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Portfolio 3

a well diversified portfolio with just 3 etfs

Optimize
None Rebalancing
EUR
Moderate Risk
6.2yr backtest

Performance Summary

Total Return+83.69%
Annualized Return+10.38%
Volatility+16.74%
Sharpe Ratio0.50
Max Drawdown+32.43%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio with 60% US stocks, 30% emerging markets, and 10% developed world exposure for balanced growth across three core holdings.
AssetTypeAllocationTER
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
60.0%0.07%
VFEA.XETRA
Vanguard FTSE Emerging Markets UCITS ETF (USD) AccumulatingIE00BK5BR733
ETF
30.0%0.17%
VGVF.XETRA
Vanguard FTSE Developed World UCITS ETF AccIE00BK5BQV03
ETF
10.0%0.12%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,369.39
Histogram of Monthly Returns
The portfolio had a positive return during 44 of the 75 months (59%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -10.7% • Best year: 2021 (+29.5%) • Worst year: 2022 (-13.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%+0.4%-4.6%+1.8%---------1.6%
2025+3.5%-2.9%-7.6%-4.9%+6.1%+1.5%+5.6%-0.7%+3.4%+4.4%-0.7%-0.3%+6.5%
2024+2.8%+4.1%+3.4%-1.1%+0.9%+6.2%-0.3%-0.8%+2.8%+1.7%+6.6%-0.4%+28.6%
2023+4.5%-0.5%+0.3%-0.4%+2.9%+3.8%+2.8%-0.8%-1.6%-3.5%+5.5%+3.6%+17.4%
2022-3.8%-2.1%+3.8%-2.1%-3.6%-4.8%+8.6%-0.6%-5.9%+2.3%+0.9%-5.8%-13.3%
2021+2.2%+2.6%+5.3%+1.5%-0.4%+4.9%-0.1%+3.4%-1.9%+4.6%+1.2%+3.2%+29.5%
2020--10.7%-10.7%+9.8%+1.2%+2.7%+0.9%+5.3%-0.9%-1.1%+7.3%+1.9%+3.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.43% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -15.3%.

Detailed Metrics

Returns
Total Return
+83.69%
Annualized Return
+10.38%
Avg Monthly Return
+0.89%
Risk
Volatility (Annual)
+16.74%
Max Drawdown
+32.43%
Positive Months
59%
Average Drawdown
-5.8%
Risk-Adjusted
Sharpe Ratio
0.50
Risk-free rate: 2.0%
Sortino Ratio
0.46
Downside risk adjusted
Return/Volatility
0.62
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
7.30
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,369.39
Backtest Period
2020-02-04 to 2026-04-02
6.2 years
Rebalancing
none
Base Currency
EUR