Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
5.9yr backtest

Performance Summary

Total Return+127.96%
Annualized Return+14.87%
Volatility+12.04%
Sharpe Ratio1.07
Max Drawdown+19.99%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio targeting Singapore, Eastern Europe, Frontier, and World equity markets for broad growth exposure.
AssetTypeAllocationTER
XBAS.XETRA
Xtrackers MSCI Singapore UCITS ETF 1CLU0659578842
ETF
20.0%0.5%
LEER.XETRA
Amundi MSCI Eastern Europe Ex Russia UCITS ETF AccLU1900066462
ETF
20.0%0.5%
XSFR.LSE
Xtrackers S&P Select Frontier Swap UCITS ETF 1CLU0328476410
ETF
20.0%0.95%
MODR.XETRA
iShares Moderate Portfolio UCITS ETF EUR (Acc)IE00BLLZQS08
ETF
20.0%0.25%
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
20.0%0.19%
Total100.0%0.48%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,796.08
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 72 months (71%)
Monthly Returns Heatmap
Best month: +11.8% • Worst month: -6.3% • Best year: 2025 (+21.0%) • Worst year: 2022 (-13.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.8%+0.4%-4.4%+7.3%+4.0%+0.8%+2.8%+2.0%----+16.3%
2025+5.1%+0.7%-2.6%-1.6%+4.8%+0.5%+4.4%+0.6%+0.4%+4.9%+0.5%+1.9%+21.0%
2024+0.8%+1.9%+3.1%+0.3%+1.2%+2.3%-0.3%+1.4%+1.4%+0.3%+6.2%+0.1%+20.4%
2023+6.7%-1.4%-0.6%+1.0%+0.6%+5.1%+4.2%-2.3%-3.9%-2.2%+5.7%+4.4%+17.9%
2022-2.4%-3.5%+2.7%-3.2%-4.5%-6.3%+6.9%-1.1%-6.3%+2.4%+4.0%-2.7%-13.9%
2021+0.5%+1.6%+4.3%+1.3%+2.7%+2.3%+0.2%+3.6%-0.8%+3.8%-3.6%+2.7%+19.8%
2020---------1.1%-3.0%+11.8%+3.2%+10.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.99% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -20.0%.

Detailed Metrics

Returns
Total Return
+127.96%
Annualized Return
+14.87%
Avg Monthly Return
+1.21%
Risk
Volatility (Annual)
+12.04%
Max Drawdown
+19.99%
Positive Months
71%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
1.07
Risk-free rate: 2.0%
Sortino Ratio
1.02
Downside risk adjusted
Return/Volatility
1.24
Calmar Ratio
0.74
Return/Max Drawdown
Ulcer Index
6.80
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,796.08
Backtest Period
2020-09-10 to 2026-08-21
5.9 years
Rebalancing
annual
Base Currency
EUR
📈🌍 | +14.9% CAGR | ETF Backtest