HomePortfoliosTest

Test

test

Created byuser-wv9xyg
Optimize
None Rebalancing
EUR
Moderate Risk
2.1yr backtest

Performance Summary

Total Return+41.34%
Annualized Return+17.76%
Volatility+14.63%
Sharpe Ratio1.08
Max Drawdown+20.84%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified ETF portfolio for long-term growth, denominated in EUR and designed for a straightforward, buy-and-hold investment strategy.
AssetTypeAllocationTER
WPEA.PA
iShares MSCI World Swap PEA UCITS ETF EUR (Acc) • IE0002XZSHO1
ETF
80.0%0.2%
PAASI.PA
Amundi PEA Asie Emergente (MSCI Emerging Asia) Screened UCITS ETF EUR (C/D) • FR0013412012
ETF
20.0%0.3%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €14,133.96
Histogram of Monthly Returns
The portfolio had a positive return during 17 of the 26 months (65%)
Monthly Returns Heatmap
Best month: +10.0% • Worst month: -7.0% • Best year: 2024 (+14.6%) • Worst year: 2025 (+9.9%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.0%+2.5%-6.1%+10.0%+3.9%-------+12.2%
2025+3.5%-1.7%-7.0%-4.1%+6.0%+1.4%+4.8%-0.4%+3.6%+4.9%-1.1%+0.5%+9.9%
2024----1.0%+1.1%+4.7%+0.1%-0.3%+3.0%+0.6%+6.1%-0.2%+14.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +20.84% • The longest drawdown period lasted for 6 months and was between February 2025 and September 2025. It reached a trough of -20.8%.

Detailed Metrics

Returns
Total Return
+41.34%
Annualized Return
+17.76%
Avg Monthly Return
+1.41%
Risk
Volatility (Annual)
+14.63%
Max Drawdown
+20.84%
Positive Months
65%
Average Drawdown
-3.4%
Risk-Adjusted
Sharpe Ratio
1.08
Risk-free rate: 2.0%
Sortino Ratio
0.97
Downside risk adjusted
Return/Volatility
1.21
Calmar Ratio
0.85
Return/Max Drawdown
Ulcer Index
4.55
Drawdown depth & duration
Martin Ratio
0.03
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€14,133.96
Backtest Period
2024-04-02 to 2026-05-15
2.1 years
Rebalancing
none
Base Currency
EUR