Optimize
None Rebalancing
EUR
Moderate Risk
11.8yr backtest

Performance Summary

Total Return+211.88%
Annualized Return+10.11%
Volatility+15.27%
Sharpe Ratio0.53
Max Drawdown+33.78%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio blending 70% developed markets, 15% emerging markets, and 15% US S&P 500 for broad equity exposure.
AssetTypeAllocationTER
IWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
70.0%0.2%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
15.0%0.18%
SXR8.XETRA
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
15.0%0.07%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €31,187.7
Histogram of Monthly Returns
The portfolio had a positive return during 95 of the 143 months (66%)
Monthly Returns Heatmap
Best month: +11.2% • Worst month: -11.1% • Best year: 2019 (+27.3%) • Worst year: 2022 (-17.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+0.9%-7.0%+2.3%---------2.3%
2025+3.7%-2.6%-5.1%-0.7%+6.5%+4.0%+2.9%+1.2%+3.1%+3.1%-0.1%+1.1%+17.7%
2024+1.6%+3.6%+3.6%-2.5%+2.2%+4.5%+0.8%+1.1%+2.3%-0.7%+4.9%-1.7%+21.2%
2023+6.1%-1.5%+2.1%+1.3%-0.1%+5.7%+3.3%-1.9%-3.5%-3.5%+8.3%+5.1%+22.6%
2022-5.6%-1.8%+3.5%-6.3%-2.2%-7.8%+7.6%-2.5%-7.6%+4.5%+3.8%-3.2%-17.4%
2021+0.2%+2.7%+3.3%+3.8%+1.1%+2.0%+1.2%+2.7%-3.3%+4.7%-1.1%+4.0%+23.2%
2020-0.6%-9.0%-11.1%+9.4%+3.3%+3.0%+4.2%+6.8%-2.7%-2.8%+11.2%+4.2%+14.4%
2019+7.6%+3.0%+1.4%+3.4%-5.4%+5.6%+1.8%-2.9%+2.5%+1.8%+3.4%+2.9%+27.3%
2018+4.4%-3.2%-3.0%+1.8%+0.7%-0.2%+2.7%+1.0%+0.8%-7.0%+1.0%-6.8%-8.2%
2017+1.3%+3.9%+1.0%+0.9%+1.3%+0.3%+2.2%+0.1%+2.2%+2.6%+1.5%+2.2%+21.0%
2016-7.1%+1.1%+5.7%+0.3%+1.4%-0.6%+4.4%+0.4%+0.7%-1.3%+1.9%+2.3%+9.3%
2015-1.2%+5.7%-0.6%+2.0%-0.2%-2.5%+1.1%-6.7%-4.0%+8.5%+0.2%-1.9%-0.6%
2014-----+0.3%-0.6%+2.4%-2.0%+0.6%+2.0%-0.6%+2.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.78% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -22.9%.

Detailed Metrics

Returns
Total Return
+211.88%
Annualized Return
+10.11%
Avg Monthly Return
+0.87%
Risk
Volatility (Annual)
+15.27%
Max Drawdown
+33.78%
Positive Months
66%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.53
Risk-free rate: 2.0%
Sortino Ratio
0.49
Downside risk adjusted
Return/Volatility
0.66
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
7.08
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
31,187.7
Backtest Period
2014-06-09 to 2026-04-02
11.8 years
Rebalancing
none
Base Currency
EUR