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Whole market

Market

Optimize
None Rebalancing
EUR
Moderate Risk
6.7yr backtest

Performance Summary

Total Return+98.08%
Annualized Return+10.76%
Volatility+16.08%
Sharpe Ratio0.54
Max Drawdown+34.50%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A globally diversified ETF portfolio with 85% all-world equities and 15% small-cap exposure for comprehensive market growth.
AssetTypeAllocationTER
VWCE.XETRA
Vanguard FTSE All-World UCITS ETF (USD) AccumulatingIE00BK5BQT80
ETF
85.0%0.19%
IUSN.F
iShares MSCI World Small Cap UCITS ETFIE00BF4RFH31
ETF
15.0%0.35%
Total100.0%0.21%

Performance

Portfolio Value Over Time
Starting with 10,000 investment → now worth €19,807.75
Histogram of Monthly Returns
The portfolio had a positive return during 50 of the 82 months (61%)
Monthly Returns Heatmap
Best month: +10.2% • Worst month: -12.6% • Best year: 2021 (+28.2%) • Worst year: 2022 (-13.5%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.7%+2.1%-5.5%+2.1%--------+0.2%
2025+4.2%-2.4%-7.2%-4.0%+6.2%+1.0%+4.5%+0.2%+2.6%+4.0%-0.1%+0.3%+8.7%
2024+2.5%+3.4%+3.6%-1.8%+1.1%+4.1%+1.0%-0.7%+1.7%+0.9%+7.1%-1.5%+23.1%
2023+5.3%+0.0%-0.5%-0.3%+2.1%+3.8%+2.7%-1.3%-1.6%-3.8%+5.6%+4.4%+17.3%
2022-4.9%-2.0%+3.9%-2.1%-3.4%-6.1%+9.4%-1.4%-6.4%+3.9%+1.3%-5.4%-13.5%
2021+1.5%+3.2%+5.5%+1.5%-0.0%+4.1%+0.5%+3.0%-1.8%+4.3%-0.1%+3.7%+28.2%
2020-0.8%-8.4%-12.6%+10.2%+2.5%+2.1%-0.4%+5.6%-0.9%-1.6%+9.6%+2.4%+5.4%
2019-------0.1%-1.9%+3.4%+0.0%+4.2%+2.1%+7.8%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +34.50% • The longest drawdown period lasted for 2 years and was between November 2021 and December 2023. It reached a trough of -16.2%.

Detailed Metrics

Returns
Total Return
+98.08%
Annualized Return
+10.76%
Avg Monthly Return
+0.92%
Risk
Volatility (Annual)
+16.08%
Max Drawdown
+34.50%
Positive Months
61%
Average Drawdown
-5.7%
Risk-Adjusted
Sharpe Ratio
0.54
Risk-free rate: 2.0%
Sortino Ratio
0.49
Downside risk adjusted
Return/Volatility
0.67
Calmar Ratio
0.31
Return/Max Drawdown
Ulcer Index
7.39
Drawdown depth & duration
Martin Ratio
0.01
Return/Ulcer Index
Backtest Configuration
Initial Investment
10,000
Final Value
19,807.75
Backtest Period
2019-07-25 to 2026-04-02
6.7 years
Rebalancing
none
Base Currency
EUR