Optimize
None Rebalancing
USD
Moderate Risk
Multi-currency
11.9yr backtest

Performance Summary

Total Return+242.09%
Annualized Return+10.91%
Volatility+15.48%
Sharpe Ratio0.58
Max Drawdown+33.81%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Diversified global ETF portfolio with 55% US S&P 500, 25% Europe, and 20% emerging markets for balanced equity growth.
AssetTypeAllocationTER
CSPX.LSE
iShares Core S&P 500 UCITS ETF USD (Acc)IE00B5BMR087
ETF
55.0%0.07%
MEUD.PA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
25.0%0.07%
EIMI.LSE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)IE00BKM4GZ66
ETF
20.0%0.18%
Total100.0%0.09%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $34,208.88
Histogram of Monthly Returns
The portfolio had a positive return during 95 of the 144 months (66%)
Monthly Returns Heatmap
Best month: +11.6% • Worst month: -11.1% • Best year: 2019 (+26.8%) • Worst year: 2022 (-18.3%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+0.5%-7.5%+11.1%+3.1%-------+8.9%
2025+3.4%-2.3%-4.1%+0.3%+6.6%+4.9%+2.4%+1.4%+3.2%+2.7%+0.1%+1.5%+21.5%
2024+1.0%+3.6%+3.6%-2.7%+2.9%+4.2%+0.9%+1.6%+2.7%-1.5%+3.5%-1.6%+19.5%
2023+6.4%-2.0%+2.6%+1.9%-0.9%+6.1%+3.6%-2.3%-4.2%-3.4%+9.2%+5.2%+23.5%
2022-5.5%-2.3%+3.1%-7.2%-1.6%-8.3%+6.8%-2.9%-8.4%+4.9%+5.4%-2.4%-18.3%
2021+0.2%+2.5%+2.9%+4.6%+1.6%+1.3%+1.2%+2.6%-4.0%+4.8%-1.4%+4.3%+22.3%
2020-1.0%-8.9%-11.1%+9.4%+3.2%+3.6%+5.8%+6.6%-3.1%-3.0%+11.6%+4.5%+15.8%
2019+7.4%+2.8%+1.4%+3.4%-5.7%+6.3%+1.1%-3.0%+2.2%+2.4%+3.0%+3.5%+26.8%
2018+5.8%-3.8%-2.9%+1.2%-0.1%-0.4%+3.2%+0.9%+0.6%-7.3%+1.1%-6.4%-8.7%
2017+1.7%+3.5%+1.6%+1.6%+2.0%+0.6%+2.9%+0.3%+2.0%+2.3%+1.8%+2.1%+24.9%
2016-7.2%+1.0%+7.3%+0.1%+0.9%-1.1%+4.6%+0.6%+0.6%-1.4%+0.4%+2.6%+8.0%
2015-2.2%+4.9%-1.2%+2.9%-0.0%-2.2%+0.6%-6.7%-3.4%+7.7%-0.7%-1.4%-2.5%
2014-----+0.2%-1.5%+1.6%-1.9%-0.5%+2.9%-1.3%-0.5%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.81% • The longest drawdown period lasted for 1 year and 11 months and was between December 2021 and December 2023. It reached a trough of -25.9%.

Detailed Metrics

Returns
Total Return
+242.09%
Annualized Return
+10.91%
Avg Monthly Return
+0.94%
Risk
Volatility (Annual)
+15.48%
Max Drawdown
+33.81%
Positive Months
66%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.58
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
7.46
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$34,208.88
Backtest Period
2014-06-20 to 2026-05-08
11.9 years
Rebalancing
none
Base Currency
USD
UCITS | +10.9% CAGR | ETF Backtest