Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
11.9yr backtest

Performance Summary

Total Return+276.16%
Annualized Return+11.80%
Volatility+16.16%
Sharpe Ratio0.61
Max Drawdown+33.79%

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 €37,616.03
Histogram of Monthly Returns
The portfolio had a positive return during 92 of the 143 months (64%)
Monthly Returns Heatmap
Best month: +10.0% • Worst month: -10.9% • Best year: 2021 (+30.1%) • Worst year: 2022 (-13.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.3%+2.1%-5.6%+9.0%--------+5.3%
2025+3.8%-2.5%-7.7%-4.0%+6.0%+0.8%+4.3%+0.6%+2.8%+4.2%-0.3%+0.1%+7.5%
2024+3.3%+3.5%+3.7%-1.7%+0.9%+5.4%+0.0%-0.4%+1.7%+1.0%+7.1%-0.4%+26.5%
2023+4.9%+0.5%+0.1%+0.0%+2.2%+4.1%+2.7%-0.9%-1.6%-3.5%+5.9%+4.0%+19.6%
2022-4.6%-1.7%+4.5%-2.7%-3.5%-6.1%+9.6%-1.1%-6.0%+3.8%-0.1%-5.1%-13.4%
2021+0.7%+3.1%+5.7%+1.8%+0.0%+4.3%+1.1%+3.1%-1.7%+4.8%+0.3%+3.7%+30.1%
2020+0.6%-8.8%-10.9%+9.3%+2.6%+1.8%-0.1%+6.5%-1.6%-2.3%+8.3%+3.2%+6.7%
2019+7.5%+3.6%+2.4%+3.6%-5.0%+3.9%+3.8%-2.8%+3.5%+0.1%+4.5%+1.5%+29.2%
2018+0.5%-1.7%-3.3%+4.1%+2.9%+0.4%+2.0%+0.9%+1.0%-5.6%+1.1%-7.0%-5.1%
2017-0.0%+5.6%-0.0%-0.4%-1.3%-1.4%-0.3%-0.3%+2.7%+3.8%-0.5%+1.8%+9.9%
2016-7.1%+1.7%+1.8%+0.6%+2.6%-0.1%+4.8%-0.4%+0.6%-0.1%+4.8%+3.0%+12.1%
2015+4.7%+6.7%+2.7%-1.1%+1.5%-3.2%+1.9%-9.3%-3.2%+10.0%+2.8%-4.1%+8.3%
2014------0.5%+0.9%+4.0%+1.7%+0.7%+3.0%+1.4%+11.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.79% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.8%.

Detailed Metrics

Returns
Total Return
+276.16%
Annualized Return
+11.80%
Avg Monthly Return
+1.00%
Risk
Volatility (Annual)
+16.16%
Max Drawdown
+33.79%
Positive Months
64%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.61
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.73
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
6.77
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
37,616.03
Backtest Period
2014-06-09 to 2026-04-24
11.9 years
Rebalancing
none
Base Currency
EUR