Optimize
None Rebalancing
EUR
Moderate Risk
6.8yr backtest

Performance Summary

Total Return+122.90%
Annualized Return+12.46%
Volatility+16.07%
Sharpe Ratio0.65
Max Drawdown+33.21%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio with 60% developed, 20% emerging markets, and 20% all-world for broad diversification and growth.
AssetTypeAllocationTER
SWRD.AS
State Street SPDR MSCI World UCITS ETF USD UnhedgedIE00BFY0GT14
ETF
60.0%0.12%
EMIM.AS
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
20.0%0.18%
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
20.0%0.19%
Total100.0%0.15%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,290.15
Histogram of Monthly Returns
The portfolio had a positive return during 52 of the 83 months (63%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -11.7% • Best year: 2021 (+26.7%) • Worst year: 2022 (-13.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+2.1%-5.7%+9.1%+5.0%-------+12.0%
2025+3.7%-2.2%-7.0%-3.9%+6.0%+1.2%+4.7%-0.3%+3.1%+4.5%-0.6%+0.3%+9.0%
2024+2.8%+3.7%+3.6%-1.5%+0.9%+5.0%+0.2%-0.5%+2.0%+0.7%+6.3%-0.6%+24.7%
2023+5.5%-0.3%+0.2%-0.4%+2.4%+3.7%+2.8%-1.1%-1.4%-3.6%+5.7%+3.5%+17.7%
2022-4.1%-2.3%+3.7%-2.1%-3.2%-5.9%+8.5%-1.3%-6.0%+2.9%+1.6%-5.4%-13.7%
2021+1.5%+2.8%+5.2%+1.3%-0.0%+4.4%+0.2%+2.8%-1.7%+4.3%+0.0%+3.4%+26.7%
2020-0.4%-7.8%-11.7%+9.3%+1.7%+2.9%+0.4%+4.9%-0.6%-1.7%+8.9%+2.4%+6.5%
2019-------0.2%-2.2%+3.4%+0.1%+3.8%+1.8%+6.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.21% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -15.7%.

Detailed Metrics

Returns
Total Return
+122.90%
Annualized Return
+12.46%
Avg Monthly Return
+1.05%
Risk
Volatility (Annual)
+16.07%
Max Drawdown
+33.21%
Positive Months
63%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.65
Risk-free rate: 2.0%
Sortino Ratio
0.58
Downside risk adjusted
Return/Volatility
0.78
Calmar Ratio
0.38
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
22,290.15
Backtest Period
2019-07-25 to 2026-05-22
6.8 years
Rebalancing
none
Base Currency
EUR
testtt | +12.5% CAGR | ETF Backtest