Optimize
None Rebalancing
EUR
Moderate Risk
Multi-currency
11.8yr backtest

Performance Summary

Total Return+231.69%
Annualized Return+10.65%
Volatility+15.15%
Sharpe Ratio0.57
Max Drawdown+33.67%

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 €33,168.86
Histogram of Monthly Returns
The portfolio had a positive return during 96 of the 143 months (67%)
Monthly Returns Heatmap
Best month: +9.1% • Worst month: -11.9% • Best year: 2019 (+27.2%) • Worst year: 2022 (-13.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.6%+2.5%-6.3%+9.1%--------+6.5%
2025+3.6%-1.3%-6.6%-3.6%+5.7%+0.9%+3.9%+0.4%+3.0%+4.1%-0.3%+0.7%+10.2%
2024+2.4%+3.4%+3.7%-1.2%+1.3%+4.5%+0.1%-0.3%+1.9%+0.0%+5.1%+0.0%+22.8%
2023+5.4%+0.2%+0.1%+0.3%+1.3%+3.6%+2.9%-1.5%-1.6%-3.6%+6.0%+3.6%+17.6%
2022-3.7%-2.6%+3.3%-2.0%-2.8%-6.2%+8.3%-1.5%-6.5%+3.3%+2.2%-4.8%-13.1%
2021+1.1%+2.8%+5.4%+1.7%+0.7%+3.7%+0.3%+2.9%-2.1%+4.4%-0.1%+3.9%+27.1%
2020-0.5%-8.0%-11.9%+8.8%+1.8%+3.0%+0.6%+4.7%-0.9%-2.2%+8.8%+3.2%+5.3%
2019+7.2%+3.0%+2.5%+3.5%-5.3%+4.1%+2.7%-2.6%+3.4%+0.5%+3.7%+2.3%+27.2%
2018+1.9%-2.5%-2.9%+3.4%+1.9%-0.7%+2.6%-0.1%+0.6%-5.6%+1.4%-5.9%-6.3%
2017+0.5%+5.0%+1.2%+0.3%-0.7%-1.3%+0.0%-0.1%+2.4%+3.7%-1.0%+1.5%+12.1%
2016-7.2%+0.8%+3.1%+0.2%+1.9%-0.7%+4.7%+0.3%+0.4%+0.6%+2.4%+3.1%+9.7%
2015+5.8%+5.8%+2.8%-0.2%+1.7%-3.4%+0.7%-10.0%-2.4%+8.7%+2.6%-4.2%+6.8%
2014------0.2%+0.1%+2.9%+1.7%-1.1%+3.8%+0.3%+7.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.67% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.2%.

Detailed Metrics

Returns
Total Return
+231.69%
Annualized Return
+10.65%
Avg Monthly Return
+0.91%
Risk
Volatility (Annual)
+15.15%
Max Drawdown
+33.67%
Positive Months
67%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.57
Risk-free rate: 2.0%
Sortino Ratio
0.53
Downside risk adjusted
Return/Volatility
0.70
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
7.24
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
33,168.86
Backtest Period
2014-06-20 to 2026-04-24
11.8 years
Rebalancing
none
Base Currency
EUR