Annual Rebalancing
EUR
Moderate Risk
2.4yr backtest

Performance Summary

Total Return+42.33%
Annualized Return+15.68%
Volatility+13.17%
Sharpe Ratio1.04
Max Drawdown+19.35%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio: 65% world equities, 25% Europe, 10% emerging markets for balanced growth exposure.
AssetTypeAllocationTER
WPEA.PA
iShares MSCI World Swap PEA UCITS ETF EUR (Acc)IE0002XZSHO1
ETF
65.0%0.2%
ETZ.PA
BNP Paribas Easy STOXX Europe 600 UCITS ETFFR0011550193
ETF
25.0%0.19%
PAEEM.PA
Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF AccFR0013412020
ETF
10.0%0.3%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,232.87
Histogram of Monthly Returns
The portfolio had a positive return during 20 of the 30 months (67%)
Monthly Returns Heatmap
Best month: +8.0% • Worst month: -6.3% • Best year: 2026 (+14.9%) • Worst year: 2024 (+11.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+2.4%-6.0%+8.0%+5.3%+1.8%-0.9%+1.8%+0.5%---+14.9%
2025+4.3%-0.7%-6.3%-3.0%+5.7%+0.5%+3.6%-0.1%+2.8%+3.9%-0.2%+0.9%+11.5%
2024----0.9%+1.6%+3.2%+0.5%+0.1%+1.6%-0.2%+5.1%-0.3%+11.0%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +19.35% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -19.4%.

Detailed Metrics

Returns
Total Return
+42.33%
Annualized Return
+15.68%
Avg Monthly Return
+1.23%
Risk
Volatility (Annual)
+13.17%
Max Drawdown
+19.35%
Positive Months
67%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
1.04
Risk-free rate: 2.0%
Sortino Ratio
0.95
Downside risk adjusted
Return/Volatility
1.19
Calmar Ratio
0.81
Return/Max Drawdown
Ulcer Index
3.63
Drawdown depth & duration
Martin Ratio
0.04
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,232.87
Backtest Period
2024-04-02 to 2026-09-04
2.4 years
Rebalancing
annual
Base Currency
EUR