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Simu inf

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Annual Rebalancing

EUR

Moderate Risk

12.2yr backtest

Performance Summary

Total Return+270.72%

Annualized Return+11.35%

Volatility+15.43%

Sharpe Ratio0.61

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.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
CW8.PA Amundi MSCI World Swap UCITS ETF EUR Acc • LU1681043599	LU1681043599	Acc	ETF	75.0%	0.38%
IMEU.AS iShares Core MSCI Europe UCITS ETF EUR (Dist) • IE00B1YZSC51	IE00B1YZSC51	Dist	ETF	15.0%	0.12%
IS3N.XETRA iShares Core MSCI Emerging Markets IMI UCITS • IE00BKM4GZ66	IE00BKM4GZ66	Acc	ETF	10.0%	0.18%
Total		Total			100.0%	0.32%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €37,071.69

Histogram of Monthly Returns

The portfolio had a positive return during 98 of the 147 months (67%)

Monthly Returns Heatmap

Best month: +9.8% • Worst month: -11.7% • Best year: 2021 (+28.9%) • Worst year: 2022 (-13.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	+1.6%	+2.1%	-5.7%	+8.2%	+5.5%	+1.7%	-1.2%	+3.4%	-	-	-	-	+15.8%
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%.

Dividend Income

Summary

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

Total Dividends Received

€941.24

48 payments

Dividend Yield

0.41%

(annualized)

Avg Per Payment

€19.61

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

Year	Dividends	Yield	Payments
2026	€68.18	0.20%	2
2025	€131.64	0.44%	4
2024	€109.63	0.41%	4
2023	€99.21	0.45%	4
2022	€90.64	0.43%	4
2021	€74.51	0.36%	4
2020	€50.88	0.31%	4
2019	€76.37	0.49%	4
2018	€61.00	0.42%	4
2017	€56.04	0.41%	4
2016	€51.15	0.43%	4
2015	€46.62	0.39%	4
2014	€25.34	0.24%	2
Total	€941.24	0.41%	48

Detailed Metrics

Returns

Total Return

+270.72%

Annualized Return

+11.35%

Avg Monthly Return

+0.96%

Risk

Volatility (Annual)

+15.43%

Max Drawdown

+33.60%

Positive Months

67%

Average Drawdown

-5.2%

Risk-Adjusted

Sharpe Ratio

0.61

Risk-free rate: 2.0%

Sortino Ratio

0.56

Downside risk adjusted

Return/Volatility

0.74

Calmar Ratio

0.34

Return/Max Drawdown

Ulcer Index

6.90

Drawdown depth & duration

Martin Ratio

0.01

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€37,071.69

Backtest Period

2014-06-06 to 2026-08-14
12.2 years

Rebalancing

annual

Base Currency

EUR