Optimize
None Rebalancing
EUR
Moderate Risk
7.9yr backtest

Performance Summary

Total Return+121.09%
Annualized Return+10.51%
Volatility+16.39%
Sharpe Ratio0.52
Max Drawdown+34.65%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio covering developed, emerging, and small-cap markets for comprehensive equity growth.
AssetTypeAllocationTER
IWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
73.1%0.2%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
12.9%0.35%
XMME.XETRA
Xtrackers MSCI Emerging Markets UCITS ETF 1CIE00BTJRMP35
ETF
11.9%0.18%
SPYX.XETRA
State Street SPDR MSCI Emerging Markets Small Cap UCITS ETF USDIE00B48X4842
ETF
2.1%0.55%
Total100.0%0.22%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €22,109.47
Histogram of Monthly Returns
The portfolio had a positive return during 65 of the 97 months (67%)
Monthly Returns Heatmap
Best month: +11.7% • Worst month: -12.5% • Best year: 2019 (+26.5%) • Worst year: 2022 (-17.1%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+2.5%+1.6%-7.4%+2.4%---------1.3%
2025+3.8%-2.5%-4.6%-0.3%+6.3%+4.0%+2.5%+1.8%+2.9%+2.8%+0.1%+1.2%+19.0%
2024+0.8%+3.3%+3.6%-2.7%+2.3%+3.4%+1.6%+1.0%+2.4%-1.2%+4.6%-2.3%+17.7%
2023+6.7%-1.6%+1.3%+1.0%-0.8%+5.7%+3.6%-2.4%-3.5%-4.0%+8.3%+5.7%+20.9%
2022-5.5%-1.5%+2.9%-5.9%-2.2%-8.0%+7.4%-2.5%-7.8%+4.3%+4.7%-3.0%-17.1%
2021+0.7%+2.9%+3.1%+3.5%+1.3%+1.7%+0.7%+2.5%-3.1%+4.3%-1.9%+3.6%+20.8%
2020-1.2%-8.9%-12.5%+9.6%+3.6%+3.3%+3.8%+6.1%-2.1%-2.4%+11.7%+4.5%+13.4%
2019+8.1%+3.0%+1.2%+3.3%-5.5%+5.4%+1.6%-3.1%+2.6%+1.8%+3.2%+3.0%+26.5%
2018---+1.6%+0.9%-0.5%+2.4%+0.7%+0.5%-7.4%+1.0%-6.9%-7.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.65% • The longest drawdown period lasted for 2 years and 2 months and was between November 2021 and January 2024. It reached a trough of -23.7%.

Detailed Metrics

Returns
Total Return
+121.09%
Annualized Return
+10.51%
Avg Monthly Return
+0.91%
Risk
Volatility (Annual)
+16.39%
Max Drawdown
+34.65%
Positive Months
67%
Average Drawdown
-5.9%
Risk-Adjusted
Sharpe Ratio
0.52
Risk-free rate: 2.0%
Sortino Ratio
0.47
Downside risk adjusted
Return/Volatility
0.64
Calmar Ratio
0.30
Return/Max Drawdown
Ulcer Index
8.04
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
22,109.47
Backtest Period
2018-04-25 to 2026-04-02
7.9 years
Rebalancing
none
Base Currency
EUR