Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
5.7yr backtest

Performance Summary

Total Return+179.90%
Annualized Return+19.60%
Volatility+11.47%
Sharpe Ratio1.54
Max Drawdown+15.22%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with 25% frontier markets exposure for diversified growth across developed and emerging economies.
AssetTypeAllocationTER
FR0011008770
H2O Multiequities FCP ICFR0011008770
FUND
25.0%2%
LU2206555984
Pictet TR Atlas Titan I EURLU2206555984
FUND
25.0%1.15%
LU0666199749
HSBC Global Investment Funds - Frontier Markets ACLU0666199749
FUND
25.0%2.15%
LU1261431768
Fidelity Funds - Global Dividend Fund A-Acc-EURLU1261431768
FUND
25.0%1.88%
Total100.0%1.79%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €27,989.99
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 70 months (71%)
Monthly Returns Heatmap
Best month: +14.2% • Worst month: -8.1% • Best year: 2021 (+35.3%) • Worst year: 2022 (-2.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+4.3%+2.3%-5.7%+5.9%+1.2%+0.4%+2.3%-----+10.8%
2025+6.3%+2.9%-2.8%-2.5%+4.3%-0.1%+3.9%+2.2%+1.3%+1.1%+1.3%+1.8%+21.3%
2024+1.1%+3.8%+4.8%-1.2%+1.5%-0.2%+1.9%-0.5%+1.7%-1.7%+3.0%-0.2%+14.8%
2023+6.3%+2.0%-1.3%+0.5%+0.5%+4.9%+4.3%-1.8%+1.1%-3.5%+4.2%+3.7%+22.5%
2022+3.9%-5.8%+2.7%-0.2%+1.3%-8.1%+3.9%+0.5%-6.6%+3.9%+4.7%-1.7%-2.6%
2021-0.9%+6.3%+8.2%+1.5%+3.3%+2.1%+0.1%+2.8%+1.8%+3.5%-2.1%+4.5%+35.3%
2020----------3.0%+14.2%+1.5%+12.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +15.22% • The longest drawdown period lasted for 1 year and was between February 2022 and March 2023. It reached a trough of -15.2%.

Detailed Metrics

Returns
Total Return
+179.90%
Annualized Return
+19.60%
Avg Monthly Return
+1.54%
Risk
Volatility (Annual)
+11.47%
Max Drawdown
+15.22%
Positive Months
71%
Average Drawdown
-3.1%
Risk-Adjusted
Sharpe Ratio
1.54
Risk-free rate: 2.0%
Sortino Ratio
1.43
Downside risk adjusted
Return/Volatility
1.71
Calmar Ratio
1.29
Return/Max Drawdown
Ulcer Index
4.20
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
27,989.99
Backtest Period
2020-10-08 to 2026-07-09
5.7 years
Rebalancing
none
Base Currency
EUR
relax | +19.6% CAGR | ETF Backtest