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ssac

Created byuser-098yle

None Rebalancing

CHF

Moderate Risk

Multi-currency

4.5yr backtest

Performance Summary

Total Return+38.49%

Annualized Return+7.56%

Volatility+15.27%

Sharpe Ratio0.36

Max Drawdown+21.41%

Holdings

Asset Allocation

Asset Class

Equity 100.0%

Holdings Details

Global equity ETF portfolio for diversified growth across developed and emerging markets worldwide.

Asset	ISIN	Dist. Policy	Type	Allocation	TER
SSAC.AS iShares MSCI ACWI UCITS ETF USD (Acc) • IE00B6R52259	IE00B6R52259	Acc	ETF	100.0%	0.2%
Total		Total			100.0%	0.20%

Performance

Portfolio Value Over Time

Starting with €10,000 investment → now worth €13,849.32

Histogram of Monthly Returns

The portfolio had a positive return during 32 of the 54 months (59%)

Monthly Returns Heatmap

Best month: +9.7% • Worst month: -8.7% • Best year: 2024 (+27.1%) • Worst year: 2022 (-17.1%)

Year	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-0.5%	+1.6%	-5.0%	+9.7%	+3.5%	-	-	-	-	-	-	-	+9.1%
2025	+4.3%	-3.2%	-5.4%	-6.0%	+6.3%	+1.1%	+3.9%	+0.5%	+2.8%	+3.5%	+0.1%	-0.0%	+7.3%
2024	+3.6%	+6.3%	+5.5%	-0.9%	+0.8%	+3.4%	-1.1%	-1.7%	+2.1%	+0.7%	+5.7%	+0.3%	+27.1%
2023	+4.5%	+0.9%	-0.3%	-0.5%	+0.9%	+4.1%	+0.8%	-1.1%	-0.5%	-4.1%	+4.7%	+0.9%	+10.5%
2022	-4.1%	-3.2%	+3.3%	-1.9%	-3.0%	-8.7%	+6.2%	-0.5%	-7.4%	+5.9%	+0.4%	-4.4%	-17.1%
2021	-	-	-	-	-	-	-	-	-	-	-	+1.7%	+1.7%

> +2%

0% to +2%

-2% to 0%

< -2%

Drawdown Analysis

Maximum drawdown: +21.41% • The longest drawdown period lasted for 2 years and 1 month and was between January 2022 and February 2024. It reached a trough of -20.1%.

Detailed Metrics

Returns

Total Return

+38.49%

Annualized Return

+7.56%

Avg Monthly Return

+0.68%

Risk

Volatility (Annual)

+15.27%

Max Drawdown

+21.41%

Positive Months

59%

Average Drawdown

-7.5%

Risk-Adjusted

Sharpe Ratio

0.36

Risk-free rate: 2.0%

Sortino Ratio

0.34

Downside risk adjusted

Return/Volatility

0.50

Calmar Ratio

0.35

Return/Max Drawdown

Ulcer Index

8.83

Drawdown depth & duration

Martin Ratio

0.01

Return/Ulcer Index

Backtest Configuration

Initial Investment

€10,000

Final Value

€13,849.32

Backtest Period

2021-12-01 to 2026-05-22
4.5 years

Rebalancing

none

Base Currency

CHF