None Rebalancing
EUR
Moderate Risk
Multi-currency
16.7yr backtest

Performance Summary

Total Return+661.81%
Annualized Return+12.95%
Volatility+15.99%
Sharpe Ratio0.68
Max Drawdown+32.96%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% global equity ETF portfolio for diversified long-term growth through a single low-cost MSCI World index fund.
AssetTypeAllocationTER
SWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
100.0%0.2%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €76,180.54
Histogram of Monthly Returns
The portfolio had a positive return during 136 of the 201 months (68%)
Monthly Returns Heatmap
Best month: +10.1% • Worst month: -11.5% • Best year: 2021 (+31.4%) • Worst year: 2022 (-12.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.4%+1.4%-5.2%+8.6%+5.4%+1.3%+1.0%-----+13.0%
2025+3.5%-2.3%-8.1%-3.9%+6.3%+0.9%+4.9%-0.3%+2.4%+4.5%-0.5%+0.3%+6.9%
2024+3.3%+3.6%+3.7%-2.1%+1.5%+4.8%+0.3%-0.4%+1.2%+1.3%+7.5%-0.3%+26.9%
2023+4.7%+0.1%+0.5%+0.4%+2.5%+3.7%+2.4%-0.5%-1.7%-3.3%+5.7%+4.3%+20.0%
2022-5.0%-1.6%+4.8%-2.9%-3.5%-6.2%+10.1%-1.9%-5.4%+4.1%+0.7%-5.6%-12.9%
2021+0.0%+3.0%+6.3%+2.0%+0.3%+4.1%+1.8%+2.8%-1.8%+5.2%+0.6%+3.6%+31.4%
2020+0.5%-8.6%-11.5%+9.9%+2.9%+1.8%-0.4%+6.2%-1.4%-2.9%+9.5%+2.5%+6.2%
2019+7.5%+4.0%+2.8%+3.3%-4.8%+4.1%+3.6%-2.0%+3.6%+0.1%+4.4%+1.2%+30.9%
2018+0.9%-1.7%-3.7%+4.0%+3.5%+0.3%+2.6%+1.6%+0.9%-4.9%+0.3%-8.2%-5.0%
2017-1.1%+4.9%+1.1%-1.1%-1.3%-0.8%-1.1%-0.4%+2.6%+3.7%-0.2%+1.1%+7.3%
2016-6.0%-0.3%+1.4%+0.3%+3.7%-0.5%+3.3%+0.9%-0.4%+1.0%+5.3%+3.2%+12.0%
2015+5.0%+6.2%+2.9%-2.0%+2.2%-3.6%+3.5%-7.6%-4.7%+9.8%+4.0%-4.7%+9.7%
2014-1.8%+2.8%+0.2%+0.2%+3.8%+1.7%+0.8%+3.8%+1.6%+1.3%+2.8%+1.7%+20.3%
2013+2.4%+3.9%+4.6%-0.5%+3.1%-3.4%+3.0%-1.7%+2.5%+3.7%+1.7%+0.7%+21.7%
2012+4.7%+2.3%+1.2%-0.4%-2.6%+2.5%+5.0%+0.2%+0.4%-1.7%+0.7%+0.4%+13.0%
2011+0.1%+2.1%-3.8%-0.7%+0.5%-2.3%+0.3%-7.4%-2.1%+6.7%-0.5%+4.6%-3.2%
2010-0.1%+2.8%+7.1%+1.3%-2.4%-1.6%+0.4%-1.9%+2.4%+0.8%+4.8%+5.0%+19.6%
2009----------+1.7%+6.6%+8.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.96% • The longest drawdown period lasted for 1 year and 8 months and was between January 2022 and September 2023. It reached a trough of -16.9%.

Detailed Metrics

Returns
Total Return
+661.81%
Annualized Return
+12.95%
Avg Monthly Return
+1.08%
Risk
Volatility (Annual)
+15.99%
Max Drawdown
+32.96%
Positive Months
68%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.68
Risk-free rate: 2.0%
Sortino Ratio
0.65
Downside risk adjusted
Return/Volatility
0.81
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
6.38
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
76,180.54
Backtest Period
2009-11-05 to 2026-07-10
16.7 years
Rebalancing
none
Base Currency
EUR
SWDA | +13.0% CAGR | ETF Backtest