HomePortfoliosPortefeuille monde

Portefeuille monde

Optimize
None Rebalancing
EUR
Low Risk
5.7yr backtest

Performance Summary

Total Return+71.49%
Annualized Return+9.94%
Volatility+7.69%
Sharpe Ratio1.03
Max Drawdown+11.94%

Holdings

Asset Allocation

Asset Class

Equity 70.0%Money Market 30.0%
Holdings Details
Diversified ETF portfolio with 70% global equity exposure and 30% money market stability for balanced growth and income.
AssetTypeAllocationTER
VGWE.XETRA
Vanguard FTSE All-World High Dividend Yield UCITS ETF AccIE00BK5BR626
ETF
50.0%0.29%
L8I3.XETRA
Amundi EUR Overnight Return UCITS ETF AccFR0010510800
ETF
30.0%0.1%
V80A.XETRA
Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) AccumulatingIE00BMVB5R75
ETF
8.0%0.25%
FR0007430806
HMG Découvertes DFR0007430806
FUND
8.0%2.25%
IE00BD5HXK71
Comgest Growth World EUR R AccIE00BD5HXK71
FUND
4.0%1.65%
Total100.0%0.44%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €17,149
Histogram of Monthly Returns
The portfolio had a positive return during 45 of the 69 months (65%)
Monthly Returns Heatmap
Best month: +4.7% • Worst month: -4.6% • Best year: 2021 (+17.4%) • Worst year: 2022 (-1.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+3.6%-3.4%+3.2%+2.3%+1.5%+1.6%+0.4%----+12.1%
2025+3.6%+0.8%-3.4%-2.9%+3.2%-0.1%+2.3%+0.6%+1.0%+1.8%+1.2%+1.0%+9.3%
2024+1.6%+1.3%+3.3%-0.8%+1.2%+0.3%+2.1%+0.1%+1.2%-0.4%+3.5%-1.5%+12.3%
2023+2.2%-0.2%-1.3%+0.7%-0.3%+2.3%+2.2%-1.1%-0.1%-2.8%+3.0%+3.1%+7.7%
2022-0.4%-1.1%+2.1%-0.1%-0.4%-4.6%+4.5%-1.1%-4.2%+3.9%+2.8%-2.7%-1.7%
2021+0.6%+2.6%+4.7%+0.2%+1.1%+1.4%-0.0%+1.4%-0.6%+2.2%-0.8%+3.5%+17.4%
2020-----------+0.3%+0.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +11.94% • The longest drawdown period lasted for 9 months and was between August 2022 and June 2023. It reached a trough of -7.1%.

Detailed Metrics

Returns
Total Return
+71.49%
Annualized Return
+9.94%
Avg Monthly Return
+0.81%
Risk
Volatility (Annual)
+7.69%
Max Drawdown
+11.94%
Positive Months
65%
Average Drawdown
-1.6%
Risk-Adjusted
Sharpe Ratio
1.03
Risk-free rate: 2.0%
Sortino Ratio
0.94
Downside risk adjusted
Return/Volatility
1.29
Calmar Ratio
0.83
Return/Max Drawdown
Ulcer Index
2.15
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
17,149
Backtest Period
2020-12-10 to 2026-08-20
5.7 years
Rebalancing
none
Base Currency
EUR
Portefeuille monde | +9.9% CAGR | ETF Backtest