Optimize
Annual Rebalancing
EUR
Moderate Risk
4.8yr backtest

Performance Summary

Total Return+128.71%
Annualized Return+18.86%
Volatility+15.03%
Sharpe Ratio1.12
Max Drawdown+20.92%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity portfolio with diversified ETF holdings targeting quality, value, and multi-strategy funds for balanced growth.
AssetTypeAllocationTER
FR0011008770
H2O Multiequities FCP ICFR0011008770
FUND
50.0%2%
FGBL.PA
First Trust Global Equity Income UCITS ETF AccIE00BYTH6121
ETF
25.0%0.6%
CBUI.XETRA
iShares MSCI World Value Factor Advanced UCITS ETF USD (Acc)IE000H1H16W5
ETF
25.0%0.25%
Total100.0%1.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,871.34
Histogram of Monthly Returns
The portfolio had a positive return during 37 of the 59 months (63%)
Monthly Returns Heatmap
Best month: +10.0% • Worst month: -10.6% • Best year: 2025 (+31.4%) • Worst year: 2022 (-0.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.9%+2.6%-4.9%+6.9%+4.0%-0.6%+7.3%+2.5%----+23.4%
2025+7.6%+4.6%-2.7%-5.2%+7.1%-0.3%+4.5%+2.9%+2.1%+1.1%+4.2%+2.6%+31.4%
2024-0.6%+2.1%+6.6%-0.1%+2.2%-2.5%+2.1%-2.0%+1.7%-1.5%+3.7%-1.2%+10.6%
2023+10.0%+2.0%-4.4%+0.4%+0.2%+6.9%+5.1%-3.0%+1.6%-5.1%+4.6%+5.3%+24.8%
2022+7.8%-7.3%+2.0%-2.2%+5.3%-10.6%+3.4%-1.2%-7.5%+6.4%+6.5%-0.8%-0.3%
2021---------+0.0%-3.1%+5.7%+2.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.92% • The longest drawdown period lasted for 1 year and was between February 2022 and February 2023. It reached a trough of -20.9%.

Detailed Metrics

Returns
Total Return
+128.71%
Annualized Return
+18.86%
Avg Monthly Return
+1.50%
Risk
Volatility (Annual)
+15.03%
Max Drawdown
+20.92%
Positive Months
63%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
1.12
Risk-free rate: 2.0%
Sortino Ratio
1.03
Downside risk adjusted
Return/Volatility
1.25
Calmar Ratio
0.90
Return/Max Drawdown
Ulcer Index
6.58
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,871.34
Backtest Period
2021-10-29 to 2026-08-13
4.8 years
Rebalancing
annual
Base Currency
EUR
test | +18.9% CAGR | ETF Backtest