None Rebalancing
EUR
Moderate Risk
14.8yr backtest

Performance Summary

Total Return+266.87%
Annualized Return+9.16%
Volatility+16.00%
Sharpe Ratio0.45
Max Drawdown+35.28%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% European equity ETF portfolio for focused growth through the diversified OP-Eurooppa Indeksi A fund.
AssetTypeAllocationTER
FI4000029301
OP-Eurooppa Indeksi AFI4000029301
FUND
100.0%0.39%
Total100.0%0.39%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €36,687.15
Histogram of Monthly Returns
The portfolio had a positive return during 111 of the 179 months (62%)
Monthly Returns Heatmap
Best month: +13.6% • Worst month: -14.3% • Best year: 2019 (+26.0%) • Worst year: 2022 (-10.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.1%+3.5%-8.3%+5.6%+3.6%+3.1%-0.2%-----+10.2%
2025+6.3%+3.4%-4.3%-1.0%+4.9%-1.5%+1.0%+1.0%+1.4%+2.5%+0.9%+2.8%+18.3%
2024+2.0%+2.4%+3.7%-1.0%+3.0%-0.4%+1.0%+1.4%-0.2%-3.3%+0.8%-0.2%+9.4%
2023+7.4%+1.8%+0.3%+2.1%-2.1%+2.3%+1.9%-2.5%-1.8%-3.4%+6.7%+4.0%+17.4%
2022-3.6%-3.5%+0.8%-0.5%-1.0%-7.4%+7.5%-5.2%-6.2%+5.5%+7.7%-3.9%-10.8%
2021-0.8%+2.0%+6.6%+2.3%+2.7%+1.6%+2.2%+2.2%-3.2%+5.0%-2.7%+5.5%+25.6%
2020-1.3%-8.5%-14.3%+6.1%+2.9%+3.1%-1.4%+2.9%-1.4%-5.3%+13.6%+2.3%-4.1%
2019+6.2%+4.2%+2.0%+3.8%-4.9%+4.4%+0.3%-1.5%+3.8%+0.9%+2.7%+2.0%+26.0%
2018+1.6%-3.9%-2.0%+4.6%+0.2%-0.7%+3.1%-2.3%+0.5%-5.3%-0.9%-5.6%-10.7%
2017-0.4%+2.9%+3.3%+1.7%+1.5%-2.5%-0.4%-0.9%+3.9%+1.9%-2.1%+0.8%+9.7%
2016-6.3%-2.3%+1.3%+2.0%+2.4%-4.3%+3.5%+0.7%-0.1%-0.9%+1.0%+5.8%+2.0%
2015+7.2%+6.9%+1.6%-0.0%+1.5%-4.7%+3.9%-8.4%-4.3%+8.2%+2.6%-5.4%+7.7%
2014-2.2%+4.3%-1.4%+2.5%+2.6%-0.6%-1.6%+2.0%+0.3%-1.9%+3.1%-1.5%+5.4%
2013+2.5%+0.6%+2.3%+1.6%+1.2%-4.9%+3.6%-0.7%+4.0%+3.7%+1.0%+0.6%+16.3%
2012+2.4%+2.6%-0.4%-1.6%-5.3%+5.7%+4.2%+1.5%+0.4%+0.3%+1.2%+0.9%+12.2%
2011---------0.8%+7.4%-0.5%+3.1%+9.2%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.28% • The longest drawdown period lasted for 2 years and was between April 2015 and May 2017. It reached a trough of -26.2%.

Detailed Metrics

Returns
Total Return
+266.87%
Annualized Return
+9.16%
Avg Monthly Return
+0.80%
Risk
Volatility (Annual)
+16.00%
Max Drawdown
+35.28%
Positive Months
62%
Average Drawdown
-5.8%
Risk-Adjusted
Sharpe Ratio
0.45
Risk-free rate: 2.0%
Sortino Ratio
0.42
Downside risk adjusted
Return/Volatility
0.57
Calmar Ratio
0.26
Return/Max Drawdown
Ulcer Index
7.78
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
36,687.15
Backtest Period
2011-09-29 to 2026-07-29
14.8 years
Rebalancing
none
Base Currency
EUR
test | +9.2% CAGR | ETF Backtest