
2023357.44
2022295.18
2021223.73
2020181.05
Total1,828.78

Detailed Metrics

Returns
Total Return
+120.91%
Annualized Return
+13.64%
Avg Monthly Return
+1.13%
Risk
Volatility (Annual)
+15.62%
Max Drawdown
+34.77%
Positive Months
69%
Average Drawdown
-4.6%
Risk-Adjusted
Sharpe Ratio
0.75
Risk-free rate: 2.0%
Sortino Ratio
0.66
Downside risk adjusted
Return/Volatility
0.87
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
6.75
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,091.03
Backtest Period
2020-02-04 to 2026-04-17
6.2 years
Rebalancing
none
Base Currency
EUR
Pipi | +13.6% CAGR | ETF Backtest