Optimize
None Rebalancing
EUR
Moderate Risk
7.9yr backtest

Performance Summary

Total Return+133.16%
Annualized Return+11.26%
Volatility+16.32%
Sharpe Ratio0.57
Max Drawdown+35.46%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A stable, diversified global equity portfolio investing 70% in large-cap and 30% in small-cap ETFs for long-term growth in EUR.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
70.0%0.2%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
30.0%0.35%
Total100.0%0.24%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €23,316.37
Histogram of Monthly Returns
The portfolio had a positive return during 63 of the 97 months (65%)
Monthly Returns Heatmap
Best month: +10.6% • Worst month: -13.0% • Best year: 2019 (+30.7%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%+1.8%-5.1%+2.2%---------0.0%
2025+4.5%-2.9%-7.8%-4.0%+6.3%+0.9%+4.7%+0.2%+2.1%+3.9%+0.1%+0.4%+7.9%
2024+2.3%+3.4%+3.9%-2.5%+1.4%+3.7%+1.6%-0.8%+1.4%+1.0%+7.9%-2.2%+22.6%
2023+5.5%+0.8%-1.3%-0.2%+1.8%+4.0%+2.7%-0.9%-1.9%-4.2%+5.8%+5.4%+18.2%
2022-5.9%-0.9%+4.0%-2.3%-3.5%-6.7%+10.6%-1.8%-5.9%+4.8%+0.3%-5.6%-13.7%
2021+1.4%+3.6%+5.8%+1.8%-0.5%+4.3%+1.1%+3.0%-1.5%+4.6%-0.2%+3.7%+30.6%
2020-0.5%-9.1%-13.0%+10.5%+3.0%+1.7%-0.5%+5.7%-0.9%-1.9%+10.3%+2.7%+5.5%
2019+8.5%+4.2%+1.9%+3.6%-5.1%+3.7%+3.7%-2.2%+3.2%+0.0%+4.5%+1.7%+30.7%
2018---+2.0%+4.5%-0.0%+1.8%+2.2%+0.2%-5.6%+0.4%-8.8%-4.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.46% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -17.3%.

Detailed Metrics

Returns
Total Return
+133.16%
Annualized Return
+11.26%
Avg Monthly Return
+0.96%
Risk
Volatility (Annual)
+16.32%
Max Drawdown
+35.46%
Positive Months
65%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.57
Risk-free rate: 2.0%
Sortino Ratio
0.51
Downside risk adjusted
Return/Volatility
0.69
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
7.28
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
23,316.37
Backtest Period
2018-04-25 to 2026-04-02
7.9 years
Rebalancing
none
Base Currency
EUR