Optimize
Annual Rebalancing
EUR
Moderate Risk
Multi-currency
8.0yr backtest

Performance Summary

Total Return+144.28%
Annualized Return+11.82%
Volatility+16.25%
Sharpe Ratio0.60
Max Drawdown+34.76%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio blending developed, emerging, and small-cap markets for comprehensive equity exposure and growth.
AssetTypeAllocationTER
IWDA.LSE
iShares Core MSCI World UCITS ETF USD (Acc)IE00B4L5Y983
ETF
75.0%0.2%
IUSN.XETRA
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
14.0%0.35%
XMME.XETRA
Xtrackers MSCI Emerging Markets UCITS ETF 1CIE00BTJRMP35
ETF
9.0%0.18%
SPYX.XETRA
State Street SPDR MSCI Emerging Markets Small Cap UCITS ETF USDIE00B48X4842
ETF
2.0%0.55%
Total100.0%0.23%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,427.55
Histogram of Monthly Returns
The portfolio had a positive return during 65 of the 97 months (67%)
Monthly Returns Heatmap
Best month: +9.5% • Worst month: -12.3% • Best year: 2019 (+28.7%) • Worst year: 2022 (-13.2%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.2%+2.9%-6.0%+8.8%--------+6.4%
2025+3.9%-2.5%-7.3%-3.8%+5.8%+0.8%+4.0%+1.1%+2.6%+3.9%-0.1%+0.2%+8.3%
2024+2.4%+3.3%+3.8%-1.8%+0.9%+4.4%+0.9%-0.7%+1.7%+0.5%+6.9%-1.1%+23.0%
2023+5.5%+0.4%-0.6%-0.3%+1.5%+4.1%+2.9%-1.3%-1.6%-4.0%+5.9%+4.7%+18.1%
2022-4.6%-1.3%+3.8%-2.4%-3.5%-6.4%+9.4%-1.1%-6.2%+3.8%+0.5%-4.9%-13.2%
2021+1.2%+3.4%+5.5%+1.7%+0.2%+3.8%+0.7%+2.9%-1.6%+4.5%-0.4%+3.4%+28.0%
2020+0.1%-8.9%-12.3%+9.5%+3.0%+2.0%-0.4%+5.9%-1.1%-2.0%+9.1%+3.6%+6.3%
2019+7.9%+3.7%+2.0%+3.6%-5.1%+3.7%+3.6%-2.9%+3.5%+0.2%+4.4%+1.5%+28.7%
2018---+2.2%+3.2%+0.2%+1.8%+0.8%+0.7%-6.0%+1.0%-7.3%-3.9%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.76% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -17.0%.

Detailed Metrics

Returns
Total Return
+144.28%
Annualized Return
+11.82%
Avg Monthly Return
+1.01%
Risk
Volatility (Annual)
+16.25%
Max Drawdown
+34.76%
Positive Months
67%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.60
Risk-free rate: 2.0%
Sortino Ratio
0.55
Downside risk adjusted
Return/Volatility
0.73
Calmar Ratio
0.34
Return/Max Drawdown
Ulcer Index
7.07
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,427.55
Backtest Period
2018-04-25 to 2026-04-24
8.0 years
Rebalancing
annual
Base Currency
EUR