Optimize
None Rebalancing
EUR
Moderate Risk
7.0yr backtest

Performance Summary

Total Return+128.08%
Annualized Return+12.43%
Volatility+15.92%
Sharpe Ratio0.66
Max Drawdown+33.30%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio with 80% world, 12% Europe, and 8% emerging markets for broad market growth exposure.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
80.0%0.19%
VERE.XETRA
Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) AccumulatingIE00BK5BQY34
ETF
12.0%0.1%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
8.0%0.18%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,807.98
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 86 months (63%)
Monthly Returns Heatmap
Best month: +9.4% • Worst month: -11.8% • Best year: 2021 (+26.4%) • Worst year: 2022 (-13.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+2.2%-6.0%+8.5%+5.9%+1.5%-1.6%+3.2%----+15.9%
2025+4.4%-1.5%-6.6%-3.5%+5.8%+0.9%+4.2%-0.2%+3.0%+4.2%-0.4%+0.7%+10.8%
2024+2.5%+3.5%+3.6%-1.5%+1.3%+4.2%+0.3%-0.2%+1.7%+0.2%+5.6%-0.9%+21.7%
2023+5.3%-0.1%+0.3%+0.1%+1.6%+3.4%+2.6%-1.4%-1.5%-3.5%+5.9%+3.8%+17.4%
2022-4.3%-2.4%+3.3%-2.0%-2.9%-6.1%+8.5%-1.7%-6.3%+3.4%+2.5%-5.1%-13.4%
2021+1.0%+2.7%+5.5%+1.4%+0.3%+4.0%+0.4%+2.8%-2.0%+4.2%-0.2%+3.8%+26.4%
2020-1.1%-7.9%-11.8%+9.0%+2.1%+2.9%+0.0%+5.0%-0.8%-2.0%+9.4%+2.4%+5.2%
2019-------0.2%-1.9%+3.3%+0.3%+3.7%+2.5%+7.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.30% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.2%.

Detailed Metrics

Returns
Total Return
+128.08%
Annualized Return
+12.43%
Avg Monthly Return
+1.04%
Risk
Volatility (Annual)
+15.92%
Max Drawdown
+33.30%
Positive Months
63%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.66
Risk-free rate: 2.0%
Sortino Ratio
0.59
Downside risk adjusted
Return/Volatility
0.78
Calmar Ratio
0.37
Return/Max Drawdown
Ulcer Index
7.00
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,807.98
Backtest Period
2019-07-25 to 2026-08-07
7.0 years
Rebalancing
none
Base Currency
EUR
V1 | +12.4% CAGR | ETF Backtest