Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
11.8yr backtest

Performance Summary

Total Return+375.08%
Annualized Return+14.06%
Volatility+16.74%
Sharpe Ratio0.72
Max Drawdown+33.89%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global ETF portfolio with 90% US S&P 500, 5% Europe, and 5% emerging markets for core equity growth.
AssetTypeAllocationTER
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
90.0%0.07%
MEUD.PA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
5.0%0.07%
EMIM.AS
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
5.0%0.18%
Total100.0%0.08%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €47,508.4
Histogram of Monthly Returns
The portfolio had a positive return during 90 of the 143 months (63%)
Monthly Returns Heatmap
Best month: +11.0% • Worst month: -9.5% • Best year: 2021 (+37.5%) • Worst year: 2022 (-13.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.9%+0.8%-4.7%+9.6%--------+4.4%
2025+3.2%-3.4%-8.8%-4.9%+6.5%+1.0%+5.1%+0.4%+2.7%+4.3%-0.2%-0.3%+4.7%
2024+4.1%+4.0%+3.7%-2.0%+1.0%+6.8%-0.4%-0.7%+1.8%+2.0%+8.1%-0.0%+31.8%
2023+4.3%+1.1%+0.1%+0.2%+3.3%+4.4%+2.6%+0.0%-2.0%-3.3%+6.0%+4.0%+22.2%
2022-5.0%-1.7%+5.9%-3.2%-3.9%-5.9%+10.8%-0.9%-5.7%+4.7%-2.4%-5.6%-13.6%
2021+0.8%+3.5%+6.6%+2.5%-0.4%+4.8%+2.1%+3.6%-2.0%+5.7%+1.7%+3.8%+37.5%
2020+1.8%-9.3%-9.5%+10.2%+2.4%+1.0%+0.1%+7.1%-1.8%-2.6%+7.0%+2.6%+7.6%
2019+7.6%+4.2%+2.7%+4.1%-5.0%+3.9%+5.2%-2.7%+3.3%-0.3%+5.2%+1.1%+32.5%
2018+0.5%-1.1%-4.2%+4.4%+4.2%+1.5%+2.1%+2.6%+1.0%-5.0%+1.1%-8.2%-2.0%
2017-0.9%+6.5%-0.8%-0.7%-1.9%-1.2%-0.9%-0.5%+2.7%+4.0%+0.3%+1.7%+8.3%
2016-7.0%+2.6%+1.3%-0.0%+3.5%-0.1%+4.9%-0.9%+0.0%-0.1%+6.9%+3.1%+14.5%
2015+3.7%+6.4%+2.7%-2.4%+2.5%-2.8%+3.1%-8.8%-2.8%+11.0%+3.3%-3.9%+11.0%
2014------0.4%+0.9%+4.8%+3.3%+1.3%+4.3%+2.8%+18.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.89% • The longest drawdown period lasted for 11 months and was between August 2022 and July 2023. It reached a trough of -14.8%.

Detailed Metrics

Returns
Total Return
+375.08%
Annualized Return
+14.06%
Avg Monthly Return
+1.18%
Risk
Volatility (Annual)
+16.74%
Max Drawdown
+33.89%
Positive Months
63%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.72
Risk-free rate: 2.0%
Sortino Ratio
0.69
Downside risk adjusted
Return/Volatility
0.84
Calmar Ratio
0.41
Return/Max Drawdown
Ulcer Index
6.37
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
47,508.4
Backtest Period
2014-06-20 to 2026-04-24
11.8 years
Rebalancing
none
Base Currency
EUR