None Rebalancing
EUR
Moderate Risk
7.0yr backtest

Performance Summary

Total Return+111.36%
Annualized Return+11.23%
Volatility+16.92%
Sharpe Ratio0.55
Max Drawdown+35.68%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% European equity portfolio built around a single low-cost Vanguard ETF for focused exposure to developed markets.
AssetTypeAllocationTER
VWCG.XETRA
Vanguard FTSE Developed Europe UCITS ETF (EUR) AccumulatingIE00BK5BQX27
ETF
100.0%0.1%
Total100.0%0.10%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €21,135.85
Histogram of Monthly Returns
The portfolio had a positive return during 54 of the 85 months (64%)
Monthly Returns Heatmap
Best month: +13.8% • Worst month: -14.4% • Best year: 2021 (+24.7%) • Worst year: 2022 (-9.7%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+3.3%+3.8%-7.7%+5.3%+3.0%+3.0%+1.2%+1.3%----+13.5%
2025+7.0%+3.3%-3.9%-0.6%+4.9%-1.4%+1.0%+1.0%+1.5%+2.7%+0.9%+2.8%+20.4%
2024+1.5%+1.8%+4.3%-0.9%+3.4%-1.0%+1.4%+1.5%-0.3%-3.2%+1.4%-0.9%+9.0%
2023+6.4%+1.7%-0.0%+2.6%-2.5%+2.4%+2.1%-2.4%-1.5%-3.6%+6.5%+4.0%+16.1%
2022-3.3%-3.3%+1.0%-0.7%-0.9%-7.9%+7.7%-5.1%-6.5%+6.3%+7.1%-3.1%-9.7%
2021-1.4%+2.9%+6.2%+2.2%+2.7%+1.7%+2.1%+2.0%-3.1%+4.7%-2.7%+5.7%+24.7%
2020-1.7%-8.4%-14.4%+5.5%+3.5%+3.1%-1.4%+3.3%-1.3%-5.1%+13.8%+3.4%-2.6%
2019-------+0.1%+4.3%+1.0%+2.6%+2.9%+11.4%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +35.68% • The longest drawdown period lasted for 1 year and 4 months and was between January 2022 and May 2023. It reached a trough of -20.1%.

Detailed Metrics

Returns
Total Return
+111.36%
Annualized Return
+11.23%
Avg Monthly Return
+0.97%
Risk
Volatility (Annual)
+16.92%
Max Drawdown
+35.68%
Positive Months
64%
Average Drawdown
-5.6%
Risk-Adjusted
Sharpe Ratio
0.55
Risk-free rate: 2.0%
Sortino Ratio
0.49
Downside risk adjusted
Return/Volatility
0.66
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
7.87
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
21,135.85
Backtest Period
2019-08-02 to 2026-08-14
7.0 years
Rebalancing
none
Base Currency
EUR
VWCG only | +11.2% CAGR | ETF Backtest