Annual Rebalancing
EUR
Moderate Risk
12.2yr backtest

Performance Summary

Total Return+267.79%
Annualized Return+11.22%
Volatility+15.41%
Sharpe Ratio0.60
Max Drawdown+33.60%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio with 75% world, 15% Europe, and 10% emerging markets for broad growth exposure.
AssetTypeAllocationTER
CW8.PA
Amundi MSCI World Swap UCITS ETF EUR AccLU1681043599
ETF
75.0%0.38%
IMEU.AS
iShares Core MSCI Europe UCITS ETF EUR (Dist)IE00B1YZSC51
ETF
15.0%0.12%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
10.0%0.18%
Total100.0%0.32%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €36,779.29
Histogram of Monthly Returns
The portfolio had a positive return during 99 of the 148 months (67%)
Monthly Returns Heatmap
Best month: +9.8% • Worst month: -11.7% • Best year: 2021 (+28.9%) • Worst year: 2022 (-13.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+2.1%-5.7%+8.2%+5.5%+1.7%-1.2%+2.0%+0.6%---+14.9%
2025+4.1%-1.5%-6.8%-3.4%+5.9%+0.6%+4.1%-0.1%+2.7%+4.1%-0.3%+0.6%+9.7%
2024+3.1%+3.4%+3.6%-1.5%+1.4%+4.1%+0.3%-0.1%+1.5%+0.3%+5.9%-0.6%+23.1%
2023+5.5%+0.3%+0.2%+0.4%+1.4%+3.5%+2.5%-1.2%-1.5%-3.4%+5.8%+3.5%+17.8%
2022-4.2%-2.4%+3.6%-2.1%-3.3%-5.9%+9.0%-2.0%-6.0%+3.8%+2.2%-5.4%-13.1%
2021+0.8%+2.9%+5.7%+1.8%+0.2%+4.1%+1.2%+2.8%-2.0%+4.8%-0.0%+3.7%+28.9%
2020+0.2%-8.4%-11.7%+8.9%+2.1%+2.4%-0.1%+5.0%-0.9%-2.5%+9.8%+2.1%+4.9%
2019+6.9%+3.6%+2.5%+3.4%-5.0%+4.0%+2.9%-1.9%+3.3%+0.1%+3.9%+1.2%+27.3%
2018+1.8%-2.3%-3.1%+3.5%+2.7%-0.2%+2.5%+0.9%+0.5%-5.2%+0.8%-6.9%-5.4%
2017+0.0%+4.6%+1.1%-0.2%-0.7%-1.1%-0.4%-0.6%+2.7%+3.5%-0.7%+1.0%+9.3%
2016-6.6%-0.1%+1.7%+0.3%+3.3%-1.1%+4.0%+0.4%+0.3%+0.5%+4.0%+2.5%+9.2%
2015+6.1%+6.3%+2.9%-1.1%+1.4%-4.1%+2.3%-8.3%-3.4%+9.2%+3.4%-4.3%+9.3%
2014-----+0.0%+0.5%+3.7%+1.1%+0.6%+2.7%+0.3%+9.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.60% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.2%.
When could this portfolio get you to financial independence?

Simu inf returned +11.22% a year over the 12 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.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (15.0% of total allocation)

Total Dividends Received

985.20

49 payments

Dividend Yield

0.42%

(annualized)

Avg Per Payment

20.11

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026112.14
2025131.64
2024109.63
202399.21
202290.64
202174.51
202050.88
201976.37
201861.00
201756.04
201651.15
201546.62
201425.34
Total985.20

Detailed Metrics

Returns
Total Return
+267.79%
Annualized Return
+11.22%
Avg Monthly Return
+0.95%
Risk
Volatility (Annual)
+15.41%
Max Drawdown
+33.60%
Positive Months
67%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.55
Downside risk adjusted
Return/Volatility
0.73
Calmar Ratio
0.33
Return/Max Drawdown
Ulcer Index
6.88
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
36,779.29
Backtest Period
2014-06-06 to 2026-09-04
12.2 years
Rebalancing
annual
Base Currency
EUR