Optimize
None Rebalancing
EUR
Moderate Risk
7.0yr backtest

Performance Summary

Total Return+156.00%
Annualized Return+14.28%
Volatility+16.07%
Sharpe Ratio0.76
Max Drawdown+33.63%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio blending broad market and ESG-focused funds for diversified, long-term growth potential.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
70.0%0.19%
IQSA.XETRA
Invesco Global Active ESG Equity UCITS ETF AccIE00BJQRDN15
ETF
30.0%0.3%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €25,599.77
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 85 months (64%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -11.3% • Best year: 2021 (+30.7%) • Worst year: 2022 (-12.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+2.0%-5.2%+8.7%+5.9%+2.3%-1.2%+1.6%----+15.6%
2025+4.4%-2.3%-7.2%-4.0%+6.4%+0.7%+4.7%-0.6%+2.9%+4.2%-0.1%+0.7%+9.3%
2024+3.8%+4.2%+4.3%-2.1%+1.0%+4.6%+0.2%-0.3%+1.7%+0.8%+7.3%-1.6%+26.1%
2023+5.3%+0.4%-0.7%-0.4%+2.2%+4.4%+2.3%-1.0%-1.3%-3.6%+5.9%+4.3%+18.8%
2022-4.2%-1.9%+3.9%-1.8%-3.3%-6.6%+8.9%-1.5%-6.0%+4.6%+1.6%-5.5%-12.2%
2021+1.4%+2.8%+6.6%+1.3%+0.2%+4.3%+1.1%+2.9%-2.0%+4.1%+0.4%+4.2%+30.7%
2020-0.7%-8.7%-11.3%+9.3%+2.3%+2.4%-0.4%+5.6%-1.0%-2.3%+8.6%+2.1%+3.8%
2019-------+3.3%+3.5%-0.2%+4.3%+1.9%+13.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.63% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -15.7%.

Detailed Metrics

Returns
Total Return
+156.00%
Annualized Return
+14.28%
Avg Monthly Return
+1.19%
Risk
Volatility (Annual)
+16.07%
Max Drawdown
+33.63%
Positive Months
64%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.76
Risk-free rate: 2.0%
Sortino Ratio
0.69
Downside risk adjusted
Return/Volatility
0.89
Calmar Ratio
0.42
Return/Max Drawdown
Ulcer Index
6.77
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
25,599.77
Backtest Period
2019-08-05 to 2026-08-21
7.0 years
Rebalancing
none
Base Currency
EUR
B | +14.3% CAGR | ETF Backtest