Optimize
None Rebalancing
EUR
Moderate Risk
7.2yr backtest

Performance Summary

Total Return+180.74%
Annualized Return+15.38%
Volatility+16.78%
Sharpe Ratio0.80
Max Drawdown+33.56%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity ETF portfolio with 90% US S&P 500 and 10% exposure to developed and emerging international markets.
AssetTypeAllocationTER
CSPX.AS
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
90.0%0.07%
SWRD.AS
State Street SPDR MSCI World UCITS ETF USD UnhedgedIE00BFY0GT14
ETF
5.0%0.12%
EMIM.AS
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
5.0%0.18%
Total100.0%0.08%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €28,073.54
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 87 months (62%)
Monthly Returns Heatmap
Best month: +10.9% • Worst month: -9.8% • Best year: 2021 (+38.4%) • Worst year: 2022 (-14.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.1%-0.0%-4.1%+9.5%+5.7%-------+10.9%
2025+3.2%-3.5%-8.8%-5.2%+6.8%+1.6%+6.0%-1.0%+2.9%+4.7%-0.5%-0.3%+4.5%
2024+4.4%+4.4%+3.6%-2.1%+1.0%+6.9%-0.4%-0.8%+1.8%+2.4%+8.2%-0.2%+33.0%
2023+4.5%+0.9%+0.1%+0.1%+4.0%+4.1%+2.3%+0.4%-2.1%-3.1%+5.7%+3.3%+21.6%
2022-5.2%-2.1%+5.9%-2.9%-3.9%-5.8%+10.9%-1.3%-5.4%+4.5%-1.5%-6.7%-14.2%
2021+1.3%+3.2%+6.8%+2.4%-1.0%+5.5%+2.0%+3.6%-2.0%+5.8%+2.1%+3.7%+38.4%
2020+1.7%-8.8%-9.8%+10.8%+1.9%+1.4%+0.5%+6.6%-1.5%-2.2%+7.7%+1.3%+7.7%
2019--+2.3%+3.8%-5.0%+4.0%+4.8%-1.8%+3.0%-0.4%+5.1%+0.8%+17.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.56% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -14.8%.

Detailed Metrics

Returns
Total Return
+180.74%
Annualized Return
+15.38%
Avg Monthly Return
+1.28%
Risk
Volatility (Annual)
+16.78%
Max Drawdown
+33.56%
Positive Months
62%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.80
Risk-free rate: 2.0%
Sortino Ratio
0.74
Downside risk adjusted
Return/Volatility
0.92
Calmar Ratio
0.46
Return/Max Drawdown
Ulcer Index
6.90
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
28,073.54
Backtest Period
2019-03-04 to 2026-05-22
7.2 years
Rebalancing
none
Base Currency
EUR
saxo 2 | +15.4% CAGR | ETF Backtest