None Rebalancing
EUR
Moderate Risk
12.2yr backtest

Performance Summary

Total Return+278.44%
Annualized Return+11.48%
Volatility+15.74%
Sharpe Ratio0.60
Max Drawdown+33.40%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity portfolio built with low-cost iShares ETFs, blending 75% developed world, 20% emerging markets, and 5% Europe.
AssetTypeAllocationTER
EUNL.XETRA
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
75.0%0.2%
IS3N.XETRA
iShares Core MSCI Emerging Markets IMI UCITSIE00BKM4GZ66
ETF
20.0%0.18%
EUNK.XETRA
iShares Core MSCI Europe UCITS ETF EUR (Acc)IE00B4K48X80
ETF
5.0%0.12%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €37,843.7
Histogram of Monthly Returns
The portfolio had a positive return during 97 of the 148 months (66%)
Monthly Returns Heatmap
Best month: +9.4% • Worst month: -11.6% • Best year: 2019 (+29.4%) • Worst year: 2022 (-13.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.4%+1.8%-5.6%+8.8%+5.8%+1.4%-1.5%+2.3%+0.7%---+15.5%
2025+4.2%-2.1%-7.2%-3.8%+6.1%+1.1%+4.6%-0.3%+2.9%+4.4%-0.5%+0.4%+9.4%
2024+2.7%+3.6%+3.6%-1.6%+1.1%+4.7%+0.2%-0.4%+1.7%+0.7%+6.4%-1.0%+23.7%
2023+5.1%-0.1%+0.2%+0.0%+2.0%+3.7%+2.7%-1.2%-1.4%-3.6%+5.8%+3.9%+18.2%
2022-4.5%-2.1%+3.7%-2.2%-3.1%-6.1%+9.0%-1.5%-6.1%+3.5%+1.7%-5.4%-13.5%
2021+1.0%+2.9%+5.4%+1.5%-0.0%+4.4%+0.7%+2.9%-1.8%+4.4%+0.2%+3.7%+28.2%
2020-0.8%-8.2%-11.6%+9.3%+2.0%+2.6%+0.2%+5.2%-0.9%-2.1%+9.4%+2.4%+5.4%
2019+8.1%+3.3%+2.5%+3.4%-5.1%+3.9%+3.0%-2.0%+3.3%+0.2%+3.9%+2.4%+29.4%
2018+1.5%-2.1%-3.2%+3.3%+2.8%-0.7%+2.5%+0.9%+0.6%-5.2%+1.0%-7.5%-6.5%
2017-0.3%+4.8%+0.9%-0.4%-0.9%-0.9%-0.3%-0.4%+2.4%+3.6%-0.5%+1.6%+10.0%
2016-6.6%+0.3%+2.1%+0.0%+3.3%-0.3%+4.0%+0.5%+0.4%+0.7%+4.0%+2.6%+11.0%
2015+5.7%+6.2%+2.8%-0.7%+1.2%-3.9%+1.4%-8.6%-3.3%+9.3%+3.3%-4.4%+7.9%
2014-----+0.2%+1.3%+3.9%+0.7%+1.0%+2.3%+0.5%+10.1%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.40% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.1%.
When could this portfolio get you to financial independence?

Test1 returned +11.48% a year over the 12 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+278.44%
Annualized Return
+11.48%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+15.74%
Max Drawdown
+33.40%
Positive Months
66%
Average Drawdown
-5.3%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.55
Downside risk adjusted
Return/Volatility
0.73
Calmar Ratio
0.34
Return/Max Drawdown
Ulcer Index
6.99
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
37,843.7
Backtest Period
2014-06-06 to 2026-09-04
12.2 years
Rebalancing
none
Base Currency
EUR