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Region - All // SA auto invest

Optimize FIRE Projection
Annual Rebalancing
EUR
Moderate Risk
5.0yr backtest

Performance Summary

Total Return+89.14%
Annualized Return+13.73%
Volatility+13.66%
Sharpe Ratio0.86
Max Drawdown+20.17%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio with 60% US S&P 500, 25% European value stocks, and 15% emerging markets exposure.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
60.0%0.07%
CEMS.XETRA
iShares Edge MSCI Europe Value Factor UCITS ETFIE00BQN1K901
ETF
25.0%0.25%
PRAM.XETRA
Amundi Prime Emerging Markets UCITS ETF DR (C)LU2300295123
ETF
15.0%0.1%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,914.14
Histogram of Monthly Returns
The portfolio had a positive return during 41 of the 61 months (67%)
Monthly Returns Heatmap
Best month: +9.1% • Worst month: -6.8% • Best year: 2024 (+23.9%) • Worst year: 2022 (-11.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+1.9%-5.5%+9.1%+6.3%+1.0%-1.3%+1.8%+0.1%---+15.9%
2025+4.4%-0.9%-6.2%-3.8%+6.2%+1.3%+4.9%+0.0%+2.6%+4.6%+0.2%+1.2%+14.4%
2024+2.1%+3.6%+3.8%-0.9%+1.6%+4.0%+0.4%-0.5%+1.9%+0.9%+5.5%-0.4%+23.9%
2023+5.1%+0.7%-0.5%+0.1%+1.8%+4.0%+2.9%-1.0%-1.4%-3.9%+5.7%+3.8%+18.0%
2022-2.8%-2.6%+3.3%-1.8%-2.1%-6.8%+8.2%-1.4%-6.1%+4.5%+1.4%-5.3%-11.6%
2021--------+0.7%+4.5%+0.4%+4.4%+10.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.17% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -14.3%.
When could this portfolio get you to financial independence?

Region - All // SA auto invest returned +13.73% a year over the 5 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+89.14%
Annualized Return
+13.73%
Avg Monthly Return
+1.11%
Risk
Volatility (Annual)
+13.66%
Max Drawdown
+20.17%
Positive Months
67%
Average Drawdown
-4.1%
Risk-Adjusted
Sharpe Ratio
0.86
Risk-free rate: 2.0%
Sortino Ratio
0.79
Downside risk adjusted
Return/Volatility
1.01
Calmar Ratio
0.68
Return/Max Drawdown
Ulcer Index
5.18
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,914.14
Backtest Period
2021-09-28 to 2026-09-11
5.0 years
Rebalancing
annual
Base Currency
EUR
Region - All // SA auto invest | ETF Backtest