Optimize
None Rebalancing
EUR
Moderate Risk
12.1yr backtest

Performance Summary

Total Return+274.48%
Annualized Return+11.56%
Volatility+15.81%
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 €37,448.1
Histogram of Monthly Returns
The portfolio had a positive return during 96 of the 146 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%+0.4%-----+14.2%
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%.

Detailed Metrics

Returns
Total Return
+274.48%
Annualized Return
+11.56%
Avg Monthly Return
+0.98%
Risk
Volatility (Annual)
+15.81%
Max Drawdown
+33.40%
Positive Months
66%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.56
Downside risk adjusted
Return/Volatility
0.73
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
7.04
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
37,448.1
Backtest Period
2014-06-06 to 2026-07-03
12.1 years
Rebalancing
none
Base Currency
EUR
Test1 | +11.6% CAGR | ETF Backtest