Optimize
Annual Rebalancing
EUR
Moderate Risk
2.4yr backtest

Performance Summary

Total Return+48.82%
Annualized Return+18.30%
Volatility+13.68%
Sharpe Ratio1.19
Max Drawdown+18.95%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global equity portfolio with 50% world, 30% emerging markets, and 20% European ETFs for broad market growth.
AssetTypeAllocationTER
WPEA.PA
iShares MSCI World Swap PEA UCITS ETF EUR (Acc)IE0002XZSHO1
ETF
50.0%0.2%
PAEEM.PA
Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF AccFR0013412020
ETF
30.0%0.3%
MEUD.PA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
20.0%0.07%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €14,881.67
Histogram of Monthly Returns
The portfolio had a positive return during 18 of the 29 months (62%)
Monthly Returns Heatmap
Best month: +9.0% • Worst month: -6.8% • Best year: 2026 (+17.7%) • Worst year: 2024 (+10.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+3.3%-6.8%+9.0%+6.3%+1.8%-2.3%+3.2%----+17.7%
2025+4.2%-0.1%-5.3%-3.1%+5.2%+1.2%+3.7%-0.2%+3.7%+4.2%-0.7%+1.0%+14.1%
2024----0.4%+0.9%+3.3%+0.5%-0.0%+2.9%-0.7%+4.0%-0.2%+10.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +18.95% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -19.0%.

Detailed Metrics

Returns
Total Return
+48.82%
Annualized Return
+18.30%
Avg Monthly Return
+1.43%
Risk
Volatility (Annual)
+13.68%
Max Drawdown
+18.95%
Positive Months
62%
Average Drawdown
-2.6%
Risk-Adjusted
Sharpe Ratio
1.19
Risk-free rate: 2.0%
Sortino Ratio
1.10
Downside risk adjusted
Return/Volatility
1.34
Calmar Ratio
0.97
Return/Max Drawdown
Ulcer Index
3.58
Drawdown depth & duration
Martin Ratio
0.05
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
14,881.67
Backtest Period
2024-04-02 to 2026-08-14
2.4 years
Rebalancing
annual
Base Currency
EUR
Simu5 | +18.3% CAGR | ETF Backtest