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Portfolio FR Michel

Created byuser-bcmg7r

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None Rebalancing

EUR

Moderate Risk

Multi-currency

10.7yr backtest

Performance Summary

Total Return+261.15%

Annualized Return+12.78%

Volatility+16.40%

Sharpe Ratio0.66

Max Drawdown+33.18%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Diversified global equity portfolio with 65% developed markets, 25% emerging markets, and 10% US tech for targeted growth.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
IWRD.SW iShares MSCI World UCITS ETF (Dist) • IE00B0M62Q58	IE00B0M62Q58	Dist	ETF	65.0%	0.5%
IQQE.XETRA iShares MSCI EM UCITS ETF (Dist) • IE00B0M63177	IE00B0M63177	Dist	ETF	25.0%	0.18%
QDVE.XETRA iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) • IE00B3WJKG14	IE00B3WJKG14	Acc	ETF	10.0%	0.15%
Total		Total			100.0%	0.39%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €36,114.64

Histogram of Monthly Returns

The portfolio had a positive return during 85 of the 129 months (66%)

Monthly Returns Heatmap

Best month: +10.9% • Worst month: -9.8% • Best year: 2019 (+30.8%) • Worst year: 2022 (-16.3%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+0.1%	+1.5%	-6.1%	+10.9%	+9.6%	+0.2%	-2.7%	+4.7%	-	-	-	-	+18.4%
2025	+2.4%	-2.6%	-8.1%	-3.7%	+7.1%	+2.0%	+5.6%	-0.4%	+4.1%	+5.3%	-1.7%	+0.2%	+9.4%
2024	+3.8%	+4.0%	+3.2%	-1.8%	+2.1%	+6.6%	-1.0%	-0.5%	+1.9%	+0.7%	+6.4%	+0.6%	+28.8%
2023	+6.0%	+0.3%	+1.4%	-1.0%	+4.6%	+3.9%	+2.8%	-1.1%	-2.1%	-3.4%	+6.8%	+3.4%	+23.1%
2022	-4.8%	-2.4%	+3.9%	-3.1%	-3.3%	-6.5%	+9.9%	-1.3%	-6.8%	+3.2%	+0.5%	-5.6%	-16.3%
2021	+1.5%	+2.5%	+4.6%	+1.5%	-0.4%	+5.1%	+0.3%	+3.0%	-1.7%	+4.0%	+1.3%	+3.3%	+28.0%
2020	+0.3%	-8.3%	-9.8%	+8.8%	+2.3%	+3.4%	-0.0%	+6.6%	-1.2%	-2.5%	+8.8%	+2.9%	+9.7%
2019	+8.5%	+3.3%	+2.7%	+3.7%	-5.6%	+4.0%	+4.0%	-2.7%	+3.1%	+0.6%	+4.2%	+2.3%	+30.8%
2018	+1.5%	-1.6%	-3.5%	+3.9%	+2.7%	-0.6%	+2.0%	+1.2%	+0.3%	-5.8%	+1.2%	-7.2%	-6.5%
2017	+1.0%	+5.2%	+0.7%	-0.2%	-0.5%	-1.7%	+0.2%	+0.3%	+1.9%	+4.4%	-0.5%	+1.6%	+12.8%
2016	-7.7%	+1.2%	+3.2%	-0.3%	+2.6%	-0.0%	+5.3%	+0.1%	+0.7%	+0.6%	+3.9%	+2.1%	+11.4%
2015	-	-	-	-	-	-	-	-	-	-	-	-2.5%	-2.5%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +33.18% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -18.4%.

Dividend Income

Summary

This portfolio contains 2 distributing ETFs (90.0% of total allocation)

Total Dividends Received

€2,271.79

83 payments

Dividend Yield

1.18%

(annualized)

Avg Per Payment

€27.37

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

Year	Dividends	Yield	Payments
2026	€159.60	0.49%	4
2025	€210.58	0.75%	6
2024	€264.02	1.06%	8
2023	€257.79	1.30%	8
2022	€264.28	1.39%	8
2021	€161.03	0.86%	6
2020	€176.55	1.20%	8
2019	€210.22	1.56%	8
2018	€186.97	1.51%	8
2017	€169.85	1.47%	8
2016	€167.43	1.72%	9
2015	€43.44	0.45%	2
Total	€2,271.79	1.18%	83

Detailed Metrics

Returns

Total Return

+261.15%

Annualized Return

+12.78%

Avg Monthly Return

+1.08%

Risk

Volatility (Annual)

+16.40%

Max Drawdown

+33.18%

Positive Months

66%

Average Drawdown

-4.9%

Risk-Adjusted

Sharpe Ratio

0.66

Risk-free rate: 2.0%

Sortino Ratio

0.62

Downside risk adjusted

Return/Volatility

0.78

Calmar Ratio

0.39

Return/Max Drawdown

Ulcer Index

6.55

Drawdown depth & duration

Martin Ratio

0.02

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€36,114.64

Backtest Period

2015-12-02 to 2026-08-07
10.7 years

Rebalancing

none

Base Currency

EUR