Optimize
None Rebalancing
EUR
Moderate Risk
11.8yr backtest

Performance Summary

Total Return+279.86%
Annualized Return+11.99%
Volatility+15.60%
Sharpe Ratio0.64
Max Drawdown+33.86%

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 €37,985.92
Histogram of Monthly Returns
The portfolio had a positive return during 98 of the 143 months (69%)
Monthly Returns Heatmap
Best month: +10.4% • Worst month: -9.8% • Best year: 2019 (+29.8%) • Worst year: 2022 (-18.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.9%-0.4%-6.5%+2.1%---------4.0%
2025+3.2%-3.3%-5.5%-0.7%+6.9%+4.9%+3.2%+1.1%+3.1%+3.0%+0.0%+0.9%+17.5%
2024+2.0%+4.0%+3.6%-3.1%+2.6%+5.5%+0.6%+1.3%+2.6%-0.3%+5.2%-1.6%+24.4%
2023+5.8%-1.4%+2.5%+1.7%+0.4%+6.3%+3.3%-1.4%-4.3%-3.2%+8.9%+5.3%+25.7%
2022-6.1%-1.9%+4.6%-7.4%-2.3%-8.0%+8.2%-2.6%-7.8%+5.5%+2.7%-3.2%-18.3%
2021+0.2%+2.9%+3.8%+4.9%+0.9%+2.1%+2.1%+3.1%-3.8%+5.6%-0.2%+4.2%+28.4%
2020+0.3%-9.5%-9.8%+10.3%+3.3%+2.5%+5.3%+7.4%-3.0%-3.1%+10.4%+3.8%+16.5%
2019+7.7%+3.4%+1.6%+3.7%-5.5%+6.0%+2.7%-2.9%+2.2%+1.7%+3.9%+2.7%+29.8%
2018+4.8%-2.9%-3.8%+1.8%+1.5%+0.8%+2.9%+2.6%+0.8%-6.8%+1.0%-7.8%-5.8%
2017+0.8%+4.5%+0.4%+0.9%+1.0%+0.7%+2.0%-0.1%+2.1%+2.6%+2.4%+2.1%+21.0%
2016-7.0%+2.0%+5.7%-0.3%+2.1%-0.6%+4.5%+0.1%+0.2%-1.4%+3.3%+2.3%+10.9%
2015-2.6%+5.3%-0.9%+1.2%+0.5%-2.1%+2.1%-6.0%-3.7%+9.2%+0.2%-1.4%+0.7%
2014-----+0.0%-0.8%+3.1%-0.7%+1.2%+3.1%+0.5%+6.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.86% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and December 2023. It reached a trough of -24.0%.

Detailed Metrics

Returns
Total Return
+279.86%
Annualized Return
+11.99%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+15.60%
Max Drawdown
+33.86%
Positive Months
69%
Average Drawdown
-4.9%
Risk-Adjusted
Sharpe Ratio
0.64
Risk-free rate: 2.0%
Sortino Ratio
0.59
Downside risk adjusted
Return/Volatility
0.77
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
6.83
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
37,985.92
Backtest Period
2014-06-20 to 2026-04-02
11.8 years
Rebalancing
none
Base Currency
EUR
TEST 2 | +12.0% CAGR | ETF Backtest