HomePortfoliosUSA+EU+EMR
Optimize
Annual Rebalancing
EUR
Moderate Risk
6.5yr backtest

Performance Summary

Total Return+105.68%
Annualized Return+11.65%
Volatility+16.18%
Sharpe Ratio0.60
Max Drawdown+33.24%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A diversified global equity ETF portfolio with 45% US, 30% emerging markets, and 25% European exposure for broad growth potential.
AssetTypeAllocationTER
VUAA.XETRA
Vanguard S&P 500 UCITS ETF (USD) AccumulatingIE00BFMXXD54
ETF
45.0%0.07%
XMME.XETRA
Xtrackers MSCI Emerging Markets UCITS ETF 1CIE00BTJRMP35
ETF
30.0%0.18%
LYP6.XETRA
Amundi Core Stoxx Europe 600 UCITS ETF AccLU0908500753
ETF
25.0%0.07%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,567.82
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 79 months (65%)
Monthly Returns Heatmap
Best month: +9.3% • Worst month: -11.9% • Best year: 2021 (+25.7%) • Worst year: 2022 (-13.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.4%+2.1%-6.2%+9.3%+6.3%+1.5%-2.1%+2.1%----+15.6%
2025+4.3%-1.4%-6.5%-3.9%+5.8%+1.2%+4.4%-0.4%+3.4%+4.5%-0.5%+0.5%+11.2%
2024+1.9%+3.8%+3.7%-1.1%+1.3%+4.6%+0.1%-0.4%+2.1%+0.3%+5.0%-0.7%+22.2%
2023+5.5%-0.4%+0.3%+0.1%+1.4%+3.4%+2.8%-1.5%-1.6%-3.6%+5.9%+3.7%+16.7%
2022-3.7%-2.8%+2.9%-1.7%-2.9%-5.8%+8.1%-1.5%-6.6%+2.9%+3.0%-5.2%-13.6%
2021+1.6%+2.5%+5.1%+1.4%+0.5%+4.0%-0.3%+2.9%-2.4%+4.3%+0.1%+3.7%+25.7%
2020--10.4%-11.9%+9.1%+1.4%+3.3%+0.9%+4.3%-0.7%-1.8%+8.9%+2.5%+3.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.24% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.0%.

Detailed Metrics

Returns
Total Return
+105.68%
Annualized Return
+11.65%
Avg Monthly Return
+1.00%
Risk
Volatility (Annual)
+16.18%
Max Drawdown
+33.24%
Positive Months
65%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.53
Downside risk adjusted
Return/Volatility
0.72
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
7.33
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,567.82
Backtest Period
2020-02-04 to 2026-08-21
6.5 years
Rebalancing
annual
Base Currency
EUR
USA+EU+EMR | +11.7% CAGR | ETF Backtest