HomePortfoliosTest2

Test2

Created byuser-pqorkc
Annual Rebalancing
EUR
Moderate Risk
8.4yr backtest

Performance Summary

Total Return+133.79%
Annualized Return+10.60%
Volatility+15.64%
Sharpe Ratio0.55
Max Drawdown+33.40%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Invest in global markets with this 100% Vanguard FTSE All-World ETF portfolio for simple, diversified equity exposure.
AssetTypeAllocationTER
VGWL.XETRA
Vanguard FTSE All-World UCITS ETF (USD) Distributing • IE00B3RBWM25
ETF
100.0%0.19%
Total100.0%0.19%

Performance

Portfolio Value Over Time
Starting with €10,000 investment → now worth €23,379.1
Histogram of Monthly Returns
The portfolio had a positive return during 65 of the 103 months (63%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -11.9% • Best year: 2019 (+30.6%) • Worst year: 2022 (-13.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+1.8%-5.3%+2.0%---------0.5%
2025+4.3%-2.3%-7.4%-3.6%+6.1%+0.4%+5.3%-0.3%+2.9%+4.4%-0.5%+0.4%+9.2%
2024+2.9%+3.7%+3.6%-1.7%+1.1%+4.8%+0.3%-0.4%+1.8%+0.9%+6.6%-1.0%+24.4%
2023+5.0%+0.0%+0.2%-0.0%+2.3%+3.6%+2.6%-1.0%-1.4%-3.5%+5.7%+3.8%+18.2%
2022-4.5%-2.1%+3.9%-2.3%-3.2%-6.0%+9.1%-1.5%-6.1%+3.5%+1.5%-5.5%-13.5%
2021+1.0%+2.8%+5.7%+1.5%-0.1%+4.4%+0.8%+2.9%-1.8%+4.5%+0.3%+3.7%+28.6%
2020-0.5%-8.3%-11.9%+10.2%+2.1%+2.4%-0.2%+5.6%-1.4%-1.7%+9.2%+2.2%+5.3%
2019+8.3%+3.5%+2.0%+3.9%-4.8%+3.0%+4.0%-2.0%+2.8%+0.6%+4.1%+2.2%+30.6%
2018+1.8%-2.0%-3.9%+3.9%+3.2%-1.2%+3.2%+1.1%+0.2%-4.5%+0.8%-8.2%-6.1%
2017---------+0.8%-0.1%+1.2%+1.8%
> +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 -16.8%.

Dividend Income

Summary
This portfolio contains 1 distributing ETF (100.0% of total allocation)

Total Dividends Received

€2,234.17

34 payments

Dividend Yield

1.73%

(annualized)

Avg Per Payment

€65.71

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026€65.80
2025€329.58
2024€315.08
2023€296.36
2022€302.45
2021€239.14
2020€203.35
2019€273.66
2018€208.71
Total€2,234.17

Detailed Metrics

Returns
Total Return
+133.79%
Annualized Return
+10.60%
Avg Monthly Return
+0.90%
Risk
Volatility (Annual)
+15.64%
Max Drawdown
+33.40%
Positive Months
63%
Average Drawdown
-5.0%
Risk-Adjusted
Sharpe Ratio
0.55
Risk-free rate: 2.0%
Sortino Ratio
0.50
Downside risk adjusted
Return/Volatility
0.68
Calmar Ratio
0.32
Return/Max Drawdown
Ulcer Index
6.63
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
€10,000
Final Value
€23,379.1
Backtest Period
2017-10-26 to 2026-04-02
8.4 years
Rebalancing
annual
Base Currency
EUR