HomePortfoliosVergleich70-30-Annual-REB

Vergleich70-30-Annual-REB

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Annual Rebalancing
EUR
Moderate Risk
6.6yr backtest

Performance Summary

Total Return+102.47%
Annualized Return+11.25%
Volatility+16.00%
Sharpe Ratio0.58
Max Drawdown+32.29%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
Global equity ETF portfolio with 70% developed and 30% emerging markets for a diversified, growth-focused long-term investment strategy.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
70.0%0.19%
VFEA.XETRA
Vanguard FTSE Emerging Markets UCITS ETF (USD) AccumulatingIE00BK5BR733
ETF
30.0%0.17%
Total100.0%0.18%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €20,246.5
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 81 months (63%)
Monthly Returns Heatmap
Best month: +8.9% • Worst month: -12.0% • Best year: 2024 (+22.9%) • Worst year: 2022 (-12.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.2%+2.0%-5.7%+8.5%+2.9%-------+9.7%
2025+3.5%-1.7%-5.8%-4.1%+5.3%+1.2%+4.5%-0.1%+3.8%+4.0%-0.9%+0.2%+9.8%
2024+1.7%+3.5%+3.2%-0.5%+0.7%+4.7%+0.1%-0.7%+3.3%+0.3%+4.8%-0.3%+22.9%
2023+5.1%-1.3%+0.3%-0.7%+1.6%+3.3%+3.2%-1.9%-1.0%-3.7%+5.2%+3.4%+13.7%
2022-2.6%-2.3%+2.1%-1.5%-3.0%-4.7%+6.8%-0.5%-6.4%+0.9%+3.6%-5.0%-12.7%
2021+2.2%+2.4%+4.5%+0.8%+0.2%+4.0%-1.2%+2.9%-1.7%+3.6%-0.2%+2.8%+22.0%
2020-2.1%-7.3%-12.0%+8.9%+1.3%+3.6%+0.6%+4.5%-0.4%-0.7%+7.9%+2.5%+4.8%
2019--------+0.3%+0.4%+3.4%+3.5%+7.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +32.29% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -14.9%.

Detailed Metrics

Returns
Total Return
+102.47%
Annualized Return
+11.25%
Avg Monthly Return
+0.94%
Risk
Volatility (Annual)
+16.00%
Max Drawdown
+32.29%
Positive Months
63%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.58
Risk-free rate: 2.0%
Sortino Ratio
0.52
Downside risk adjusted
Return/Volatility
0.70
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
7.29
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
20,246.5
Backtest Period
2019-09-26 to 2026-05-08
6.6 years
Rebalancing
annual
Base Currency
EUR