HomePortfoliosValue World

Value World

Portfolio

Optimize FIRE Projection
None Rebalancing
EUR
Moderate Risk
7.1yr backtest

Performance Summary

Total Return+141.41%
Annualized Return+13.19%
Volatility+15.93%
Sharpe Ratio0.70
Max Drawdown+33.24%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio with 80% all-world exposure plus value factor tilts in developed and emerging markets for long-term growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
80.0%0.19%
IS3S.XETRA
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59
ETF
10.0%0.25%
5MVL.XETRA
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc)IE00BG0SKF03
ETF
10.0%0.4%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,140.65
Histogram of Monthly Returns
The portfolio had a positive return during 53 of the 87 months (61%)
Monthly Returns Heatmap
Best month: +9.4% • Worst month: -11.7% • Best year: 2021 (+27.3%) • Worst year: 2022 (-12.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+2.9%-5.8%+9.4%+7.9%+0.9%-2.0%+2.8%+1.1%---+20.6%
2025+4.2%-1.7%-6.5%-4.1%+5.9%+1.4%+4.5%-0.0%+3.1%+5.0%-0.4%+0.8%+12.0%
2024+2.5%+3.5%+3.7%-1.4%+1.3%+4.3%+0.3%-0.6%+1.8%+0.5%+6.0%-0.9%+22.9%
2023+5.1%-0.1%-0.0%-0.1%+1.9%+3.6%+2.8%-1.2%-0.9%-3.7%+5.5%+3.8%+17.6%
2022-3.6%-1.9%+3.3%-1.9%-2.7%-6.3%+8.2%-1.4%-6.3%+3.3%+2.4%-5.2%-12.5%
2021+1.5%+3.4%+5.9%+1.1%+0.0%+3.8%+0.1%+2.6%-1.5%+3.7%-0.0%+4.0%+27.3%
2020-1.6%-8.1%-11.7%+9.0%+1.5%+2.4%-0.6%+4.9%-0.7%-1.8%+9.3%+2.2%+2.8%
2019-------0.2%-2.4%+3.7%+0.2%+3.9%+2.6%+7.9%
> +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 -14.9%.
When could this portfolio get you to financial independence?

Value World returned +13.19% a year over the 7 years above. Run those same monthly returns forward through 10,000 simulated paths, with your own savings and target retirement age, to see when they could reach your FIRE number.

Detailed Metrics

Returns
Total Return
+141.41%
Annualized Return
+13.19%
Avg Monthly Return
+1.09%
Risk
Volatility (Annual)
+15.93%
Max Drawdown
+33.24%
Positive Months
61%
Average Drawdown
-5.2%
Risk-Adjusted
Sharpe Ratio
0.70
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.83
Calmar Ratio
0.40
Return/Max Drawdown
Ulcer Index
6.85
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,140.65
Backtest Period
2019-07-25 to 2026-09-04
7.1 years
Rebalancing
none
Base Currency
EUR