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Whole market

Market

Optimize
None Rebalancing
EUR
Moderate Risk
8.0yr backtest

Performance Summary

Total Return+146.66%
Annualized Return+11.95%
Volatility+15.63%
Sharpe Ratio0.64
Max Drawdown+34.18%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
This portfolio offers diversified global market exposure through a blend of large-cap and small-cap equity ETFs for balanced growth.
AssetTypeAllocationTER
SPYY.XETRA
SPDR MSCI All Country World UCITS ETF (Acc)IE00B44Z5B48
ETF
90.0%0.12%
IUSN.F
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
10.0%0.35%
Total100.0%0.14%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €24,666.11
Histogram of Monthly Returns
The portfolio had a positive return during 60 of the 97 months (62%)
Monthly Returns Heatmap
Best month: +9.9% • Worst month: -12.2% • Best year: 2019 (+30.1%) • Worst year: 2022 (-13.8%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.5%+1.9%-5.4%+8.5%--------+6.1%
2025+4.3%-2.3%-7.3%-4.0%+6.2%+1.1%+4.7%-0.0%+2.8%+4.3%-0.3%+0.4%+9.2%
2024+2.6%+3.5%+3.6%-1.7%+1.0%+4.5%+0.5%-0.6%+1.8%+1.1%+6.9%-1.4%+23.7%
2023+5.3%-0.0%-0.3%-0.3%+2.2%+3.9%+2.6%-1.3%-1.7%-3.7%+5.8%+4.3%+17.6%
2022-5.1%-1.9%+4.0%-2.3%-3.3%-6.1%+9.4%-1.6%-6.2%+3.8%+1.3%-5.5%-13.8%
2021+1.4%+3.0%+5.5%+1.5%-0.1%+4.4%+0.5%+2.9%-1.9%+4.5%+0.1%+3.8%+28.8%
2020-0.7%-8.4%-12.2%+9.9%+2.3%+2.2%-0.2%+5.4%-0.8%-2.0%+9.6%+2.3%+5.2%
2019+8.3%+3.5%+2.3%+3.4%-5.0%+3.8%+3.4%-2.1%+3.3%-0.0%+4.2%+2.1%+30.1%
2018---+2.4%+3.4%-0.2%+2.1%+1.4%+0.6%-5.5%+0.9%-8.1%-3.6%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.18% • The longest drawdown period lasted for 1 year and 11 months and was between January 2022 and December 2023. It reached a trough of -16.4%.

Detailed Metrics

Returns
Total Return
+146.66%
Annualized Return
+11.95%
Avg Monthly Return
+1.02%
Risk
Volatility (Annual)
+15.63%
Max Drawdown
+34.18%
Positive Months
62%
Average Drawdown
-5.4%
Risk-Adjusted
Sharpe Ratio
0.64
Risk-free rate: 2.0%
Sortino Ratio
0.57
Downside risk adjusted
Return/Volatility
0.76
Calmar Ratio
0.35
Return/Max Drawdown
Ulcer Index
6.96
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
24,666.11
Backtest Period
2018-04-25 to 2026-04-24
8.0 years
Rebalancing
none
Base Currency
EUR