Optimize
None Rebalancing
EUR
Moderate Risk
11.8yr backtest

Performance Summary

Total Return+186.12%
Annualized Return+9.33%
Volatility+15.13%
Sharpe Ratio0.48
Max Drawdown+33.64%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio combining 35% European stocks, 35% US S&P 500, and 30% emerging markets for balanced growth.
AssetTypeAllocationTER
MEUD.PA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
35.0%0.07%
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
35.0%0.07%
EMIM.AS
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
30.0%0.18%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €28,612.18
Histogram of Monthly Returns
The portfolio had a positive return during 95 of the 143 months (66%)
Monthly Returns Heatmap
Best month: +10.5% • Worst month: -12.3% • Best year: 2019 (+25.7%) • Worst year: 2022 (-15.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.9%+1.8%-7.4%+2.2%---------0.8%
2025+3.6%-1.0%-4.5%-1.4%+5.9%+2.9%+2.8%+0.9%+3.2%+3.4%-0.2%+1.4%+17.9%
2024+1.1%+3.3%+3.6%-1.6%+2.2%+3.5%+0.7%+0.7%+2.3%-1.4%+3.2%-0.8%+18.1%
2023+6.2%-1.1%+1.3%+1.0%-0.3%+4.4%+3.3%-2.4%-2.6%-3.6%+7.5%+4.3%+18.7%
2022-4.2%-2.8%+2.4%-4.0%-1.8%-7.2%+6.8%-2.4%-7.6%+3.4%+5.5%-3.5%-15.4%
2021+0.8%+2.5%+3.9%+2.8%+1.4%+2.3%+0.2%+2.6%-3.0%+4.2%-1.2%+4.1%+22.2%
2020-1.4%-7.9%-12.3%+8.7%+2.2%+3.9%+3.0%+4.6%-1.5%-2.4%+10.5%+3.8%+9.1%
2019+7.2%+2.6%+2.0%+3.3%-5.6%+5.0%+1.4%-2.7%+2.9%+1.5%+3.0%+3.1%+25.7%
2018+3.8%-3.2%-2.6%+2.3%+0.7%-1.1%+3.0%-0.3%+0.4%-6.4%+1.3%-5.5%-8.1%
2017+1.3%+4.1%+2.0%+1.0%+0.6%-0.6%+1.2%+0.1%+2.2%+3.1%-0.2%+1.6%+17.7%
2016-7.3%+0.4%+5.1%+0.1%+1.3%-0.9%+4.5%+0.8%+0.5%+0.1%+0.6%+2.9%+7.8%
2015+3.3%+5.4%+1.5%+1.3%+1.0%-3.2%+0.1%-9.0%-2.7%+7.8%+1.3%-3.3%+2.4%
2014------0.0%-0.5%+2.2%+0.1%-1.2%+3.3%-0.7%+3.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.64% • The longest drawdown period lasted for 2 years and was between January 2022 and January 2024. It reached a trough of -21.1%.

Detailed Metrics

Returns
Total Return
+186.12%
Annualized Return
+9.33%
Avg Monthly Return
+0.80%
Risk
Volatility (Annual)
+15.13%
Max Drawdown
+33.64%
Positive Months
66%
Average Drawdown
-5.8%
Risk-Adjusted
Sharpe Ratio
0.48
Risk-free rate: 2.0%
Sortino Ratio
0.44
Downside risk adjusted
Return/Volatility
0.62
Calmar Ratio
0.28
Return/Max Drawdown
Ulcer Index
7.55
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
28,612.18
Backtest Period
2014-06-20 to 2026-04-02
11.8 years
Rebalancing
none
Base Currency
EUR
TEST | +9.3% CAGR | ETF Backtest