Optimize
None Rebalancing
EUR
Moderate Risk
8.8yr backtest

Performance Summary

Total Return+174.44%
Annualized Return+12.18%
Volatility+15.51%
Sharpe Ratio0.66
Max Drawdown+32.97%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified 100% equity ETF portfolio targeting core world, emerging markets, Europe, and quality/momentum factor exposures.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
50.0%0.2%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
20.0%0.18%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
10.0%0.07%
IS3Q.XETRA
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)IE00BP3QZ601
ETF
10.0%0.25%
IS3R.XETRA
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)IE00BP3QZ825
ETF
10.0%0.25%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €27,443.8
Histogram of Monthly Returns
The portfolio had a positive return during 68 of the 107 months (64%)
Monthly Returns Heatmap
Best month: +9.4% • Worst month: -11.1% • Best year: 2019 (+29.4%) • Worst year: 2022 (-13.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.9%+2.0%-6.0%+9.4%+5.9%+2.7%-0.1%-----+16.0%
2025+4.4%-1.7%-7.1%-3.4%+6.0%+0.8%+4.0%-0.3%+3.0%+3.9%-0.4%+0.7%+9.5%
2024+3.1%+4.2%+3.8%-1.6%+1.5%+4.7%-0.3%-0.2%+1.6%+0.5%+5.9%-1.1%+23.8%
2023+4.4%-0.2%+0.1%+0.2%+1.4%+3.5%+2.6%-1.1%-1.5%-3.3%+5.8%+3.8%+16.6%
2022-5.0%-2.1%+3.8%-2.5%-3.2%-6.1%+8.4%-1.5%-6.1%+3.8%+2.2%-5.1%-13.5%
2021+1.0%+2.4%+5.1%+1.8%-0.2%+4.3%+0.7%+2.9%-2.1%+4.8%-0.0%+3.4%+26.7%
2020-0.6%-8.1%-11.1%+9.0%+2.0%+2.8%+0.4%+5.1%-0.8%-2.2%+9.1%+2.4%+6.2%
2019+7.8%+3.5%+2.6%+3.3%-4.9%+3.9%+2.9%-1.8%+2.9%+0.2%+3.8%+2.5%+29.4%
2018+1.7%-1.9%-3.1%+3.3%+2.9%-0.9%+2.5%+1.0%+0.6%-5.6%+1.0%-7.2%-6.2%
2017--------+1.0%+3.8%-0.5%+1.5%+5.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.97% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -16.7%.

Detailed Metrics

Returns
Total Return
+174.44%
Annualized Return
+12.18%
Avg Monthly Return
+1.02%
Risk
Volatility (Annual)
+15.51%
Max Drawdown
+32.97%
Positive Months
64%
Average Drawdown
-5.1%
Risk-Adjusted
Sharpe Ratio
0.66
Risk-free rate: 2.0%
Sortino Ratio
0.59
Downside risk adjusted
Return/Volatility
0.79
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
6.68
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
27,443.8
Backtest Period
2017-09-19 to 2026-07-03
8.8 years
Rebalancing
none
Base Currency
EUR
H8 | +12.2% CAGR | ETF Backtest