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slimmed down relax

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None Rebalancing
EUR
High Risk
Multi-currency
15.1yr backtest

Performance Summary

Total Return+434.19%
Annualized Return+11.73%
Volatility+20.97%
Sharpe Ratio0.46
Max Drawdown+64.43%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio investing 60% in worldwide stocks and 40% in high-growth frontier markets for diversified growth potential.
AssetTypeAllocationTER
FR0011008770
H2O Multiequities FCP ICFR0011008770
FUND
60.0%2%
LU0666199749
HSBC Global Investment Funds - Frontier Markets ACLU0666199749
FUND
40.0%2.15%
Total100.0%2.06%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €53,419.07
Histogram of Monthly Returns
The portfolio had a positive return during 120 of the 183 months (66%)
Monthly Returns Heatmap
Best month: +24.8% • Worst month: -49.7% • Best year: 2021 (+50.6%) • Worst year: 2020 (-41.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+5.2%+1.3%-6.0%+7.1%+1.1%-0.3%+3.5%-----+11.9%
2025+8.1%+4.3%-2.9%-3.9%+5.3%-0.4%+5.0%+3.5%+1.4%+0.7%+2.2%+1.9%+27.6%
2024+0.6%+4.3%+5.9%-1.1%+1.6%-1.4%+2.0%-1.6%+2.1%-2.4%+3.0%+0.2%+13.6%
2023+9.3%+2.9%-3.1%+0.5%+1.1%+7.2%+6.3%-2.6%+1.7%-4.7%+4.8%+4.5%+30.7%
2022+8.1%-8.3%+4.1%-0.5%+3.5%-11.3%+4.2%+1.7%-9.1%+5.1%+7.3%-1.6%+0.8%
2021-2.9%+10.6%+11.8%+2.4%+5.5%+2.0%-0.4%+4.0%+4.4%+3.9%-3.6%+5.2%+50.6%
2020-3.6%-10.8%-49.7%+8.8%+6.8%+5.5%-9.6%+9.2%+1.0%-12.5%+24.8%+1.2%-41.6%
2019+7.5%+7.1%+0.8%+8.6%-9.4%+2.0%+1.3%-8.6%+14.1%+4.0%+3.1%+2.4%+35.2%
2018-0.6%-1.3%-2.8%+7.2%-6.6%-0.8%+3.7%-11.4%+4.1%-0.5%-0.7%-6.3%-16.2%
2017+0.3%+3.7%+2.4%+0.9%-0.9%-0.7%-2.8%+0.4%+3.9%+4.8%-3.2%-2.5%+5.9%
2016-8.8%-2.1%+1.1%+1.1%+7.3%-10.2%+6.4%+3.3%-2.9%+7.3%+4.2%+5.8%+11.0%
2015+8.4%+6.7%+3.1%+0.3%+2.0%-2.1%+2.8%-7.6%-3.8%+9.7%+2.3%-4.7%+16.9%
2014+2.1%+1.8%+1.1%+1.9%+3.5%-0.8%+4.3%+1.4%+5.6%-2.3%+2.8%-0.7%+22.3%
2013+4.6%+2.1%+1.1%+3.6%+6.6%-5.1%+5.4%-1.4%+1.8%+4.5%+2.1%+2.3%+31.0%
2012+5.9%+4.5%+1.0%-2.5%-2.9%+2.6%+5.2%+3.0%-0.6%+0.1%+0.5%+2.0%+20.0%
2011----+0.0%-2.2%-1.5%-7.4%-1.2%+6.1%-1.1%+2.5%-5.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +64.43% • The longest drawdown period lasted for 3 years and 3 months and was between February 2020 and June 2023. It reached a trough of -64.4%.

Detailed Metrics

Returns
Total Return
+434.19%
Annualized Return
+11.73%
Avg Monthly Return
+1.15%
Risk
Volatility (Annual)
+20.97%
Max Drawdown
+64.43%
Positive Months
66%
Average Drawdown
-10.4%
Risk-Adjusted
Sharpe Ratio
0.46
Risk-free rate: 2.0%
Sortino Ratio
0.42
Downside risk adjusted
Return/Volatility
0.56
Calmar Ratio
0.18
Return/Max Drawdown
Ulcer Index
15.85
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
53,419.07
Backtest Period
2011-05-31 to 2026-07-09
15.1 years
Rebalancing
none
Base Currency
EUR
slimmed down relax | +11.7% CAGR | ETF Backtest