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Simulation investissement

Optimize
Annual Rebalancing
EUR
Moderate Risk
7.2yr backtest

Performance Summary

Total Return+138.10%
Annualized Return+12.71%
Volatility+15.54%
Sharpe Ratio0.69
Max Drawdown+33.68%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio with 65% world, 25% Europe, and 10% emerging markets exposure for balanced growth.
AssetTypeAllocationTER
CW8.PA
Amundi MSCI World Swap UCITS ETF EUR AccLU1681043599
ETF
65.0%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
10.0%0.3%
Total100.0%0.29%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,810.31
Histogram of Monthly Returns
The portfolio had a positive return during 58 of the 88 months (66%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -11.8% • Best year: 2021 (+27.8%) • Worst year: 2022 (-13.0%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.8%+2.4%-5.9%+7.9%+5.3%+1.8%-0.9%+3.1%----+15.8%
2025+4.3%-0.7%-6.3%-3.0%+5.7%+0.5%+3.7%-0.1%+2.7%+3.9%-0.2%+0.9%+11.5%
2024+2.6%+3.2%+3.6%-1.5%+1.6%+3.3%+0.5%+0.1%+1.6%-0.2%+5.2%-0.4%+21.3%
2023+5.7%+0.3%+0.1%+0.6%+0.9%+3.4%+2.5%-1.5%-1.5%-3.5%+5.7%+3.6%+17.0%
2022-4.1%-2.7%+3.2%-1.9%-3.0%-6.1%+8.7%-2.3%-6.1%+3.9%+2.9%-5.1%-13.0%
2021+0.6%+2.8%+5.6%+1.8%+0.6%+3.8%+1.2%+2.7%-2.2%+4.8%-0.4%+3.9%+27.8%
2020+0.0%-8.3%-11.8%+8.6%+2.2%+2.6%-0.1%+4.6%-0.9%-2.7%+10.1%+2.3%+4.5%
2019-----1.9%+4.0%+2.5%-1.9%+3.4%+0.3%+3.8%+1.4%+11.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.68% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.3%.

Detailed Metrics

Returns
Total Return
+138.10%
Annualized Return
+12.71%
Avg Monthly Return
+1.06%
Risk
Volatility (Annual)
+15.54%
Max Drawdown
+33.68%
Positive Months
66%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.62
Downside risk adjusted
Return/Volatility
0.82
Calmar Ratio
0.38
Return/Max Drawdown
Ulcer Index
6.92
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,810.31
Backtest Period
2019-05-15 to 2026-08-14
7.2 years
Rebalancing
annual
Base Currency
EUR
Simulation investissement | +12.7% CAGR | ETF Backtest