None Rebalancing
EUR
Moderate Risk
6.5yr backtest

Performance Summary

Total Return+123.91%
Annualized Return+13.15%
Volatility+16.09%
Sharpe Ratio0.69
Max Drawdown+33.54%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% equity portfolio investing in a single diversified global developed markets ETF for long-term growth potential.
AssetTypeAllocationTER
VGVF.XETRA
Vanguard FTSE Developed World UCITS ETF AccIE00BK5BQV03
ETF
100.0%0.12%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,390.65
Histogram of Monthly Returns
The portfolio had a positive return during 51 of the 79 months (65%)
Monthly Returns Heatmap
Best month: +10.0% • Worst month: -10.9% • Best year: 2021 (+31.6%) • Worst year: 2022 (-13.6%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+0.8%+1.7%-5.2%+8.6%+6.3%+1.3%-1.4%+3.9%----+16.5%
2025+5.0%-2.6%-7.9%-3.8%+6.4%+0.9%+4.8%-0.4%+2.6%+4.5%-0.4%+0.5%+9.0%
2024+2.8%+3.9%+3.7%-1.8%+1.0%+5.0%+0.5%-0.3%+1.3%+1.1%+7.2%-1.6%+24.7%
2023+4.9%+0.6%+0.2%+0.3%+2.4%+3.8%+2.2%-0.5%-1.6%-3.4%+5.9%+4.3%+20.4%
2022-5.4%-1.7%+4.6%-2.6%-3.3%-6.4%+10.0%-2.0%-5.7%+4.4%+0.6%-5.6%-13.6%
2021+0.6%+2.8%+6.5%+1.8%-0.4%+4.6%+1.7%+2.8%-1.8%+4.9%+0.5%+4.0%+31.6%
2020--10.8%-10.9%+9.7%+2.4%+1.9%-0.7%+6.2%-1.2%-2.5%+9.6%+2.1%+3.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +33.54% • The longest drawdown period lasted for 1 year and 10 months and was between January 2022 and November 2023. It reached a trough of -16.8%.

Detailed Metrics

Returns
Total Return
+123.91%
Annualized Return
+13.15%
Avg Monthly Return
+1.12%
Risk
Volatility (Annual)
+16.09%
Max Drawdown
+33.54%
Positive Months
65%
Average Drawdown
-5.5%
Risk-Adjusted
Sharpe Ratio
0.69
Risk-free rate: 2.0%
Sortino Ratio
0.63
Downside risk adjusted
Return/Volatility
0.82
Calmar Ratio
0.39
Return/Max Drawdown
Ulcer Index
7.14
Drawdown depth & duration
Martin Ratio
0.02
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,390.65
Backtest Period
2020-02-04 to 2026-08-14
6.5 years
Rebalancing
none
Base Currency
EUR
VGVF only | +13.2% CAGR | ETF Backtest