Optimize
None Rebalancing
EUR
Moderate Risk
4.9yr backtest

Performance Summary

Total Return+81.98%
Annualized Return+13.06%
Volatility+14.18%
Sharpe Ratio0.78
Max Drawdown+20.12%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio with 50% US, 30% Europe, and 20% emerging markets ETFs for broad market growth.
AssetTypeAllocationTER
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
50.0%0.07%
CSX5.LSE
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)IE00B53L3W79
ETF
30.0%0.1%
PRAM.XETRA
Amundi Prime Emerging Markets UCITS ETF DR (C)LU2300295123
ETF
20.0%0.1%
Total100.0%0.09%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €18,197.91
Histogram of Monthly Returns
The portfolio had a positive return during 38 of the 60 months (63%)
Monthly Returns Heatmap
Best month: +9.0% • Worst month: -6.5% • Best year: 2024 (+22.7%) • Worst year: 2022 (-12.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+1.8%-6.5%+9.0%+6.1%+2.0%-1.7%+3.7%----+16.6%
2025+4.8%-1.2%-6.4%-3.9%+6.0%+1.0%+4.0%-0.4%+3.5%+4.2%-0.5%+0.5%+11.4%
2024+2.7%+4.6%+3.7%-1.7%+1.1%+4.0%-0.4%-0.2%+2.1%+0.1%+4.7%+0.1%+22.7%
2023+6.0%+0.3%+0.8%+0.1%+1.7%+4.0%+2.5%-1.7%-2.0%-3.2%+6.3%+3.6%+19.6%
2022-3.8%-3.2%+2.8%-2.1%-2.3%-6.3%+8.5%-1.7%-6.0%+4.5%+3.1%-5.3%-12.2%
2021--------+0.6%+4.5%-0.2%+3.8%+8.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.12% • The longest drawdown period lasted for 1 year and 6 months and was between January 2022 and July 2023. It reached a trough of -16.7%.

Detailed Metrics

Returns
Total Return
+81.98%
Annualized Return
+13.06%
Avg Monthly Return
+1.07%
Risk
Volatility (Annual)
+14.18%
Max Drawdown
+20.12%
Positive Months
63%
Average Drawdown
-4.7%
Risk-Adjusted
Sharpe Ratio
0.78
Risk-free rate: 2.0%
Sortino Ratio
0.73
Downside risk adjusted
Return/Volatility
0.92
Calmar Ratio
0.65
Return/Max Drawdown
Ulcer Index
5.85
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
18,197.91
Backtest Period
2021-09-28 to 2026-08-14
4.9 years
Rebalancing
none
Base Currency
EUR
saxo | +13.1% CAGR | ETF Backtest