Optimize
Annual Rebalancing
EUR
Moderate Risk
7.2yr backtest

Performance Summary

Total Return+141.18%
Annualized Return+12.91%
Volatility+15.58%
Sharpe Ratio0.70
Max Drawdown+33.81%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio blending global, European, and emerging market equities for comprehensive long-term growth.
AssetTypeAllocationTER
CW8.PA
Amundi MSCI World Swap UCITS ETF EUR AccLU1681043599
ETF
70.0%0.38%
MEUD.PA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
25.0%0.07%
PAEEM.PA
Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF AccFR0013412020
ETF
5.0%0.3%
Total100.0%0.30%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,117.81
Histogram of Monthly Returns
The portfolio had a positive return during 58 of the 88 months (66%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -11.7% • Best year: 2021 (+29.3%) • Worst year: 2022 (-12.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+2.1%-5.7%+7.7%+5.1%+1.7%-0.6%+3.1%----+15.4%
2025+4.3%-0.9%-6.5%-3.0%+5.9%+0.3%+3.7%-0.0%+2.5%+3.8%-0.1%+0.9%+10.7%
2024+2.9%+3.2%+3.7%-1.6%+1.7%+3.4%+0.5%+0.1%+1.3%-0.1%+5.6%-0.4%+22.0%
2023+5.6%+0.6%+0.1%+0.7%+1.0%+3.5%+2.4%-1.3%-1.6%-3.5%+5.8%+3.7%+17.8%
2022-4.4%-2.6%+3.5%-2.1%-3.1%-6.2%+9.1%-2.5%-6.0%+4.3%+2.5%-5.1%-12.9%
2021+0.4%+2.9%+5.9%+2.0%+0.5%+3.8%+1.6%+2.8%-2.3%+4.9%-0.3%+4.0%+29.3%
2020+0.3%-8.5%-11.7%+8.6%+2.4%+2.4%-0.3%+4.9%-1.1%-2.9%+10.2%+2.1%+4.4%
2019-----2.0%+4.0%+2.7%-1.8%+3.4%+0.3%+3.9%+1.1%+11.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.81% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.5%.

Detailed Metrics

Returns
Total Return
+141.18%
Annualized Return
+12.91%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+15.58%
Max Drawdown
+33.81%
Positive Months
66%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.70
Risk-free rate: 2.0%
Sortino Ratio
0.64
Downside risk adjusted
Return/Volatility
0.83
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
6.91
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,117.81
Backtest Period
2019-05-15 to 2026-08-14
7.2 years
Rebalancing
annual
Base Currency
EUR
Simu6 | +12.9% CAGR | ETF Backtest