HomePortfoliosTeo & Mimi
Optimize
None Rebalancing
EUR
Moderate Risk
12.1yr backtest

Performance Summary

Total Return+293.13%
Annualized Return+11.97%
Volatility+15.83%
Sharpe Ratio0.63
Max Drawdown+33.49%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified equity portfolio with 90% MSCI World and 10% emerging markets ETFs for broad market growth.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
90.0%0.2%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
10.0%0.18%
Total100.0%0.20%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €39,313.36
Histogram of Monthly Returns
The portfolio had a positive return during 96 of the 146 months (66%)
Monthly Returns Heatmap
Best month: +9.7% • Worst month: -11.1% • Best year: 2021 (+30.7%) • Worst year: 2022 (-13.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.8%+1.4%-5.1%+8.6%+5.7%+1.3%-0.6%-----+12.1%
2025+4.3%-2.4%-7.6%-3.9%+6.3%+1.0%+4.8%-0.4%+2.7%+4.4%-0.4%+0.3%+8.4%
2024+3.1%+3.7%+3.6%-1.8%+1.2%+4.9%+0.2%-0.3%+1.5%+1.1%+7.0%-1.1%+25.2%
2023+5.0%+0.3%+0.2%+0.1%+2.3%+3.8%+2.5%-0.8%-1.5%-3.5%+5.8%+4.0%+19.3%
2022-5.1%-1.8%+4.3%-2.5%-3.4%-6.2%+9.7%-1.7%-5.9%+4.0%+0.9%-5.6%-13.6%
2021+0.8%+3.1%+5.8%+1.7%-0.2%+4.7%+1.3%+3.0%-1.9%+4.8%+0.5%+3.8%+30.7%
2020-0.2%-8.6%-11.1%+9.6%+2.2%+2.1%-0.1%+5.6%-1.1%-2.4%+9.4%+2.1%+5.6%
2019+8.0%+3.6%+2.5%+3.5%-4.9%+3.9%+3.4%-1.8%+3.2%+0.0%+4.2%+1.9%+30.4%
2018+1.2%-1.9%-3.5%+3.6%+3.3%-0.2%+2.5%+1.5%+0.7%-5.1%+0.7%-8.0%-5.7%
2017-0.6%+5.0%+0.6%-0.6%-1.1%-0.9%-0.6%-0.6%+2.6%+3.5%-0.3%+1.5%+8.8%
2016-6.7%+0.4%+1.6%+0.1%+3.8%-0.7%+4.0%+0.4%+0.3%+0.6%+4.8%+2.7%+11.2%
2015+5.3%+6.4%+2.8%-1.3%+1.6%-3.8%+2.2%-8.4%-3.4%+9.6%+3.7%-4.2%+9.4%
2014-----+0.3%+1.1%+3.8%+1.3%+1.2%+2.5%+0.9%+11.7%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.49% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.5%.

Detailed Metrics

Returns
Total Return
+293.13%
Annualized Return
+11.97%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+15.83%
Max Drawdown
+33.49%
Positive Months
66%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.63
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.36
Return/Max Drawdown
Ulcer Index
6.76
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
39,313.36
Backtest Period
2014-06-06 to 2026-07-17
12.1 years
Rebalancing
none
Base Currency
EUR
Teo & Mimi | +12.0% CAGR | ETF Backtest